EFC Categories Report

8/12/2019 EFC Categories Report

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A2012

T E F C EFC C


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1. I ................................................................................................................................................... 1

2. H B ................................................................................................................................. 1

3. S P ................................................................................................................................................... 2

4. O E F C ....................................................................................

5. EFC C .............................................................................................................................................. 5

5.1 E F C 5

5.2 B F C 115.2.1 G B F C 115.2.2 E M B F C 175.2.3 F R F C 195.2.4 I L B F C 195.2.5 F B F C 19

5.3 M A F C 21

5.4 M M F C 25

5.5 ARIS C 27

5.6 O C 31

A : L C EFC R ..................................................................................... 33


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(EFCF) E F A M A (EFAMA)

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T EFCF EFAMA EFC E .

T (CA) EFCF. T CA

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F C F S 2005 . T 2007

.


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T CA 2007, EFCF . T

EFC J 2008. S , EFC .

W EFC C , EFCF

EFC . T

.

G , EFAMA CA EFC 1. T

EFC .

3

T 3,300 13,000 124 ,

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I , , . I , ARIS

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E G B M A M M

C /R S M C C E C Q I R E E M E A A S C


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5

5.1

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.

T A ,

/ .

T . T

(GICS), S

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T 80% . S C

S US$4 ; U K 1 ; E 3 ; A P US$1.5 ; GUS$2.5 .

T .

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16 E E A PF 80%

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2 N C

21 E AF 80%

A .

22 E B23 E B24 E C25 E C26 E D27 E F28 E F29 E G30 E G31 E H K32 E I

33 E I34 E I35 E I36 E J37 E M38 E N39 E N40 E R41 E S42 E S A43 E S K44 E S45 E S46 E S47 E T48 E T49 E T50 E U K51 E U S

2 T , EFC.


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N C

52 E C C 80%

53 E C

C 80% / / , ,

54 E EE 80%

. 55 E F

F 80% .

55 E H CH C 80%

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58 E I TI T 80%

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M 80% .

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U 80% .


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N C

64 E G S CF 80%

. 65 E A E S C

66 E A P E J S C67 E E M G S C68 E E E UK S C69 E E S C70 E N S C71 E N A S C72 E A S C

F 80% A .

73 E D S C74 E F S C75 E F S C76 E G S C77 E J S C78 E N S C79 E S S C80 E S S C81 E U K S C82 E U S S C


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5.2

5.2.1

B 8 20%. I

. N . A /

B

T A H H

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30%. T 30%, 10% .

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T F , ,

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ISO 4217 . T 70%

.


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T

3 N C

1 B A ST DKK2 B A ST EUR

F , , . A 70%

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3 B A ST GBP4 B A ST NOK5 B A ST TR6 B A ST USD7 B A ST

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1.0 3.

8 B A MT CAD9 B A MT CHF10 B A MT C K11 B A MT DKK12 B A MT EUR

F , , . A 70%

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13 B A MT NOK14 B A MT SEK15 B A MT USD16 B A MT AR17 B A MT

F , , . A

3.0 7.

18 B A LT CHF19 B A LT DKK20 B A LT EUR

F , , . A 70%

EUR, 7.0 .

21 B A LT GBP22 B A LT

F , , . A

7.0 .

3 T EFC 5.2.1.


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N C

23 B C ST AUD24 B C ST CHF25 B C ST EUR

F 70% . A EUR,

1.0 3.0 . 26 B C ST NOK27 B C ST USD28 B C ST

F 70% . A ,

1.0 3.0 . 29 B C MT AUD30 B C MT CHF

31 B C MT EURF 70% . A EUR,

3.0 7.0 . 32 B C MT NOK33 B C MT USD34 B C MT

F 70% . A ,

3.0 7.0 . 35 B C LT EUR

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F 70% . A ,

7.0 .


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N C

39 B G ST CAD40 B G ST CHF41 B G ST EUR

F 80% . A

70% EUR, 1.0 3.0 . 42 B G ST USD43 B G ST

F 80% . A ,

1.0 3.0 . 44 B G MT CHF45 B G MT C K46 B G MT EUR

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3.0 7.0 . 47 B G MT JP48 B G MT USD49 B G MT

F 80% . A ,

3.0 7.0 . 50 B G LT CHF51 B G LT EUR

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7.0 .

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58 B A H MT USD59 B A H MT

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3.0 7.0 . 60 B A H LT EUR

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3.0 7.0 . 61 B A H LT

F 30% 70% . T

7.0 .


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N C

62 B H ST EURF 70% 1.0 3.0

EUR, .

63 B H ST USD64 B H ST

F 70% 1.0 3.0

.65 B H MT CHF66 B H MT DKK67 B H MT EUR

F 70% 3.0 7.0

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F 70% 3.0 7.0

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F 70% 7.0

.


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5.2.2

E

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T .

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84 B E L A85 B E L A L C

86 B E M E N A87 B E M E N A L C

88 B E G L CF

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. 89 B E G

F 80% .


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5.2.3

F 70% , (WAM) 6 (WAL) .

N C

90 F R EURF R EUR 70%

. 70% EUR.

5.2.4

I 70% . ( 70%

N C

91 I L CHFI L F 70%

L . A 70% CHF.

92 I L DKK93 I L EUR94 I L GBP95 I L USD96 I L

I L F 70% L .

5.2.5

B .

N C

97 FF B F

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5.3

M A . D

,

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A R I

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: 35% : 35% : 65

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A 100 ( 100 ).

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35% , ,

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M A G D EUR 35%

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5 M A G D USD6 M A G B

M A G B 35% 65%

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N C

12 M A U S D EURM A U S D EUR

35% , ,

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80% A P .


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N C

17 M A A E D DKK18 M A A E D EUR

M A A E D EUR 35% ,

, 80% A E

70% EUR. 19 M A E D EUR20 M A A E B

M A A E B 35% 65%

, , 80% A E

. 21 M A A E B EUR

M A A E B EUR 35% 65%

, 80% A E 70%

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M A A E A 65%

, , 80% A E

.26 M A E A27 M A G A28 M A U K A29 M A A E F

M A A E F ,

, 80% A E

.


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5.4

M M CESR/ESMA

T CESR/ESMA

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( 6 )

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T . B .

T CESR/ESMA . S T M M C N A V (CNAV) V N A V (VNA

M M F V N A V .

T .

N C

1 S T M M DKK, CNAV2 S T M M EUR, CNAV

S T M M F ESMA

EUR WAM 120 CNAV. 3 S T M M EUR, VNAV

S T M M F EUR WAM 120 FNAV.

4 S T M M USD, CNAV5 S T M M USD, VNAV7 M M AUD8 M M CHF9 M M DKK10 M M EUR

M M F EUR WAM 6 .

11 M M GBP12 M M NOK13 M M SEK14 M M USD


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5.5

ARIS F ,

/

ARIS F ARIS

, ARIS .

T EFC ARISR V , E D ,

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N C

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5.6

A EFCF. T

.

N C

1 A SF 80% ,

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:

T EFC :

N , C L A . A P . E .

E M . A .

E 4 :

N A : USA C

7 A P E J : A A P JG C : C , T , H K

A E : A , B , C , C R , D ,E , F ,F , G , G , I , I , I , L , L , MN , N , P , S R , S , S , S , S E : A , B , C , E , F , F , G , G , I , IL , M , N , P , S R , S SE E UK: A E UKN : D , F , I , N , SI : S P

E L A : C S AE A P : A A , H K , J , K , N S TE A S C : I , N , P , S L , B , AE E : A , A , A , B , B H , BC , G , H , K , K , K R , L , L , F

R M , M , M , M , P , R , RS , T , T , T , U UE M E N A : A , B , D , E , I RI , I , J , K , L , L , M , M , O , Q , S AS , S A R , T , T8 , U A E R E A : A

7 F 40% A , H K , J , K , N , S T .8 T E E M E N A .


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EFAMAE F A MAA : 47 R M , B 1000 BT . +32 2 5133969F +32 2 513 26 43E. @ . . .

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