DSUS

Lyxor 10Y US Treasury Daily (-2x) Inverse UCITS ETF - Acc

Latest NAV
70,2618 USD
Performance YTD

4,89%

Assets Under Management
122mio USD
TER
0,2%
ISIN
FR0011607084
Dividend Policy
Capitalisation
Investment Objective

The Lyxor 10Y US Treasury Daily (-2x) Inverse UCITS ETF - Acc is a UCITS compliant exchange traded fund that aims to track the benchmark index Solactive 10Y US Treasury Futures Daily (-2x) Inverse Index. The Solactive 10Y US Treasury Futures Daily (-2x) Inverse Index aims to reflect a leveraged exposure with a multiple of 2 (positive or negative) to the daily performance of the United states Long Term Bond Market while avoiding the costs linked to the use of cash instruments. Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index. Further index details and methodology may be found at www.solactive.com

DSUS

Lyxor 10Y US Treasury Daily (-2x) Inverse UCITS ETF - Acc

PERFORMANCE

Performance history

Legend:

The figures relating to [past performances / simulated past performances / past performances and simulated past performances] refer or relate to past periods and are not a reliable indicator of future results. This also applies to historical market data.

Product 1Y 3Y 5Y
Lyxor 10Y US Treasury Daily (-2x) Inverse UCITS ETF - Acc 3,88% -7,42% -3,76%
Benchmark Index 4,25% -7,06% -3,39%
Data as of 01/12/2021, Source: Lyxor International Asset Management
Product YTD 1M 3M 1Y 3Y 5Y 10Y ALL
Lyxor 10Y US Treasury Daily (-2x) Inverse UCITS ETF - Acc 4,89% -1,74% 2,39% 3,88% -20,64% -17,45% - -27,08%
Benchmark Index 5,23% -1,71% 2,48% 4,25% -19,71% -15,86% - -25,06%
Data as of 01/12/2021, Source: Lyxor International Asset Management
Product 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011
Lyxor 10Y US Treasury Daily (-2x) Inverse UCITS ETF - Acc -15,42% -7,21% 2,65% -1,8% -1,17% -3,49% - - - -
Benchmark Index -15,07% -6,83% 3,06% -1,45% -0,86% -3,21% - - - -
Data as of 01/12/2021, Source: Lyxor International Asset Management

At 21/08/2019, the index reference changed from SGI Double Short 10y US Treasury Index (TR) to Solactive 10Y US Treasury Futures Daily (-2x) Inverse Index.

NAV History

Date NAV Currency Fund AUM
01/12/2021 69,9119 USD 123mio USD
30/11/2021 70,0293 USD 123mio USD
29/11/2021 70,6091 USD 124mio USD
26/11/2021 70,4524 USD 124mio USD
24/11/2021 71,9839 USD 129mio USD

Dividend History

This fund does not distribute any dividend.

HOLDINGS


Name Currency Weight Sector Country
US 10YR NOTE (CBT)Mar22 USD 100%
Name Listing Currency Quantity Weight Sector Country
T 4 1/4 05/15/39 USD 257 401 29% Government United States
TII 0 1/8 07/15/31 USD 216 484 20,11% Communication Services United States
T 0 5/8 11/30/27 USD 152 804 11,93% Communication Services United States
T 2 1/4 02/15/27 USD 100 056 8,61% Government United States
TOYOTA Float 03/28/22 USD 2 432 1,98% Consumer Discretionary United States
WFC 0 10/31/23 USD 2 406 1,98% Financials United States
XOM Float 08/16/22 USD 2 031 1,65% Energy United States
GM 0 01/14/22 USD 1 914 1,56% Consumer Discretionary United States
EIB 2 1/8 04/13/26 USD 1 799 1,53% Government Supranationals
HON Float 08/08/22 USD 1 120 0,91% Industrials United States
Swap Information
Basket Adjustment The basket is daily adjusted to the fund outstanding level.
Counterparty Risk Level N/A
Swap Counterparty Société Générale
Date 01/12/2021

1 week moving average of counterparty risk level

Counterparty risk level at daily adjustment time

Swap Price Component

Although past performance is no indicator of future performance, you can get an estimation of the swap price component over the last 12 months by adding the TER to the realized Tracking Difference. the price of being long the index and short the basket of securities held by the ETF (ie. the spread applicable to the index performance provided by the swap counterparty) can be understood as the swap price component. The latter can be positive or negative, depending on the following factors: Read more

Lyxor 10Y US Treasury Daily (-2x) Inverse UCITS ETF - Acc

1Y Tracking Difference -0,37%
Total Expense Ratio +0,2%
Swap price component estimation =-0,17%

Index Information

Full Name Solactive 10Y US Treasury Futures Daily (-2x) Inverse Index
Index Type Performance
Index Bloomberg Ticker SODI2TYF
Index Currency USD
Number of Index Components 1
Further Information www.solactive.com

Index Composition Breakdown

Sector Breakdown

100%

Maturity Breakdown

5-7Y 100%

Ratings Breakdown

NR 100%

Currency Breakdown

USD 100%

CHARACTERISTICS

Main Fund Characteristics

ISIN FR0011607084
Assets Under Management 121,5mio USD
UCITS Yes
Total Expense Ratio 0,2%
Tax data (PEA) No
EU-SD Status In Scope
Fund Type SICAV
Domicile France
Replication Method Indirect (Unfunded swap)
Portfolio Managers Raphaël Dieterlen, Jean-Marc Guiot
Share Class Currency USD
Dividend Treatment Capitalisation
Umbrella AUM 28 788mio USD
Financial Year End 31/10/2022
Swap Counterparty Société Générale
Full Property of the Assets Yes
Inception Date 08/01/2014
Minimum Investment 1 Share
SFDR Classification 6

DISCLAIMER: This fund includes a risk of capital loss. Investors therefore may not recover all or part of their initial investment. The redemption value of this fund may be less than the amount initially invested. In a worst case scenario, investors could sustain the loss of their entire investment. Be sure to read carefully the Key Investor Information document, and the “risk factors” section of a fund’s performance to better understand the risks involved.

Trading Information

Exchange Ticker Bloomberg Listing Currency Currency Hedged Listing Date Dividend Policy ADV 3M ISIN Fund AUM in CCY
Euronext DSUS FP EUR - 24/01/2014 Capitalisation 294 577EUR FR0011607084 108mio EUR
Borsa Italiana DSUS IM EUR - 16/10/2014 Capitalisation 86 644EUR FR0011607084 108mio EUR
LSE DSUS LN USD - 14/02/2014 Capitalisation 233 815USD FR0011607084 123mio USD
*Related Shareclasses

Market Makers

Flow Traders
Société Générale
Data provided by relevant exchanges

Passporting Information

France
Finland
Spain
Sweden
Italy
Austria
Norway
Denmark
UK
Germany
Netherlands
Data as of 01/12/2021, Source: Lyxor International Asset Management

DOCUMENTS

ETF Name Type Language Publication Date Size
Lyxor 10Y US Treasury Daily (-2x) Inverse UCITS ETF - Acc
Prospectus English 30/04/2021 4342 Ko
Lyxor 10Y US Treasury Daily (-2x) Inverse UCITS ETF - Acc
ESG English 31/12/2018 176 Ko

NEWS

Notice to Shareholders
18/03/2021

Notice to Shareholders Notice of meeting SICAV Multi Units France

Notice to Shareholders
22/02/2021

Notice to Shareholders Notice of meeting Multi Units France

Notice to Shareholders
18/02/2021

Notice to Shareholders Modification of the prospectus on sustainability related disclosures

Notice to Shareholders
11/02/2020

Notice to Shareholders The shareholders are hereby informed that they are invited to attend a combined general meeting (ordinary and extraordinary) to be held on Friday 28 February 2020 at 11:00 am

Protect myself product range icon

See the range

Protect myself