Zusammensetzung MSCI Pacific?

[SM77]

Weiß hier jemand, wie sich der MSCI Pacific genau zusammensetzt? Habe bislang nur herausgefunden, dass neben Japan noch Australien, Neuseeland, Hongkong, Malaysia und Singapur zum Index gehören. Mich würde aber die genaue Gewichtung der Länder interessieren. Hat die jemand parat?

[otto03]

MsciBarra scheint die detaillierte Zusammensetzung nur gegen Bezahlung zu liefern.

 

Weder in US noch in UK gibt es bisher wohl eine MSCI Pacific ETF, der dann seinerseits die Zusammensetzung veröffentlicht.

 

 

Hier die Zahlen von Vanguard Pacific (am MSCI Pacific orientiert)

 

Country Diversification (% of common stock) as of 11/30/2008

 

Pacific ETF 11/30/2007 Pacific ETF 11/30/2008

 

Japan 66.8% 73.1%

Australia 21.6% 17.4%

Hong Kong 7.7% 6.1%

Singapore 3.5% 3.1%

New Zealand 0.4% 0.3%

 

 

Lt. MsciBarra sind die folgenden Länder enthalten:

 

5 Countries in PACIFIC

AUSTRALIA

HONG KONG

JAPAN

NEW ZEALAND

SINGAPORE

 

 

 

Malaysia ist definitiv nicht enthalten, da der MSCI Pacific ein "developed" Index ist und Malaysia lt MSCI "Emerging"

[Delphin]

Ja, aktuelle Daten finde ich bei mscibarra.com leider auch nicht. Aber vom 31.12.2007 sehen die so aus:

 

 

(Dich interessiert die Spalte "Standard", denn es geht ja um den MSCI (Developed Markets) Pacific (Standard) Index)

[leflic]

Danke Dir, sehr interessante Info. Sorry, vorhin habe ich das echt übersehen mit dem AC (All Countries). Aber ich

frage mich warum so was so schwer zu finden ist und die Info nicht auf der MSCI-Homepage veröffentlicht wird.

[Columbo]

Hi zusammen,

 

könnte ich mir einen MSCI Pacific durch MSCI Japan und MSCI Pacific ex Japan auch selbst zusammenstellen und dadurch bspw. bei ComStage 0,10 Prozentpunkte TER sparen? Höhere Ordergebühren mal außer Acht gelassen, ebenso wie die Frage, ob es sinnvoll ist, noch in 2008 in neue ETFs zu investieren, bei denen ich das Fondsvolumen nicht als Entscheidungskriterium nutzen kann.

 

So in etwa:

 

ComStage MSCI Pacific TRN

TER 0,60%

 

versus

 

73%

ComStage MSCI Japan TRN

TER 0,45%

+

27%

ComStage MSCI Pacific ex Japan TRN

TER 0,60%

=

TER 0,49%

 

Viele Grüße

Columbo

[Bärenbulle]

wüßte nicht, warum das nicht gehen sollte. Hast halt nur einen ETF mehr (etwas Re-balancingstress). Finde ich eine gute Idee.

[SM77]

Danke für die gewünschte Info.

 

Dann werde ich wohl meinen MSCI Japan gegen den neuen Comstage-ETF tauschen. Die Variante MSCI Japan + MSCI Pacific ex Japan ist zwar günstiger, setzt aber schon einiges an Kapital voraus um vernünftiges Rebalancing zu beitreiben.

[el galleta]

Dann werde ich wohl meinen MSCI Japan gegen den neuen Comstage-ETF tauschen. Die Variante MSCI Japan + MSCI Pacific ex Japan ist zwar günstiger, setzt aber schon einiges an Kapital voraus um vernünftiges Rebalancing zu beitreiben.

Dito.

 

saludos,

el galleta

[FranzFerdinand]

Eine Frage zweck Langfrist-Depot:

 

Der MSCI Pacific bildet die Developed Markets im Pazifischen Raum ab. Auf lange Sicht werden also auch Südkorea und China hier landen, richtig?

[Amorph]

Eine Frage zweck Langfrist-Depot:

 

Der MSCI Pacific bildet die Developed Markets im Pazifischen Raum ab. Auf lange Sicht werden also auch Südkorea und China hier landen, richtig?

 

Vielleicht hilft das ja weiter.

[FranzFerdinand]

Danke, der derzeitige Inhalt des Index ist mir bekannt, es geht eher darum, ob Kriterien, die nicht so einfach ersichtlich sind, der künftigen Aufnahme Chinas und Südkoreas entgegenstehen. Bei FTSE wurde Südkorea zB schon den Pacific Index aufgenommen.

[Amorph]

Die Richtlinie für den Pacific ist klar, die Frage ist ob und wann MSCI die beiden Länder als DM deklarieren.

[otto03]

Die Richtlinie für den Pacific ist klar, die Frage ist ob und wann MSCI die beiden Länder als DM deklarieren.

 

Letzter Country Classification Review von Juni 2012, der nächste folgt Juni 2013

 

 

 

STANDARD ANNOUNCEMENTS - June 20, 2012 at 09:09 PM GMT

Announcement for June 20, 2012 at 09:09 PM GMT

 

THIS IS AN ANNOUNCEMENT FOR THE MSCI GLOBAL STANDARD INDICES

 

MSCI ANNOUNCES THE RESULTS OF THE 2012 ANNUAL MARKET CLASSIFICATION REVIEW

 

MSCI Inc. (NYSE: MSCI), a leading provider of investment decision support tools

worldwide, including indices, portfolio risk and performance analytics and

corporate governance services, announced today that the MSCI Greece Index has

been added to the review list for potential reclassification to Emerging Markets

and that the MSCI Morocco Index has been added to the review list for potential

reclassification to Frontier Markets as part of the Annual Market Classification

Review in June 2013. In addition, MSCI also announced that the status of the

MSCI Korea Index and the MSCI Taiwan Index as well as the MSCI Qatar Index and

MSCI UAE Index will remain unchanged. The MSCI Korea Index and the MSCI Taiwan

Index will remain under review for potential reclassification to Developed

Markets and the MSCI Qatar Index and MSCI UAE Index will remain under review for

potential reclassification to Emerging Markets, at the next Annual Market

Classification Review in June 2013. MSCI also released today the 2012 Global

Market Accessibility Review for the 78 markets under its coverage.

 

The MSCI Greece Index will be added to the review list because it no longer

meets Developed Markets size standards with only two eligible index constituents

and because the Greek authorities have failed over the last several years to

bring equity market regulations and practices in line with the evolving

standards of Developed Markets. MSCI's decision to add Greece to the review list

is based on structural analysis of the Greek equity market and is not related to

the country's potential exit from the European Monetary Union. More specific

information on the treatment of Greece in the MSCI Indices in case of exit from

the European Monetary Union can be found on MSCI's web site at

http://www.msci.com/products/indices/msci_greece_qa/.

 

The MSCI Morocco Index will be added to the review list as liquidity levels on

the Moroccan equity market have declined substantially in the past years and are

currently in line with Frontier Markets levels. As a reminder, Size and

Liquidity Requirements are one of the three criteria in the MSCI Market

Classification Framework, available on msci.com.

 

Despite important positive developments on the provision of stock market data,

the Korean authorities have made little progress on other significant

accessibility issues highlighted in previous annual market classification

reviews. In particular, limitations in currency trading and equity settlement

across multiple accounts remain unchanged and prevent for now a reclassification

of the MSCI Korea Index to Developed Markets. Developed markets are

characterized by highly efficient and mostly standardized operating practices.

Introducing non-standard market practices would be forcing a high number of

investors to change what is mostly a well run and operationally robust

framework. This is of particular concern to large institutions managing

thousands of funds and to market participants such as indexers or broker-dealers

that are providing investment products that closely replicate indices.

 

The MSCI Taiwan Index meets many Developed Markets criteria, including economic

development and market size and liquidity but market accessibility issues

related to currency trading and equity market settlement still prevent the

reclassification of the MSCI Taiwan Index to Developed Markets.

 

The only remaining issue preventing the reclassification of MSCI Qatar to

Emerging Markets is very low Foreign Ownership Limits ("FOL") that make it

difficult for foreign investors to increase their allocations to the Qatari

equity market. Recent measures introduced by the Qatar Exchange ("QE") are

expected to eliminate the need for international investors to operate with a

dual account structure.

 

MSCI will maintain the MSCI UAE Index in Frontier Markets as no enhancements

with respect to the operational issues mentioned in the last review are expected

to be implemented in the United Arab Emirates before 2013.

 

MSCI welcomes the recent positive developments in the Chinese domestic equity

("China A") market with regards to the increase in investment quotas available

to international investors. Despite these encouraging developments, there are

still some major constraints, such as issues related to the mobility of capital,

qualification of QFIIs and the country quota ceilings that currently prevent any

potential inclusion of the MSCI China A Index in the MSCI Emerging Markets

Index. In particular, many small to mid-size institutions worldwide would not

qualify for a QFII quota at the levels currently set by the Chinese authorities

and, hence, would not be able to replicate the index.

 

As a reminder, every June MSCI communicates its conclusions following

discussions with the investment community on the list of countries under review

and announces the new list of countries, if any, under review for potential

market reclassification in the upcoming cycle. MSCI will communicate its

decisions resulting from this Annual Market Classification Review in June 2013.

 

(Quelle MSCI)

 

Weitere Dokumente zum Thema

http://www.msci.com/eqb/pressreleases/archive/Mkt_Class_2012.pdf

http://www.msci.com/resources/products/indices/global_equity_indices/gimi/stdindex/MSCI_Global_Market_Accessibility_Review_June2012.pdf