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KBSTAR US T-Bond Futures Leverage(SYNTH,H) (267490)

Update : 2023.03.24

NAV

7,938KRW

+99.57상승 (1.27%)

Market Price per share (KRW)

7,950KRW

+15상승 (0.19%)

※ t-1 last price

trading volume

37,564shares

AUM

KRW 6.7billion

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KBSTAR US T-Bond Futures Leverage(SYNTH,H) (267490)

Overview Performance Holdings Counterparty / collateral asset Index Holdings

KEY POINT

Seek to track the two times yield of U.S. Treasury futures

KEY POINT

Invest in the rising US Treasury bond prices with leverage

Basic information

Download trading information

Update : 2023.03.24
ETF name(Code), Benchmark Index, Inception date, creation unit, Net Asset (KRW 0.1 billion), Trustee, Rule of Dividend payment, Market Price per share (KRW), iNAV per share (KRW), trading volume (share), Total Expense ratio table
ETF Name (code) Benchmark Index Inception date Creation Unit AUM (KRW)
KB KBSTAR US Treasury LongBond Leverage ETF(H)
(267490) 		S&P U.S. Treasury Bond Futures Excess Return Index 2017.04.20 50,000 6,747,612,416
Trustee Market Price per share (KRW) NAV Trading Volume (shares)
하나은행 7,950
※ t-1 last price 		7,938 37,564
authorized participant, Liquidity provider table
Total Expense Ratio Distribution Frequency 다운로드 버튼
Year 0.5% (Designated participating company : 0.02%, Collective investment : 0.44%, trust : 0.02%, General affairs : 0.02%) End date of the accounting period (If the end of the accounting period is not a business day, the business day immediately preceding it)
Authorized Participants Liquidity Providers
KB Securities, NH Investment & Securities, Mirae Asset Securities, Samsung Securities, Kiwoom Securities KB Securities, NH Investment & Securities, Mirae Asset Securities, Samsung Securities, Kiwoom Securities
ETF name(Code), Benchmark Index, Inception date, creation unit, AUM(0.1 billion) (KRW), Trustee, Rule of Dividend payment, Market Price per share (KRW), iNAV per share (KRW), trading volume (share), Total Expense ratio table
ETF Name(Code) Benchmark Index
KB KBSTAR US Treasury LongBond Leverage ETF(H)

(267490) 		S&P U.S. Treasury Bond Futures Excess Return Index
Inception date Creation Unit
2017.04.20 50,000
AUM(0.1 billion) (KRW) Trustee
6,747,612,416 하나은행
Market Price per share (KRW) iNAV per share (KRW)
7,950
※ t-1 last price 		7,938
Trading Volume (shares)
37,564
authorized participant, Liquidity provider table
Total Expense Ratio
Year 0.5% (Designated participating company : 0.02%, Collective investment : 0.44%, trust : 0.02%, General affairs : 0.02%)
Distribution Frequency
End date of the accounting period (If the end of the accounting period is not a business day, the business day immediately preceding it)
Authorized Participants
KB Securities, NH Investment & Securities, Mirae Asset Securities, Samsung Securities, Kiwoom Securities
Liquidity Providers
KB Securities, NH Investment & Securities, Mirae Asset Securities, Samsung Securities, Kiwoom Securities

Index Introduction

The S&P U.S. Treasury Bond Futures Excess Return Index calculated by S&P Dow Jones Indices, LLC is designed to track the front month price of the US Treasury Bond Futures contract listed on CBOT.

View detailed index information

TOP 10 Holdings

Update : 2023-03-24
Rank , Name, proportion table
Rank Name Weight (%)
1 원화예금 51.65
2 MONETARY STABILIZ01030-2306-02 22.43
3 US LONG BOND(CBT) Jun23 20.39
4 KBSTAR Short-Term MSB 14.48
5 KBSTAR Short KTB Active 6.28
6 KBSTAR US T-Bond Futures(H) 2.84
7 ISHARES 20 YEAR TREASURY BOND ETF 2.04
8 스왑(NH투자증권)_230307_4457 1.10
9 스왑(미래에셋) 220420_4457_01 -0.82
10 F 202304 -5.54

Dividend payment data

· Payable date of dividend payment 3 years.
Rule of Dividend payment, Payable date of dividend payment, dividend per share (KRW) table
Rule of Dividend payment Payable date of dividend payment dividend per share (KRW)
-

Performance

performance

excel download

Update : 2023-03-24

 (as of Oct : %)

The result of above Net Asset Value performance is the rate of return assuming distribution reinvestment.

classification, 1Month, 3Month, 6Month, 1year, 3year, YTD (Year to date), Since inception, NAV, Benchmark Index, Outperformance table
classification 1Month 3Month 6Month 1year 3year YTD
(Year to date)		 Since
inception
NAV 8.92 2.03 0.36 -27.76 -48.68 7.67 -20.62
Benchmark Index 4.36 1.64 1.91 -11.67 -23.53 4.51 -4.34

daily Performance

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date, market price (KRW), NAV (KRW)
date Market price (KRW) NAV (KRW)
closing price Daily Return(%) closing price Daily Return(%)
2023.03.24 7,950 0.189상승 7,838.8 1.538상승
2023.03.23 7,935 1.861상승 7,720.06 -2.265하락
2023.03.22 7,790 -1.765하락 7,899.05 -1.928하락
2023.03.21 7,930 -0.750하락 8,054.39 3.368상승
2023.03.20 7,990 2.435상승 7,791.94 -
2023.03.17 7,800 -1.639하락 7,930.15 2.826상승
2023.03.16 7,930 3.592상승 7,712.17 -2.559하락
2023.03.15 7,655 -2.297하락 7,914.77 3.495상승
2023.03.14 7,835 2.686상승 7,647.48 5.866상승
2023.03.13 7,630 3.527상승 7,223.71 -0.002하락
2023.03.10 7,370 3.004상승 7,161.72 0.481상승
2023.03.09 7,155 -0.209하락 7,127.42 0.568상승
2023.03.08 7,170 -0.554하락 7,087.11 -0.421하락
2023.03.07 7,210 0.069상승 7,117.1 3.103상승
2023.03.06 7,205 2.855상승 6,902.84 0.004상승
2023.03.03 7,005 -0.567하락 7,018.23 -1.949하락
2023.03.02 7,045 -1.948하락 7,157.78 -0.002하락
2023.02.28 7,185 -0.415하락 7,120.39 -2.296하락
2023.02.27 7,215 -2.103하락 7,287.79 -

Holdings

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Name, Ticker, Number. of shares, Weight(%), market price (KRW)
No. (Number) Name Ticker Number of shares
/ Par value 		Weight(%) Market price (KRW)
1 설정현금액 CASH00000001 391,940,196 100 391,940,196
2 원화예금 KRD010010001 202,444,921 51.65 202,444,921
3 MONETARY STABILIZ01030-2306-02 KR310101GB62 88,235,294 22.43 87,902,294
4 US LONG BOND(CBT) Jun23 USM3 0.47 20.39 79,900,470
5 KBSTAR Short-Term MSB KR7196230007 529 14.48 56,751,120
6 KBSTAR Short KTB Active KR7272560004 235 6.28 24,617,425
7 KBSTAR US T-Bond Futures(H) KR7267440006 1,176 2.84 11,148,480
8 ISHARES 20 YEAR TREASURY BOND ETF US4642874329 58.82 2.04 8,000,174
9 스왑(NH투자증권)_230307_4457 KRYZTRSD3709 4,306,955.52 1.1 4,306,955
10 스왑(미래에셋) 220420_4457_01 KRYZTRSC4L73 -3,231,173.64 -0.82 -3,231,173
11 F 202304 KR4175T40002 -1.7 -5.54 -21,705,600

Summary of counterparty

counterparty, NH Investment and Securities Co. Ltd., dividend per share (KRW) table
counterparty KB Securities Co., Ltd. Samsung Securities Co., Ltd. NH Investment and Securities Co. Ltd Mirae Asset Securities Co, Ltd Kiwoom Securities Co., Ltd.
headquarter address 50, Yeouinaru-ro, Yeongdeungpo-gu, Seoul, Republic of Korea 11, Seocho-daero 74-gil, Seocho-gu, Seoul, Republic of Korea Yeoui-daero, Yeongdeungpo-gu, Seoul, Republic of Korea Mirae Asset CENTER1, East tower, 26, Eulji-ro 5-gil, Jung-gu, Seoul, Republic of Korea 18, Yeouinaru-ro 4-gil, Yeongdeungpo-gu, Seoul, Republic of Korea
established Jun. 1, 1962 Oct. 19, 1982 Jan. 16, 1969 Sep. 23, 1970 Jan. 31, 2000
credit rating Korea Investors Service (KIS) AA+ (stable, Apr. 2021)
NICE Investors Service AA+ (stable, Apr. 2021)		 Korea Investors Service (KIS) AA+ (stable, May. 2021)
NICE Investors Service AA+ (stable, May. 2021)		 Korea Investors Service (KIS) AA+ (stable, May. 2021)
(KIS) AA+ (stable, Apr. 2021)		 Korea Investors Service (KIS) AA+ (stable, May. 2021)
(KIS) AA+ (stable, Apr. 2021)		 Korea Investors Service (KIS) AA+ (stable, May. 2021)
(KIS) AA+ (stable, Apr. 2021)
OTC derivatives authorization 1-3-1 OTC derivatives 1-3-1 OTC derivatives 1-3-1 OTC derivatives 1-3-1 OTC derivatives 1-3-1 OTC derivatives
Net Capital Ratio 1,473.43% (as of Jun. 2021) 1,515.82% (as of Dec. 2020) 1,226% (as of Dec. 2020) 2,034.1% (as of Dec. 2020) 973,36% (as of Dec. 2020)
Independence independent independent independent independent independent

counterparty risk assessment

date, code, counterparty, otc derivatives type, total net asset
(KRW), total risk exposure amount (KRW), collateral, counterparty risk table
Date code counterparty otc derivatives type total Net Asset (KRW) total risk exposure amount (KRW) a collateral counterparty risk
collateral value (KRW) b Loan to Value (LTV) ratio(%) c/b risk assessment value d=b-c risk assessment value ratio d/a
2023.03.24 KR7267490001 Mirae Asset Securities Co, Ltd. Unfunded Swap 6,662,983,347 -54,929,952 141,096,343 99,999.99 - -
2023.03.24 KR7267490001 NH Investment and Securities Co. Ltd. Unfunded Swap 6,662,983,347 73,218,244 2,594,119,129 3,543 - -
  • As for the counterparty risk assessment of synthetic ETFs, the ratio of the collateral assessment to the total risk exposure should be maintained at 95% or more in the case of funded type, and the risk assessment value should be maintained within 5% of the total net assets in the case of unfunded type.
  • Total risk exposure amount: Estimated maximum loss possible due to default of the counterparty before offsetting collateral
  • Collateral value: the value of the asset set as collateral by the counterparty in relation to the relevant OTC derivative contract, and the final evaluation amount of the collateral considering Loan to Value ratio according to the Korea Exchange standard
  • Collateral ratio: Ratio of collateral valuation to total risk exposure
  • Risk assessment value: the amount obtained by deducting the collateral valuation from the total risk exposure, and estimated maximum loss possible due to counterparty default, etc.
  • Risk assessment value ratio : Ratio of risk assessment value to total net assets
  • In the case of funded type, the risk assessment value and risk assessment value ratio are not stated.

collateral asset list

date, counterparty, collateral asset type, code, collateral value, currency table
date counterparty collateral asset type code collateral value currency
2023.03.24 Mirae Asset Securities Co, Ltd. bond KR310101GB62 378,565,880 KRW
2023.03.24 Mirae Asset Securities Co, Ltd. bond KR310201AC74 47,023,005 KRW
2023.03.24 Mirae Asset Securities Co, Ltd. bond KR310503AC79 18,785,338 KRW
2023.03.24 Mirae Asset Securities Co, Ltd. stock KR7105010003 25,848,000 KRW
2023.03.24 Mirae Asset Securities Co, Ltd. stock KR7139310007 49,440,000 KRW
2023.03.24 NH Investment and Securities Co. Ltd. bond KR310101GB62 662,490,290 KRW
2023.03.24 NH Investment and Securities Co. Ltd. bond KR103502G5C6 400,515,459 KRW
2023.03.24 NH Investment and Securities Co. Ltd. bond KR310101GC12 579,735,500 KRW
2023.03.24 NH Investment and Securities Co. Ltd. bond KRC0350C3536 129,548,650 KRW
2023.03.24 NH Investment and Securities Co. Ltd. stock KR7196230007 171,648,000 KRW
2023.03.24 NH Investment and Securities Co. Ltd. stock KR7196230007 257,472,000 KRW
2023.03.24 NH Investment and Securities Co. Ltd. bond KRC0350C3338 483,286,090 KRW
2023.03.24 NH Investment and Securities Co. Ltd. bond KRC0350C2835 162,293,630 KRW
2023.03.24 NH Investment and Securities Co. Ltd. stock KR7196230007 171,648,000 KRW
2023.03.24 NH Investment and Securities Co. Ltd. stock KR7272560004 83,804,000 KRW
2023.03.24 NH Investment and Securities Co. Ltd. bond KRC0350C2835 649,174,520 KRW
2023.03.24 NH Investment and Securities Co. Ltd. bond KR310101GB62 189,282,940 KRW
2023.03.24 NH Investment and Securities Co. Ltd. bond KR310103AD15 189,565,280 KRW

Top 30 holdings in the composition of the Benchmark Index

Update : 2023-03-24
Rank , ETF name, proportion within the index table
Rank Category proportion within the index(%)
1 US LONG BOND(CBT) Dec21 100
Investment notice
- The information provided on this website is based on reliable sources, but its accuracy and completeness are not guaranteed.
- Financial investment products are not protected by the Korea Deposit Insurance Corporation in accordance with the Depositor Protection Act, and a loss of investment principal may occur, which belongs to the investor.
- Past performance does not guarantee future profits.
- In the case of a collective investment scheme that invests in foreign securities, asset values may be lost due to risks caused by market, political, and economic conditions in the target country.
- Derivatives may lose all or a significant portion of the investment principal in a short period of time due to high price volatility, and there is a risk that the counterparty may not be able to fulfill the terms of the contract when investing in over-the-counter derivatives.
- Before investing, be sure to read the investment prospectus and contract recommendation document regarding the investment subject, redemption method, and fee.