ETF managers report higher retail investor interest in oil futures trackers, with daily creations exceeding redemptions for six consecutive sessions. 10 stocks we like better than Vanguard S&P 500 ETF › This caused the fund to implement a series of changes beginning last Friday. The fund, originally set up to invest in just the front-month contract until two weeks before expiration, said it would now invest funds in futures expiring months out. It also suspended the making of creation baskets, which is how an ETF makes new shares to meet demand. The creation baskets buy the futures. But by suspending this mechanism this week, the fund began to trade as a closed-end fund with a fixed number of shares. This also meant it could no longer accurately track the price of oil. Oil futures ETFs benefited from a backwardation structure in crude markets, offering better roll yields for long positions.