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Leverage
/Inverse
Passive

KBSTAR US T-Bond Futures Inverse2X(SYNTH, H) (267500)

Update : 2022.07.07

NAV

7,401KRW

-210.95하락 (-2.77%)

Market Price per share (KRW)

7,400KRW

-335하락 (-4.33%)

※ t-1 last price

trading volume

6,733shares

AUM

KRW 3.7billion

KBSTAR US T-Bond Futures Inverse2X(SYNTH, H) (267500)

KEY POINT

Seek to track negative two times of the daily return of U.S. Treasury Futures

KEY POINT

Seek to gain profits at the time of interest rates rise through short-term reverse investment in bonds

Basic information

Download trading information

Update : 2022.07.07
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 futures Inverse 2X ETF
(267500)
S&P U.S. Treasury Bond Futures Excess Return Index 2017.04.20 50,000 3,700,528,799
Trustee Market Price per share (KRW) NAV Trading Volume (shares)
하나은행 7,400
※ t-1 last price
7,401 6,733
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 futures Inverse 2X ETF

(267500)
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
3,700,528,799 하나은행
Market Price per share (KRW) iNAV per share (KRW)
7,400
※ t-1 last price
7,401
Trading Volume (shares)
6,733
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 is an index calculated and announced by S&P Dow Jones Indices, LLC. It is an index tracking the front month price of the U.S Treasury Bond Futures listed on CBOT.

View detailed index information

TOP 10 Holdings

Update : 2022-07-07
Rank , Name, proportion table
Rank Name Weight (%)
1 원화예금 104.35
2 KBSTAR US T-Bond Futures Inverse(H) 0.53
3 SWAP S&P TREASURY BOND FUTURES 2X(미래) -1.44
4 SWAP S&P US Treasury Bond Future Leverage 2X Index ER -3.44

proportion by sectors

Update : 2022.07.07
Rank , Name, proportion table
Rank Name Weight (%)
1 100.00

Performance

performance

excel download

Update : 2022-07-07

 (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 -4.63 4.16 19.81 18.74 -9.22 24.38 -25.99
Benchmark Index 1.76 -2.92 -10.09 -10.91 -4.14 -11.78 2.93

daily Performance

excel download

date, market price (KRW), NAV (KRW)
date Market price (KRW) NAV (KRW)
closing price Daily Return(%) closing price Daily Return(%)
2022.07.06 7,400 -4.330하락 7,612.01 0.005상승
2022.07.05 7,735 1.177상승 7,611.59 -1.104하락
2022.07.04 7,645 - 7,696.57 -0.003하락
2022.07.01 7,645 -2.797하락 7,903.11 -2.803하락
2022.06.30 7,865 -2.176하락 8,131.09 0.279상승
2022.06.29 8,040 0.625상승 8,108.42 1.083상승
2022.06.28 7,990 -1.600하락 8,021.47 1.575상승
2022.06.27 8,120 1.373상승 7,897.09 -0.003하락
2022.06.24 8,010 -1.536하락 8,038.48 -4.085하락
2022.06.23 8,135 -1.987하락 8,380.84 2.023상승
2022.06.22 8,300 0.789상승 8,214.65 0.018상승
2022.06.21 8,235 0.182상승 8,213.11 -1.928하락
2022.06.20 8,220 0.735상승 8,374.59 -0.004하락
2022.06.17 8,160 -1.508하락 8,508.4 -1.748하락
2022.06.16 8,285 -1.836하락 8,659.81 1.854상승
2022.06.15 8,440 3.876상승 8,502.17 4.742상승
2022.06.14 8,125 1.372상승 8,117.18 2.104상승
2022.06.13 8,015 2.428상승 7,949.9 -0.006하락
2022.06.10 7,825 -1.324하락 7,960.04 1.488상승
2022.06.09 7,930 2.059상승 7,843.31 -1.912하락
2022.06.08 7,770 -1.270하락 7,996.22 3.035상승

Holdings

Name, Ticker, Number. of shares, Weight(%), market price (KRW)
No. (Number) Name Ticker Number of shares
/ Par value
Weight(%) Market price (KRW)
1 원화예금 KRD010010001 386,164,206 104.35 -
2 설정현금액 CASH00000001 370,052,879 100 -
3 KBSTAR US T-Bond Futures Inverse(H) KR7267450005 218 0.53 8,940
4 SWAP S&P TREASURY BOND FUTURES 2X(미래) KRYZTRS94J33 -5,326,889.2 -1.44 -
5 SWAP S&P US Treasury Bond Future Leverage 2X Index ER KRYZTRS94J34 -12,733,358.8 -3.44 -

Summary of counterparty

counterparty, NH Investment and Securities Co. Ltd., dividend per share (KRW) table
counterparty Samsung Securities Co., Ltd. NH Investment and Securities Co. Ltd Mirae Asset Securities Co, Ltd KB Securities Co., Ltd. Kiwoom Securities Co., Ltd.
headquarter address 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 50, Yeouinaru-ro, Yeongdeungpo-gu, Seoul, Republic of Korea 18, Yeouinaru-ro 4-gil, Yeongdeungpo-gu, Seoul, Republic of Korea
established Oct. 19, 1982 Jan. 16, 1969 Sep. 23, 1970 Jun. 1, 1962 Jan. 31, 2000
credit rating 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, Apr. 2021)
NICE Investors Service 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 1,515.82% (as of Dec. 2020) 1,226% (as of Dec. 2020) 2,034.1% (as of Dec. 2020) 1,473.43% (as of Jun. 2021) 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
2022.07.07 KR7267500007 Mirae Asset Securities Co, Ltd. Unfunded Swap 3,700,528,799 -53,268,892 218,584,636 99,999.99 - -
2022.07.07 KR7267500007 NH Investment and Securities Co. Ltd. Unfunded Swap 3,700,528,799 -127,333,588 323,008,550 99,999.99 - -
  • 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
2022.07.06 NH Investment and Securities Co. Ltd. bond KR310101GB62 467,664,100 KRW
2022.07.06 NH Investment and Securities Co. Ltd. bond KRC0350C2462 178,530,460 KRW
2022.07.06 NH Investment and Securities Co. Ltd. bond KRC035FP30C4 143,552,220 KRW
2022.07.06 Mirae Asset Securities Co, Ltd. bond KR310101GB62 280,598,460 KRW
2022.07.06 Mirae Asset Securities Co, Ltd. bond KR310201AC58 42,545,052 KRW
2022.07.06 Mirae Asset Securities Co, Ltd. stock KR7190620005 80,488,000 KRW
2022.07.06 Mirae Asset Securities Co, Ltd. stock KR7423920008 97,240,000 KRW

Top 30 holdings in the composition of the Benchmark Index

Update : 2022-07-07
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.