Loading...
Leverage
/Inverse
Passive

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

Update : 2024.09.13

NAV

6,861KRW

-50.52하락 (-0.73%)

Market Price per share (KRW)

6,920KRW

+35상승 (0.51%)

※ t-1 last price

trading volume

9,582shares

AUM

KRW 8.9billion

RISE 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 : 2024.09.13
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 RISE US Treasury Long Bond Futures Leverage ETF(Synth H)
(267490)
S&P U.S. Treasury Bond Futures Excess Return Index 2017.04.20 50,000 8,919,896,900
Trustee Market Price per share (KRW) NAV Trading Volume (shares)
하나은행 6,920
※ t-1 last price
6,861 9,582
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 RISE US Treasury Long Bond Futures Leverage ETF(Synth 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
8,919,896,900 하나은행
Market Price per share (KRW) iNAV per share (KRW)
6,920
※ t-1 last price
6,861
Trading Volume (shares)
9,582
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 : 2024-09-13
Rank , Name, proportion table
Rank Name Weight (%)
1 원화예금 30.17
2 MONETARY STABILIZ03430-2505-01 22.39
3 US LONG BOND(CBT) DEC24 20.65
4 N2 KIS CD Interest Rate Investment ETN 11.16
5 RISE Short KTB Active 9.85
6 RISE Short-Term MSB 8.79
7 스왑(NH투자증권)_4457_240422 7.46
8 RISE Money Market Active 7.07
9 RISE US T-Bond Futures(H) 2.05
10 스왑(미래에셋증권)_4457_240422 1.06

proportion by sectors

*The proportion of investment stocks

Update : 2024.09.13
Rank , Name, proportion table
Rank Name Weight (%)
1 100.00

Performance

performance

excel download

Update : 2024-09-13

 (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 4.27 11.47 7.68 7.24 -50.73 -0.53 -31.39
Benchmark Index - - - - - - -

daily Performance

excel download

date, market price (KRW), NAV (KRW)
date Market price (KRW) NAV (KRW)
closing price Daily Return(%) closing price Daily Return(%)
2024.09.13 6,920 0.508상승 6,861.46 -0.730하락
2024.09.12 6,885 -0.863하락 6,911.99 -0.190하락
2024.09.11 6,945 1.758상승 6,925.21 1.142상승
2024.09.10 6,825 0.961상승 6,846.95 0.461상승
2024.09.09 6,760 -0.879하락 6,815.5 0.414상승
2024.09.06 6,820 1.037상승 6,787.88 0.681상승
2024.09.05 6,750 1.427상승 6,741.95 1.593상승
2024.09.04 6,655 2.070상승 6,636.21 1.659상승
2024.09.03 6,520 0.462상승 6,527.89 0.009상승
2024.09.02 6,490 -1.741하락 6,527.26 -1.036하락
2024.08.30 6,605 -0.601하락 6,596.18 -0.567하락
2024.08.29 6,645 -0.225하락 6,633.86 -0.333하락
2024.08.28 6,660 -0.224하락 6,656.09 -0.527하락
2024.08.27 6,675 -0.817하락 6,691.37 -0.107하락
2024.08.26 6,730 0.899상승 6,698.54 0.832상승
2024.08.23 6,670 -1.111하락 6,643.76 -2.048하락
2024.08.22 6,745 0.148상승 6,782.72 0.752상승
2024.08.21 6,735 1.354상승 6,732.06 1.089상승
2024.08.20 6,645 -0.075하락 6,659.51 0.765상승
2024.08.19 6,650 0.453상승 6,608.95 0.549상승
2024.08.16 6,620 -0.675하락 6,573.33 -1.157하락

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 345,599,032 100 345,599,032
2 원화예금 KRD010010001 104,268,127 30.17 104,268,127
3 MONETARY STABILIZ03430-2505-01 KR310101GE51 76,923,077 22.39 77,385,923
4 US LONG BOND(CBT) DEC24 USZ4 0.42 20.65 71,369,536
5 N2 KIS CD Interest Rate Investment ETN KRG550000829 731 11.16 38,556,595
6 RISE Short KTB Active KR7272560004 308 9.85 34,024,760
7 RISE Short-Term MSB KR7196230007 269 8.79 30,364,720
8 스왑(NH투자증권)_4457_240422 KRYZTRSE4N47 25,787,645.11 7.46 25,787,645
9 RISE Money Market Active KR7455890004 462 7.07 24,444,420
10 RISE US T-Bond Futures(H) KR7267440006 769 2.05 7,097,870
11 스왑(미래에셋증권)_4457_240422 KRYZTRSE4N48 3,668,972.23 1.06 3,668,972
12 F 202410 KR4175VA0007 -2.53 -9.78 -33,790,680

Summary of counterparty

counterparty, NH Investment and Securities Co. Ltd., dividend per share (KRW) table
counterparty
headquarter address
established
credit rating
OTC derivatives authorization
Net Capital Ratio
Independence

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
2024.09.13 KR7267490001 Mirae Asset Securities Co, Ltd. Unfunded Swap 8,985,574,849 95,393,278 170,456,000 178.69 - -
2024.09.13 KR7267490001 NH Investment and Securities Co. Ltd. Unfunded Swap 8,985,574,849 670,478,773 792,792,265 118.24 - -
  • 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
2024.09.13 NH Investment and Securities Co. Ltd. bond KR103501GBC2 323,770,355 KRW
2024.09.13 NH Investment and Securities Co. Ltd. bond KR103502GBC0 91,739,505 KRW
2024.09.13 NH Investment and Securities Co. Ltd. bond KR2044012A27 98,629,475 KRW
2024.09.13 NH Investment and Securities Co. Ltd. bond KR2044012A68 97,654,015 KRW
2024.09.13 NH Investment and Securities Co. Ltd. bond KR2055012B30 117,181,031 KRW
2024.09.13 NH Investment and Securities Co. Ltd. bond KRC0350C3098 63,817,884 KRW
2024.09.13 NH Investment and Securities Co. Ltd. stock KR7455890004 423,280,000 KRW
2024.09.13 Mirae Asset Securities Co, Ltd. stock KR7196230007 180,608,000 KRW
2024.09.13 Mirae Asset Securities Co, Ltd. stock KR7449170000 170,456,000 KRW

Top 30 holdings in the composition of the Benchmark Index

Update : 2024-09-13
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.