Loading...
Leverage
/Inverse
Passive

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

Update : 2024.02.21

NAV

10,371KRW

+20.97상승 (0.2%)

Market Price per share (KRW)

10,385KRW

+180상승 (1.76%)

※ t-1 last price

trading volume

181shares

AUM

KRW 3.1billion

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 : 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 futures Inverse 2X ETF
(267500)
S&P U.S. Treasury Bond Futures Excess Return Index 2017.04.20 50,000 3,111,310,780
Trustee Market Price per share (KRW) NAV Trading Volume (shares)
하나은행 10,385
※ t-1 last price
10,371 181
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 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
3,111,310,780 하나은행
Market Price per share (KRW) iNAV per share (KRW)
10,385
※ t-1 last price
10,371
Trading Volume (shares)
181
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 : 2024-02-21
Rank , Name, proportion table
Rank Name Weight (%)
1 MONETARY STABILIZ03370-2405-01 32.17
2 QV KIS CD Interest Rate Investment ETN 16.61
3 원화예금 16.13
4 KBSTAR US T-Bond Futures Inverse(H) 13.81
5 KBSTAR Money Market Active 13.30
6 KBSTAR Short-Term MSB 3.57
7 PROSHARES ULTRASHORT 20 YEAR TREASURY 2.67
8 스왑(미래에셋) 230420_4458_01 1.03
9 스왑(NH투자증권) 230420_4458_01 0.72
10 F 202403 -7.29

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 2.36 -6.15 -0.49 12.06 64.82 11.79 3.71
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 10,385 1.763상승 10,371.04 0.202상승
2024.02.19 10,205 0.147상승 10,350.07 0.886상승
2024.02.16 10,190 0.641상승 10,260.26 -0.499하락
2024.02.15 10,125 -1.746하락 10,311.8 -0.807하락
2024.02.14 10,305 2.029상승 10,395.76 3.095상승
2024.02.13 10,100 1.354상승 10,083.66 1.463상승
2024.02.08 9,965 0.554상승 9,940.35 0.441상승
2024.02.07 9,910 -0.701하락 9,896.61 -1.393하락
2024.02.06 9,980 2.622상승 10,036.42 2.686상승
2024.02.05 9,725 3.073상승 9,773.87 3.621상승
2024.02.02 9,435 -2.126하락 9,433.32 -2.669하락
2024.02.01 9,640 -0.515하락 9,692.02 -1.961하락
2024.01.31 9,690 -0.970하락 9,885.95 -1.017하락
2024.01.30 9,785 -2.830하락 9,987.56 -1.711하락
2024.01.29 10,070 0.099상승 10,161.51 0.441상승
2024.01.26 10,060 -0.099하락 10,118 -1.036하락
2024.01.25 10,070 0.599상승 10,223.99 0.995상승
2024.01.24 10,010 1.831상승 10,123.17 1.451상승
2024.01.23 9,830 -1.700하락 9,978.32 -1.100하락
2024.01.22 10,000 -1.380하락 10,089.33 -0.410하락

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 518,551,796 100 518,551,796
2 MONETARY STABILIZ03370-2405-01 KR310101GD52 166,666,667 32.17 166,827,833
3 QV KIS CD Interest Rate Investment ETN KRG550000829 1,667 16.61 86,150,560
4 원화예금 KRD010010001 83,646,784 16.13 83,646,784
5 KBSTAR US T-Bond Futures Inverse(H) KR7267450005 6,667 13.81 71,603,580
6 KBSTAR Money Market Active KR7455890004 1,333 13.3 68,956,090
7 KBSTAR Short-Term MSB KR7196230007 167 3.57 18,486,900
8 PROSHARES ULTRASHORT 20 YEAR TREASURY US74347B2016 300 2.67 13,824,096
9 스왑(미래에셋) 230420_4458_01 KRYZTRSD4L04 5,329,787 1.03 5,329,787
10 스왑(NH투자증권) 230420_4458_01 KRYZTRSD4L03 3,726,166.16 0.72 3,726,166
11 F 202403 KR4175V30009 -2.83 -7.29 -37,811,630
12 US LONG BOND(CBT) Mar24 USH4 -0.5 -15.22 -78,922,837

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
2024.02.21 KR7267500007 Mirae Asset Securities Co, Ltd. Unfunded Swap 3,111,310,780 31,978,722 476,872,935 1,491.22 - -
2024.02.21 KR7267500007 NH Investment and Securities Co. Ltd. Unfunded Swap 3,111,310,780 22,356,997 395,414,187 1,768.64 - -
  • 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 395,435,334 KRW
2024.02.20 NH Investment and Securities Co. Ltd. bond KR310101GD52 323,281,333 KRW
2024.02.20 Mirae Asset Securities Co, Ltd. bond KR310101GD52 437,380,627 KRW
2024.02.20 Mirae Asset Securities Co, Ltd. bond KR310203GD59 142,685,107 KRW
2024.02.20 Mirae Asset Securities Co, Ltd. stock KR7449170000 334,144,000 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.