🤑 It doesn’t get more affordable. Grab this 60% OFF Black Friday offer before it disappears…CLAIM SALE

Credit Suisse says new ETFs cut tracking error, risk

Published 08/26/2010, 10:05 AM
Updated 08/26/2010, 10:08 AM
GC
-

* Credit Suisse launches 13 new ETFs on Swiss bourse

* Emerging markets the predominant focus of new ETFs

By Martin de Sa'Pinto

ZURICH, Aug 26 (Reuters) - Credit Suisse launched a new range of emerging-market focused exchange traded funds (ETFs) on Thursday designed to match index returns better than traditional ETFs and cut counterparty risk. The 13 mainly emerging markets-focused ETFs, listed on the SIX Swiss Exchange on Thursday, will use swaps to ensure the ETFs faithfully track market returns and will settle the swaps at the end of each trading day to reduce counterparty risk. "This will be the first of our swap-based products," said Dan Draper, global head of ETFs at Credit Suisse.

Credit Suisse has only provided cash ETFs to date. It is, the largest ETF provider in Switzerland and the fourth-largest in Europe after Barclays spinoff iShares, Societe Generale unit Lyxor and Deutsche Bank's x-trackers.

Credit Suisse said according to consensus projections, the $1.2 trillion ETF industry could grow at 30 to 40 percent per year over the next three to five years.

Traditionally, the main concerns about ETFs are poor transparency, high tracking error and counterparty risk.

With cash ETFs, where the provider tries to replicate the returns of an index by buying its components, the results can be damaged by transaction costs and also by wide bid-offer spreads in illiquid stocks, particularly in emerging markets. And if the provider only buys a selection of the index stocks to contain costs, the risk of tracking error is higher.

With synthetic ETFs, where the provider buys a swap from an investment bank in return for a promise of index returns, investors could lose their money if the counterparty defaults.

The new Credit Suisse products aim to minimise these risks while providing investors with clarity on what they own and the value. While closing out the swap each day will increase costs, Credit Suisse's Draper said charges on the ETFs will be contained.

"This is a commoditized industry. You have to be price competitive," he said.

The swap counterparty will be Credit Suisse Investment Bank, and Bank of New York Mellon will be custodian of the ETF assets.

The bank also said it would add other physical commodity-backed exchange-traded products to its gold ETF, which has had inflows of more than $2 billion since launch in October.

"We've had a strong indication from investors they would like us to do more in commodities," said Draper.

Credit Suisse is also awaiting regulatory approval from SIX for a physical aluminium-backed product it is planning to launch with commodities and mining giant Glencore. (Editing by Karen Foster)

Latest comments

Risk Disclosure: Trading in financial instruments and/or cryptocurrencies involves high risks including the risk of losing some, or all, of your investment amount, and may not be suitable for all investors. Prices of cryptocurrencies are extremely volatile and may be affected by external factors such as financial, regulatory or political events. Trading on margin increases the financial risks.
Before deciding to trade in financial instrument or cryptocurrencies you should be fully informed of the risks and costs associated with trading the financial markets, carefully consider your investment objectives, level of experience, and risk appetite, and seek professional advice where needed.
Fusion Media would like to remind you that the data contained in this website is not necessarily real-time nor accurate. The data and prices on the website are not necessarily provided by any market or exchange, but may be provided by market makers, and so prices may not be accurate and may differ from the actual price at any given market, meaning prices are indicative and not appropriate for trading purposes. Fusion Media and any provider of the data contained in this website will not accept liability for any loss or damage as a result of your trading, or your reliance on the information contained within this website.
It is prohibited to use, store, reproduce, display, modify, transmit or distribute the data contained in this website without the explicit prior written permission of Fusion Media and/or the data provider. All intellectual property rights are reserved by the providers and/or the exchange providing the data contained in this website.
Fusion Media may be compensated by the advertisers that appear on the website, based on your interaction with the advertisements or advertisers.
© 2007-2024 - Fusion Media Limited. All Rights Reserved.