富时金砖四国50股指

What Does FTSE BRIC 50 Index Mean?
The FTSE BRIC 50 Index represents the performance of the 50 biggest companies by full marketcapitalisation, that trade as either depositary receipts (DRs) for Brazilian, Indian or Russian companies, orH shares for Chinese companies. The index provides a highly-liquid BRIC basket that can be easily traded,and aims to represent the free-float adjusted capitalisation of the underlying securities.
FEATURES Both the underlying stocks and the constituent DRs and H shares are liquidity screened to ensure that the index is tradableIndividual constituents are capped at 15% within the indexThe index is suitable for the creation of financial products, such as index funds,warrants, certificates and Exchange Traded Funds (ETFs)Constituents are flee-float weighted to ensure that only the investable opportunity set is included within the index Capital and total return versions are available for this indexThe index is calculated in accordance with the Industry Classification Benchmark (ICB),a global standard developed in partnership with Dow Jones IndexesThe indices are managed according to a transparent and public set of index rules,and overseen by an independent committee of leading market professionals. The committee ensures that the rules are correctly applied and adhered to. Regular index reviews are conducted to ensure that a continuous and accurate representation of the market is maintainedINFORMATION
Index Universe

FTSE All-World Index plus all eligible depositary receipts listed on the London Stock Exchange and the New York Stock Exchange

Index Launch

26 March 2007

Base Date

28 February 2007

Base Value

1000

Investability Screen

Free float adjusted and liquidity screened

Index Calculation

Real-time and end-of-day indices available.

Real-time indices calculated every 15 seconds

End-of-Day Distribution

Indices available at 23:30 GMT via FTP and email

Currency

USD, EUR, GBP, JPY

Review Dates

March, June, September & December

Index Rules

Available at www.ftse.com/allworld

Vendor Codes

Available at www.ftse.com/allworld
FTSE BRIC 50 INDEX 3-YEAR PERFORMANCE (USD CAPITAL RETURN)

FTSE BRIC 50 INDEX DEPOSITARY RECEIPTS AND H SHARES
FTSE BRIC 50 INDEX TOP 10 CONSTITUENTS
FTSE BRIC 50 INDEX COUNTRY BREAKDOWN

Source: FTSE Group, data as at 27 February 2009
FTSE BRIC 50 INDEX ICB SUPERSECTOR COUNTRY BREAKDOWN
FTSE BRIC 50 INDEX PERFORMANCE AND VOLATILITY TABLE (USD TOTAL RETURN)
Based on daily total returns and annualised based on 260 trading days in a year Based on monthly total returns
Source: FTSE Group and Thomson Datastream, data as at 27 February 2009
FTSE BRIC 50 INDEX PORTFOLIO CHARACTERISTICS

Source: FTSE Group, data as at 27 February 2009
参考文献FTSE BRIC 50 INDEX