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F三星原油期(03175.HK)因應油市風險推恆常化投資策略 變更子基金相關指數
阿思達克 07-07 09:23
F三星原油期(03175.HK)公布,從今年8月7日起,子基金的相關指數將由現行指數變更為「S&P GSCI Crude Oil Multiple Contract 55/30/15 1M/2M/3M (USD) ER Index」。管理人認為變更相關指數將減輕子基金因持有單月WTI期貨合約所產生的集中風險。

相關指數的變更將從生效日期交易開始時生效。預期新指數成分的重新調整於生效日期起五個營業日的期內進行,最遲至今年8月13日結束。

新指數持有在紐約商品交易所買賣的多個合約月的WTI期貨合約,其中55%編配到標普高盛1個月遠期指數所代表的合約月;30%編配到標普高盛2個月遠期指數所代表的合約月;及15%編配到標普高盛3個月遠期指數所代表的合約月。

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