FEDF

Lyxor Fed Funds US Dollar Cash UCITS ETF - Dist

Latest NAV
95,2148 CHF
Performance YTD

5,9%

Assets Under Management
35mio CHF
TER
0,1%
ISIN
LU2090062352
Dividend Policy
Distribution
Investment Objective

The Lyxor Fed Funds US Dollar Cash UCITS ETF - Dist is a UCITS compliant exchange traded fund that aims to track the benchmark index Solactive Fed Funds Effective Rate Total Return Index. The Solactive Fed Funds Effective Rate Total Return Index is representative of the performance of a cash notional deposit paying the Federal Funds Effective Rate, which is the US short term reference rate for monetary market, with daily reinvestment of interest earned in the deposit. Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index.

FEDF

Lyxor Fed Funds US Dollar Cash UCITS ETF - Dist

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
Lyxor Fed Funds US Dollar Cash UCITS ETF - Dist 2,64%
Benchmark Index 2,75%
Data as of 24/11/2021, Source: Lyxor International Asset Management
Product YTD 1M 3M 1Y 3Y 5Y 10Y ALL
Lyxor Fed Funds US Dollar Cash UCITS ETF - Dist 5,9% 1,82% 2,67% 2,64% - - - -0,18%
Benchmark Index 6% 1,83% 2,7% 2,75% - - - 0,01%
Data as of 24/11/2021, Source: Lyxor International Asset Management
Product 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011
Lyxor Fed Funds US Dollar Cash UCITS ETF - Dist - - - - - - - - - -
Benchmark Index - - - - - - - - - -
Data as of 24/11/2021, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
24/11/2021 95,2148 CHF 35mio CHF
23/11/2021 94,8333 CHF 35mio CHF
22/11/2021 94,7413 CHF 35mio CHF
19/11/2021 94,2419 CHF 35mio CHF
18/11/2021 94,1683 CHF 34mio CHF

Dividend History

Date Amount Currency
07/07/2021 0,15 USD
08/07/2020 1,06 USD
20/08/2019 1,86 USD

HOLDINGS


Name Currency Weight Sector Country
DUMMY SOLACTIVE FED FUNDS TR INDEX USD 100% United States
US FED FUND EFFECT USD 0% United States
Name Listing Currency Quantity Weight Sector Country
T 2 3/4 02/15/28 USD 75 796 22,02% Communication Services United States
WIT 1 1/4 06/30/28 USD 47 181 12,49% Communication Services United States
WIT 0 3/8 09/30/27 USD 32 071 8,1% Communication Services United States
IFC 0 12/15/22 USD 1 900 5,1% Government Supranationals
TII 0 1/8 01/15/30 USD 14 570 4,6% Communication Services United States
EBRD 2 3/4 03/07/23 USD 1 600 4,44% Government Supranationals
T 1 07/31/28 USD 9 035 2,35% Communication Services United States
IADB 2 1/8 01/15/25 USD 818 2,28% Government Supranationals
TII 0 1/8 07/15/31 USD 7 261 2,22% Communication Services United States
CS 0 12/14/23 USD 708 1,92% Financials Switzerland
Swap Information
Basket Adjustment The basket is daily adjusted to the fund outstanding level.
Counterparty Risk Level N/A
Swap Counterparty Société Générale
Date 24/11/2021

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 Fed Funds US Dollar Cash UCITS ETF - Dist

1Y Tracking Difference -0,11%
Total Expense Ratio +0,1%
Swap price component estimation =-0,01%

Index Information

Full Name Solactive Fed Funds Effective Rate Total Return Index
Index Type Performance
Index Bloomberg Ticker SOFEDL01
Index Currency USD
Number of Index Components 1
Further Information www.solactive.com
Data as of 24/11/2021

Index Composition Breakdown

Sector Breakdown

100%

Maturity Breakdown

Ratings Breakdown

NR 100%

Currency Breakdown

USD 100%

Countries Breakdown

United States 100%
Data as of 23/11/2021, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN LU2090062352
Assets Under Management 34,9mio CHF
UCITS Yes
Total Expense Ratio 0,1%
Tax data (PEA) No
EU-SD Status In Scope
Fund Type SICAV
Domicile Luxembourg
Replication Method Indirect (Unfunded swap)
Portfolio Managers Raphaël Dieterlen, Jean-Marc Guiot
Share Class Currency USD
Dividend Treatment Distribution
Umbrella AUM 53 746,8mio CHF
Financial Year End 31/12/2021
Swap Counterparty Société Générale
Full Property of the Assets Yes
Inception Date 06/03/2020
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
Xetra C101 GY EUR - 06/03/2020 Distribution 8 006EUR LU2090062352 33mio EUR
SIX Swiss Ex CBFEDF SW CHF - 06/03/2020 Distribution 27 794CHF LU2090062352 35mio CHF
Borsa Italiana* FEDF IM EUR - 03/07/2015 Capitalisation 41 051EUR LU1233598447 33mio EUR
LSE* FEDG LN GBP - 10/07/2015 Capitalisation 21 602GBP LU1233598447 28mio GBP
LSE* FEDF LN USD - 10/07/2015 Capitalisation 52 282USD LU1233598447 37mio USD
*Related Shareclasses

Market Makers

Flow Traders
Société Générale
Data provided by relevant exchanges

Passporting Information

Luxembourg
Germany
Austria
Switzerland
Data as of 24/11/2021, Source: Lyxor International Asset Management

DOCUMENTS

ETF Name Type Language Publication Date Size
Lyxor Fed Funds US Dollar Cash UCITS ETF - Dist
Prospectus English 07/05/2021 3213 Ko
Lyxor Fed Funds US Dollar Cash UCITS ETF - Dist
ESG English 31/12/2018 184 Ko

NEWS

Notice to Shareholders
06/05/2021

Notice to Shareholders Annual general meeting Multi Units Luxembourg

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