Synthetic ETFs
Posted: 16 Oct 2017
Date Written: August 10, 2017
Abstract
Exchange traded funds (ETFs) achieve their investment objectives by either owning a portfolio of securities (physical ETFs) or entering into swap agreements that deliver the returns of pre-specified indexes (synthetic ETFs).
Suggested Citation: Suggested Citation
Aramonte, Sirio and Caglio, Cecilia and Tuzun, Tugkan, Synthetic ETFs (August 10, 2017). FEDS Notes No. 2017-08-10 https://doi.org/10.17016/2380-7172.2028, Available at SSRN: https://ssrn.com/abstract=3713392
Cecilia Caglio
Board of Governors of the Federal Reserve System ( email )
20th Street and Constitution Avenue NW
Washington, DC 20551
United States
Tugkan Tuzun
Board of Governors of the Federal Reserve System ( email )
20th Street and Constitution Avenue NW
Washington, DC 20551
United States
Feedback
Feedback to SSRN