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Equity Index Products
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TRAKRS PIMCO CRR 
 

PIMCO CommodityRealReturn TRAKRS (PIMCO CRR TRAKRS) are non-traditional futures contracts that provide a way to obtain 100 percent exposure to the Dow Jones UBS Commodity Total Return Index and the return on a PIMCO-managed real return bond portfolio. They also enable you to:

  • Track the PIMCO CommodityRealReturn TRAKRS Index

Things to know:

  • The DJ UBS Commodity Index is an excess return index that tracks the performance of exchange-traded futures contracts on physical commodities, including energy, metal and agricultural products
    • It is enhanced by an index of one or more qualified separate accounts invested in exempt securities, and in certain other financial instruments excluding non-exempt securities
    • It is actively managed by Pacific Investment Management Company LLC (PIMCO)
  • PIMCO CRR TRAKRS are designed to track the performance of the PIMCO CommodityRealReturn DJ-UBSCI TRAKRS Index, which, in turn, tracks the PIMCO CommodityRealReturn DJ-UBSCI Master Index (PIMCO Master Index).
    • The PIMCO Master Index is a total return index that represents the performance of a portfolio with a target allocation of 100% notional exposure to the Dow Jones-UBS Commodity Index (DJ-UBSCI) and an equivalent target allocation to a hypothetical investment in the PIMCO Real Return Collateral Index
  • The PIMCO Real Return Collateral Index is an index that represents the performance of one or more qualified separate accounts actively managed by PIMCO (the PIMCO Separately Managed Accounts).
    • The PIMCO Separately Managed Accounts will consist of inflation-indexed Exempt Securities and other Permissible Instruments and will be subject to certain fees and expenses, as described in the disclosure document.
  • The PIMCO Master Index is able to obtain a 100% allocation to each of its component indices through the inherent leverage associated with the underlying futures in the DJ-UBSCI.
    • The two component indices of the PIMCO Master Index will be rebalanced monthly in order to maintain exposure of approximately 100% to each component as describe in the disclosure document.
  • At present, only one account is expected to satisfy the criteria for inclusion in the PIMCO Real Return Collateral Index.
    • However, additional separate accounts managed by PIMCO may be added in the future, if other accounts satisfy these criteria.
  • For additional details on the Index methodology, visit www.trakrs.com
  • One contract is currently listed, with an expiration date of June 29, 2011
  • Contracts trade electronically on the CME Globex platform, Monday through Friday,  8:30 a.m. to 3:00 p.m. Central time
  • You can get free live quotes on TRAKRS through CME DataSuite