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本帖最后由 totore 于 2020-4-24 10:39 编辑
john19810101 发表于 2020-4-24 10:27 
能不能告他擅自调仓？
我发了信， 今天估计OOO 会接到大量的来信跟电话。
Hi Betashares
I am a retail investor of OOO, and I noticed an announcement from OOO yesterday that fund has ' replace its investment exposure to the one-month (currently June 2020) contract with exposure to the three-month (currently September 2020) contract with immediate effect and until further notice, by arrangement with the swap provider'
Because of this action, the fund has crystalised the lost from 06 and bought 09 instead (bought high and sold low), which as you said ' result in a higher level of tracking error for Fund performance relative to the Index', which significantly violated the investment objective.
Also, BetaShares considers that the longer-dated futures contract should have relatively lower volatility- given the 05 contracts dropped to below zero before, every contract will face the expiry date at some point, rolling to 07 instead of 09 will offset some degree of volatility, please provide me with the legal basis of rolling to 09 contract ( which at the time of rolling had 'super contango' and much more rolling cost)
I am wondering if it's legal to make this switching without notifying unit holders in advance?
Please advise
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