GUGGENHEIM FUNDS INDICES: ANOTHER FIRST
The Claymore CEF IndexSM (“Index”) is a 100% rules-based index that is designed to track the performance of a weighted basket of closed-end funds selected based on liquidity, income distribution and market valuation, among other factors. The Index follows a modified liquidity weighting methodology developed by Guggenheim Funds Distributors, Inc., and the reconstitution and rebalancing takes place every 367 days*. The distributions garnered from the underlying component funds are not reinvested into the Index components — the notional shares of the underlying funds will not be increased due to dividends or capital gains distribution. Distributions from each underlying fund are added to the Index value as of the close of business on the applicable ex-dividend dates, and the distributions accumulated are subtracted from the Index value quarterly.
The Index has been licensed to GS Finance Corp. to serve as the basis for the Claymore CEF Index-Linked GS Connect Exchange Traded Notes (NYSE Arca: GCE).
How to Access Index
Bloomberg: CLMRCEF<INDEX>
INDEX PROFILE
as of 5/21/2012
| INDEX |
TICKER |
VALUE |
VALUE CHANGE |
REBALANCE FREQUENCY |
FACT SHEET |
| Claymore CEF Index | CLMRCEF | 86.37 | 0.78 | Every 367 Days* |  |
*The Claymore CEF Index rebalanced on 3/17/09.
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Claymore CEF Index’s Value and Value Change in the above Index Profile table are
the Index’s daily market “price” and “price change” as of the date noted. Figures
are based on market close.