Rechtendiploma/jurist schreef op 20 april 2020 19:29:
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De dekking is de Bloomberg Crude Oil Index:
www.bloomberg.com/quote/BCOMCL:INDBij productinformatie kan je zien dat die inderdaad samengesteld is uit verschillende futures, zowel lang als kort in tijd.
Wat Saidee zegt klopt dus.
Meer bepaald betreft het volgende futures:
1. JAPAN TREASURY DISCOUNT 0.0 22FEB21 29.17%
2. FRENCH REPUBLIC GOV 2.25 25JUL20 IL 14.40%
3. BUNDESREPUBLIK DEUTSCHL 0.5 15AUG27 6.27%
4. REPUBLIC OF AUSTR 0.75 20OCT26 144A 5.86%
5. REPUBLIC OF AUSTRI 0.0 15JUL23 144A 4.38%
6. FRANCE TREASURY BILL BT 0.0 12AUG20 3.94%
7. FRENCH REPUBLIC GOVERN 1.25 25MAY34 3.78%
8. REPUBLIC OF AUSTRIA 0.75 20MAR51 3.18%
9. REPUBLIC OF AUSTRI 0.5 20FEB29 144A 3.05%
10. FRENCH REPUBLIC GOVERN 3.25 25MAY45 3.01%
11. BUNDESSCHATZANWEISUNGEN 0.0 11MAR22 2.85%
12. UNITED STATES TREAS BD 2.75 15NOV42 2.72%
13. REPUBLIC OF AUSTRI 3.5 15SEP21 144A 2.54%
14. FRENCH REPUBLIC GOVERNM 0.0 25NOV29 2.50%
15. FRENCH REPUBLIC GOVERNM 0.0 25MAR24 2.39%
16. FINLAND GOVERNMENT 0.5 15SEP27 144A 2.23%
17. FRENCH REPUBLIC GOVERN 0.25 25NOV26 2.02%
18. NETHERLANDS GOVERN 0.0 15JUL30 144A 2.00%
19. FRENCH REPUBLIC GOVE 1.1 25JUL22 IL 1.16%
20. FRANCE GOVERNMENT BD 5.5 25APR2029 0.92%