On the redemptions side the single largest outflow was from the iShares MSCI EAFE
ETF (EFA), which appears to be an offset for the inflow into the IEFA.
Stock ETF, SUSA is iShares MSCI USA ESG Select ETF, VSGX is Vanguard ESG International Stock ETF, JH-JAX is John Hancock ESG Large Cap Core Fund Class A, ESGD is iShares MSCI EAFE
ESG Optimized ETF, ESDE is iShare ESG MSCI EAFE ETF, and GTFPX is Goldman Sachs International Equity ESG Fund Class P.
The iShares Currency Hedged MSCI EAFE ETF (NYSEArca; HEFA), iShares Currency Hedged MSCI Germany ETF (NYSEArca: HEWG) and iShares Currency Hedged MSCI Japan ETF (NYSEArca: HEWJ) expand iShares international line-up that includes the multi-bn dollar, unhedged iShares MSCI EAFE
(NYSEArca: EFA), Germany (NYSEArca: EWG) and Japan (NYSEArca: EWJ) ETFs.
Puts protecting against a 10 per cent drop in the iShares MSCI EAFE
Index Fund cost 5.79 points more than calls betting on a 10 per cent increase on May 3, according to three-month data compiled by Bloomberg.
Implied volatility, the key gauge of options prices, for six-month contracts on the Market Vectors Russia Exchange Traded Fund (RSX) is 36 percent higher than that for the iShares MSCI EAFE
Index ETF, which tracks U.K., German and Japanese stocks, data compiled by Bloomberg show.
FUND YTD 1-YR 3-YR 5-YR RATIO ISHARES MSCI SWITZERLAND / EWL 8.23 -14.98 -1.67 7.39 0.52 BUILDERS DEVELOPED MARKETS 100 18.92 -19.23 -5.32 4.55 0 36 ADR / ADRD BUILDERS EMERGING MARKETS 50 45.35 -11.42 9.09 2120 0.36 ADR / ADRE BUILDERS EUROPE 100 ADR / ADRU 17.95 -2144 -5.15 4.67 0.36 ISHARES MSCI EAFE
/ EFA 17.22 -17 79 -4.92 5.24 0.34 ISHARES S&P GLOBAL 100 /100 12.26 -15 51 -3.87 2.20 0.40 SPDR DJ GLOBAL TITANS / DOT 10.32 -20.17 -6.90 -0.51 0.50 VANGUARD TOTAL WORLD STOCK 19.89 -1574 NA NA 0.30 MARKET / VT DATA THROUGH 8/4/09.
For example, Gillespie's fund holds iShares MSCI EAFE
(EFA) and iShares MSCI Emerging Markets Index (EEM), two ETFs that track broad indexes of foreign stocks.
Large put buy in iShares MSCI EAFE
contracts that expire next week.
Coming in second and third respectively is iShares Core S&P 500 fund with $66.9 billion in assets and the iShares MSCI EAFE
fund with $55.8 billion in assets.
Size option block in iShares MSCI EAFE
Fund as shares add 1%.
iShares MSCI EAFE
puts lead calls almost 5:1 as shares fall to 52-week lows.
On the redemptions side the single largest outflow, though with less of a skew than on the creations side, was the iShares MSCI EAFE
ETF (EFA), which was over 18% of outflows.