金融工程动态跟踪:互换便利正式工具落地,首批双创50ETF降费
Orient Securities·2024-10-21 05:43
- The report primarily tracks fund market dynamics, including the launch of the SFISF tool by the central bank to facilitate swaps for securities, funds, and insurance companies, with an approved quota exceeding 200 billion yuan[4][6] - The report highlights the fee reduction for the first batch of Sci-Tech Innovation and Entrepreneurship 50 ETFs, with management fees reduced from 0.5% to 0.15%, making them the lowest-cost ETFs tracking the index[4][6] - Quantitative product performance is summarized, showing an average return of 2.20% for active quantitative products and -1.32% for quantitative hedging products last week[16][17] - Year-to-date performance of quantitative products indicates an average return of 2.88% for active quantitative products and -2.34% for quantitative hedging products[20][21] - The report lists top-performing funds across various categories, including active quantitative funds like "Same Tai Financial Selection A" with a return of 41.02% year-to-date, and quantitative hedging funds like "Shenwan Lingxin Quantitative Hedging Strategy" with a return of 2.10% year-to-date[23][20][19]