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Leverage
/Inverse
Passive

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

Update : 2024.02.21

NAV

6,113KRW

-1하락 (-0.02%)

Market Price per share (KRW)

6,090KRW

-50하락 (-0.81%)

※ t-1 last price

trading volume

5,175shares

AUM

KRW 8.8billion

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 : 2024.02.21
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 8,863,777,898
Trustee Market Price per share (KRW) NAV Trading Volume (shares)
하나은행 6,090
※ t-1 last price
6,112 5,175
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
8,863,777,898 하나은행
Market Price per share (KRW) iNAV per share (KRW)
6,090
※ t-1 last price
6,112
Trading Volume (shares)
5,175
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 : 2024-02-21
Rank , Name, proportion table
Rank Name Weight (%)
1 US LONG BOND(CBT) Mar24 37.18
2 원화예금 31.59
3 MONETARY STABILIZ03370-2405-01 22.59
4 KBSTAR Short-Term MSB 17.49
5 QV KIS CD Interest Rate Investment ETN 11.07
6 KBSTAR Short KTB Active 10.96
7 KBSTAR Money Market Active 7.01
8 KBSTAR US T-Bond Futures(H) 1.93
9 스왑(미래에셋) 230420_4457_01 -0.33
10 스왑(NH투자증권)_230420_4457_01 -2.30

proportion by sectors

*The proportion of investment stocks

Update : 2024.02.21
Rank , Name, proportion table
Rank Name Weight (%)
1 100.00

Performance

performance

excel download

Update : 2024-02-21

 (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 -2.91 4.70 -3.44 -17.15 -52.80 -11.38 -38.87
Benchmark Index -1.41 2.38 -0.58 -7.32 -26.25 -6.08 -14.58

daily Performance

excel download

date, market price (KRW), NAV (KRW)
date Market price (KRW) NAV (KRW)
closing price Daily Return(%) closing price Daily Return(%)
2024.02.20 6,090 -0.814하락 6,112.95 -0.016하락
2024.02.19 6,140 -0.405하락 6,113.95 -1.090하락
2024.02.16 6,165 -0.484하락 6,181.81 0.576상승
2024.02.15 6,195 1.308상승 6,146.39 0.967상승
2024.02.14 6,115 -2.316하락 6,087.47 -3.141하락
2024.02.13 6,260 -1.726하락 6,284.94 -1.657하락
2024.02.08 6,370 -0.546하락 6,391.77 -0.256하락
2024.02.07 6,405 0.549상승 6,408.22 1.447상승
2024.02.06 6,370 -1.469하락 6,316.77 -2.871하락
2024.02.05 6,465 -3.507하락 6,503.52 -3.358하락
2024.02.02 6,700 2.212상승 6,729.79 2.679상승
2024.02.01 6,555 1.001상승 6,554.15 1.789상승
2024.01.31 6,490 0.854상승 6,438.94 1.197상승
2024.01.30 6,435 2.142상승 6,362.72 1.621상승
2024.01.29 6,300 -0.237하락 6,261.19 -0.414하락
2024.01.26 6,315 0.878상승 6,287.48 0.991상승
2024.01.25 6,260 -0.634하락 6,225.77 -0.976하락
2024.01.24 6,300 -0.787하락 6,287.19 -1.487하락
2024.01.23 6,350 -0.157하락 6,382.12 1.211상승
2024.01.22 6,360 1.678상승 6,305.72 0.154상승

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 305,647,513 100 305,647,513
2 US LONG BOND(CBT) Mar24 USH4 0.72 37.18 113,648,886
3 원화예금 KRD010010001 96,542,778 31.59 96,542,778
4 MONETARY STABILIZ03370-2405-01 KR310101GD52 68,965,517 22.59 69,032,206
5 KBSTAR Short-Term MSB KR7196230007 483 17.49 53,468,100
6 QV KIS CD Interest Rate Investment ETN KRG550000829 655 11.07 33,850,400
7 KBSTAR Short KTB Active KR7272560004 310 10.96 33,493,950
8 KBSTAR Money Market Active KR7455890004 414 7.01 21,416,220
9 KBSTAR US T-Bond Futures(H) KR7267440006 690 1.93 5,885,700
10 스왑(미래에셋) 230420_4457_01 KRYZTRSD4L05 -1,002,767.1 -0.33 -1,002,767
11 스왑(NH투자증권)_230420_4457_01 KRYZTRSD4L02 -7,039,074.75 -2.3 -7,039,074
12 F 202403 KR4175V30009 -1.89 -8.26 -25,252,290

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
2024.02.21 KR7267490001 Mirae Asset Securities Co, Ltd. Unfunded Swap 8,863,777,898 -29,080,246 299,718,690 99,999.99 - -
2024.02.21 KR7267490001 NH Investment and Securities Co. Ltd. Unfunded Swap 8,863,777,898 -204,133,168 774,385,568 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
2024.02.20 NH Investment and Securities Co. Ltd. bond KR103501GBC2 320,114,318 KRW
2024.02.20 NH Investment and Securities Co. Ltd. bond KR103502GBC0 88,110,790 KRW
2024.02.20 NH Investment and Securities Co. Ltd. bond KR2044012A27 96,523,705 KRW
2024.02.20 NH Investment and Securities Co. Ltd. bond KR2044012A68 95,348,935 KRW
2024.02.20 NH Investment and Securities Co. Ltd. bond KR2055012B30 113,905,154 KRW
2024.02.20 NH Investment and Securities Co. Ltd. bond KRC0350C3098 60,639,032 KRW
2024.02.20 NH Investment and Securities Co. Ltd. bond KR310101GD52 1,164,763,626 KRW
2024.02.20 Mirae Asset Securities Co, Ltd. bond KR310101GD52 118,853,431 KRW
2024.02.20 Mirae Asset Securities Co, Ltd. bond KR350103GCB7 49,081,370 KRW
2024.02.20 Mirae Asset Securities Co, Ltd. stock KR7449170000 250,608,000 KRW

Top 30 holdings in the composition of the Benchmark Index

Update : 2024-02-21
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.