Loading...
Leverage
/Inverse
Passive

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

Update : 2022.12.05

NAV

7,920KRW

-0.08하락 (-%)

Market Price per share (KRW)

7,920KRW

+140상승 (1.8%)

※ t-1 last price

trading volume

20,383shares

AUM

KRW 3.9billion

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

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 : 2022.12.05
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 3,960,053,301
Trustee Market Price per share (KRW) NAV Trading Volume (shares)
하나은행 7,920
※ t-1 last price
7,920 20,383
authorized participant, Liquidity provider table
Total Expense Ratio Distribution Frequency
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
3,960,053,301 하나은행
Market Price per share (KRW) iNAV per share (KRW)
7,920
※ t-1 last price
7,920
Trading Volume (shares)
20,383
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 : 2022-12-05
Rank , Name, proportion table
Rank Name Weight (%)
1 원화예금 91.18
2 US LONG BOND(CBOT) MAR 2023 37.51
3 SWAP S&P US Treasury Bond Future Leverage 2X Index ER(NH) 4.47
4 SWAP S&P TREASURY BOND FUTURES(미래) 2.37
5 ISHARES 20 YEAR TREASURY BOND ETF 1.04
6 KBSTAR US T-Bond Futures(H) 0.94
7 F 202212 -3.28

proportion by sectors

Update : 2022.12.05
Rank , Name, proportion table
Rank Name Weight (%)
1 100.00

Performance

performance

excel download

Update : 2022-12-05

 (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 15.11 -8.87 -16.07 -40.82 -34.22 -38.52 -20.80
Benchmark Index 7.74 -2.94 -6.19 -20.16 -14.35 -18.67 -5.11

daily Performance

excel download

date, market price (KRW), NAV (KRW)
date Market price (KRW) NAV (KRW)
closing price Daily Return(%) closing price Daily Return(%)
2022.12.02 7,920 1.799상승 7,636.28 0.482상승
2022.12.01 7,780 2.706상승 7,599.6 -1.100하락
2022.11.30 7,575 -1.302하락 7,684.17 -0.205하락
2022.11.29 7,675 -1.602하락 7,699.99 0.017상승
2022.11.28 7,800 0.257상승 7,698.66 -0.001하락
2022.11.25 7,780 0.646상승 7,699.95 1.421상승
2022.11.24 7,730 1.911상승 7,592.06 1.780상승
2022.11.23 7,585 1.471상승 7,459.23 0.056상승
2022.11.22 7,475 0.066상승 7,454.99 -0.571하락
2022.11.21 7,470 -1.059하락 7,497.82 -0.002하락
2022.11.18 7,550 -0.527하락 7,562.73 2.895상승
2022.11.17 7,590 2.636상승 7,349.92 1.329상승
2022.11.16 7,395 1.162상승 7,253.48 -0.243하락
2022.11.15 7,310 2.237상승 7,271.17 -0.485하락
2022.11.14 7,150 -2.455하락 7,306.64 0.006상승
2022.11.11 7,330 5.619상승 6,817.19 -0.491하락
2022.11.10 6,940 0.945상승 6,850.87 2.383상승
2022.11.09 6,875 2.306상승 6,691.36 -1.400하락
2022.11.08 6,720 -0.738하락 6,786.41 -1.360하락
2022.11.07 6,770 -1.167하락 6,880 -0.003하락

Holdings

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 396,002,124 100 396,002,124
2 원화예금 KRD010010001 361,056,621 91.18 361,056,621
3 US LONG BOND(CBOT) MAR 2023 USH3 0.9 37.51 148,555,710
4 SWAP S&P US Treasury Bond Future Leverage 2X Index ER(NH) KRYZTRS94J31 17,685,870.7 4.47 17,685,870
5 SWAP S&P TREASURY BOND FUTURES(미래) KRYZTRS94J32 9,403,311.1 2.37 9,403,311
6 ISHARES 20 YEAR TREASURY BOND ETF US4642874329 30 1.04 4,124,322
7 KBSTAR US T-Bond Futures(H) KR7267440006 400 0.94 3,732,000
8 F 202212 KR4175SC0000 -1 -3.28 -13,008,000

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
2022.12.05 KR7267490001 Mirae Asset Securities Co, Ltd. Unfunded Swap 3,960,021,244 94,033,111 127,104,367 135.17 - -
2022.12.05 KR7267490001 NH Investment and Securities Co. Ltd. Unfunded Swap 3,960,021,244 176,858,707 547,304,690 309.46 - -
  • 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
2022.12.02 Mirae Asset Securities Co, Ltd. bond KR310101GB62 376,083,720 KRW
2022.12.02 Mirae Asset Securities Co, Ltd. bond KR310201AC74 46,276,067 KRW
2022.12.02 Mirae Asset Securities Co, Ltd. stock KR7105010003 29,412,000 KRW
2022.12.02 Mirae Asset Securities Co, Ltd. stock KR7139310007 51,200,000 KRW
2022.12.02 NH Investment and Securities Co. Ltd. bond KR310101GB62 376,083,720 KRW
2022.12.02 NH Investment and Securities Co. Ltd. bond KR103502GA34 299,320,300 KRW
2022.12.02 NH Investment and Securities Co. Ltd. bond KRC0350C2868 155,524,880 KRW
2022.12.02 NH Investment and Securities Co. Ltd. bond KR310101GB62 188,041,860 KRW
2022.12.02 NH Investment and Securities Co. Ltd. bond KR310101GB62 94,020,930 KRW
2022.12.02 NH Investment and Securities Co. Ltd. bond KRC0350C2595 85,940,705 KRW

Top 30 holdings in the composition of the Benchmark Index

Update : 2022-12-05
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.