$FXT 新華中國25指數 介紹 FXP,FXI

FTSE/Xinhua China 25 Index (富時新華中國25指數)  $FXT, ^FXT

 

即國際間之中國公司最大與流通性前25大公司，含H股與紅籌股(港證交所交易股票)。

在香港上市的大型且具流動性中國股票，這個自由浮動調整的指數涵蓋在任何流通股票的10%，以確保具有廣泛代表性的中國經濟。

The FTSE/Xinhua China 25 Index is comprised of 25 of the largest and most liquid Chinese stocks listed on the Hong Kong Stock Exchange (HKEX). This free float-adjusted index caps the weight of any of constituent stock at 10% to ensure broad representation of the Chinese economy.

 

Top 10 Index Companies1 Weight China Mobile Ltd. 中國移動 10.90% Industrial & Commercial Bank of China Ltd.-H 中國工商銀行(亞洲) 8.75% China Life Insurance Co. 中國人壽保險股份有限公司 7.82% Petrochina Co. Ltd.-H 中國石油天然氣股份有限公司 7.24% China Construction Bank 中國建設銀行 6.66% Bank of China Ltd.- H 中國銀行 4.45% CNOOC Ltd. 中國海洋石油 4.36% China Merchants Bank-H 招商銀行 4.10% China Unicom Ltd. 中國聯通 4.08% BOC Hong Kong (Holdings) Ltd. 中國銀行(香港) 有限公司 4.06% 1 = ProShares may invest in equity securities and/or financial instruments (including derivatives) that in combination, should have similar daily price return characteristics to the fund's benchmark.

Index Sector Weightings2   Financial 44.11% Energy 21.33% Communications 20.33% Industrial 6.04% Diversified 2.69% Basic Materials 2.27% Utilities 1.92% Consumer, Cyclical 1.32% 2 = Sum of weightings may not equal 100% due to rounding.

Fundamentals

Total Number of Companies	Price/Earnings Ratio	Price/Book Ratio	Dividend Yield 3 (%)	Average Index Market Capitalization
25	17.36	3.03	1.79	$713,062,370,400

 

 

iShares FTSE/Xinhua China 25 Index (Public, NYSE:FXI) FXI 中國富時新華25指數。

 

Top Holdings *(Daily) as of 7/9/2008
View All Holdings
9.08%	IND & COMM BK OF CHINA - H
8.89%	CHINA MOBILE LTD
8.30%	CHINA LIFE INSURANCE CO-H
7.60%	PETROCHINA CO LTD-H
6.47%	CNOOC LTD
4.52%	BOC HONG KONG HOLDINGS LTD
4.49%	CHINA PETROLEUM & CHEMICAL-H
4.32%	CHINA CONSTRUCTION BANK-H
4.09%	BANK OF CHINA LTD - H
3.99%	BANK OF COMMUNICATIONS CO-H

 

Fees and expenses

Expense Ratio 0.74% Gross Expense Ratio 0.74% Net Expense Ratio 0.74% Management Fee 0.74%

Volatility measures

1-year standard deviation 47.30 Mean 86.36 3-year Sharpe ratio 1.16 3-year Treynor ratio 18.38

 

 

 

FXP 雙倍放空富時新華中國25指數)

PROSHARES TR (Public, AMEX:FXP)

目標：在扣除費用前能達到與新華中國25指數反向的雙倍報酬

 

 

主要持股

Security Description	Notional Value	Market Value	Shares/ Contracts
FTSE CHN SWAPS	(1,125,839,296.30)	-	(963,645.84)
Net Other Assets / Cash	-	557,440,903.48	557,440,903.48

 

Fees and expenses

Expense Ratio 0.95% Gross Expense Ratio NA Net Expense Ratio NA Management Fee 0.75%

Volatility measures

1-year standard deviation NA Mean 0.00 3-year Sharpe ratio NA 3-year Treynor ratio NA