INFU

Lyxor US$ 10Y Inflation Expectations UCITS ETF - Acc

Latest NAV
113,9327 USD
Performance YTD

-0,88%

Assets Under Management
458mio USD
TER
0,25%
ISIN
LU1390062831
Dividend Policy
Capitalisation
Investment Objective

The Lyxor US$ 10Y Inflation Expectations UCITS ETF - Acc is a UCITS compliant exchange traded fund that aims to track the benchmark index Markit iBoxx USD Breakeven 10-Year Inflation Index. The index is representative of the performance of a long position in the 6 last issuances of U.S. 10-year Treasury Inflation-Protected securities and a short position in U.S. Treasury bonds with adjacent durations. The difference in yield between these bonds is commonly referred to as a “breakeven rate of inflation” and is considered to be a measure of the market’s expectations for inflation over a specified period of time. Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index.

INFU

Lyxor US$ 10Y Inflation Expectations 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 US$ 10Y Inflation Expectations UCITS ETF - Acc 7,31% 3,28% 1,85%
Benchmark Index 7,7% 3,65% 2,21%
Data as of 17/01/2022, Source: Lyxor International Asset Management
Product YTD 1M 3M 1Y 3Y 5Y 10Y ALL
Lyxor US$ 10Y Inflation Expectations UCITS ETF - Acc -0,88% 0,99% -0,13% 7,27% 10,19% 9,63% - 13,06%
Benchmark Index -0,87% 1,02% -0,04% 7,66% 11,37% 11,57% - 15,32%
Data as of 17/01/2022, Source: Lyxor International Asset Management
Product 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012
Lyxor US$ 10Y Inflation Expectations UCITS ETF - Acc 9,35% 0,66% 1,79% -1,44% 0,34% - - - - -
Benchmark Index 9,74% 1,02% 2,15% -1,09% 0,69% - - - - -
Data as of 17/01/2022, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
17/01/2022 113,9327 USD 458mio USD
14/01/2022 113,8939 USD 458mio USD
13/01/2022 113,9256 USD 458mio USD
12/01/2022 114,2901 USD 465mio USD
11/01/2022 114,9717 USD 465mio USD

Dividend History

This fund does not distribute any dividend.

HOLDINGS

This ETF uses synthetic replication to track the performance of the index. As such, the holdings of the ETF may vary from that of the benchmark index.
You can read more about our approach to replication in our pragmatic guide to replication.

Name Currency Weight Sector Country
TII 0 1/8 01/15/31 USD 56,15% Government United States
TII 0 1/8 07/15/31 USD 56,14% Government United States
TII 0 1/8 07/15/30 USD 39,99% Government United States
TII 0 1/8 01/15/30 USD 24,21% Government United States
TII 0 1/4 07/15/29 USD 14,65% Government United States
T 1 1/2 02/15/30 USD -0,15% Government United States
T 0 5/8 05/15/30 USD -0,19% Government United States
T 0 7/8 11/15/30 USD -0,54% Government United States
T 1 5/8 05/15/31 USD -0,59% Government United States
T 1 1/8 02/15/31 USD -0,59% Government United States
Name Listing Currency Quantity Weight Sector Country
T 2 3/8 05/15/51 USD 713 526 16,59% Government United States
T 0 5/8 08/15/30 USD 775 183 15,54% Government United States
T 2 1/4 11/15/27 USD 654 484 14,9% Government United States
WIT 0 1/2 10/31/27 USD 672 496 13,84% Government United States
WIT 0 3/4 01/31/28 USD 484 725 10,11% Government United States
T 2 3/8 11/15/49 USD 193 947 4,49% Government United States
TII 0 1/8 04/15/25 USD 119 917 2,99% Government United States
TII 0 1/8 10/15/24 USD 117 111 2,94% Government United States
TII 0 1/2 04/15/24 USD 109 254 2,8% Government United States
TII 0 3/4 02/15/42 USD 81 342 2,59% Government 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 14/01/2022

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 US$ 10Y Inflation Expectations UCITS ETF - Acc

1Y Tracking Difference -0,39%
Total Expense Ratio +0,25%
Swap price component estimation =-0,14%

Index Information

Full Name Markit iBoxx USD Breakeven 10-Year Inflation Index
Index Type Performance
Index Bloomberg Ticker IBXXUBF1
Index Currency USD
Number of Index Components 14
Further Information www.markit.com/indices

INDEX ANALYTICS

Coupon Rate (%) -1,03
Maturity (Years) 8,74
Convexity (%) -5,09
Data as of 14/01/2022

Index Composition Breakdown

Sector Breakdown

Government 200%

Maturity Breakdown

7-10Y 200%

Ratings Breakdown

AA 200%

Currency Breakdown

USD 200%

Countries Breakdown

United States 200%
Data as of 14/01/2022, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN LU1390062831
Assets Under Management 458,1mio USD
UCITS Yes
Total Expense Ratio 0,25%
Tax data (PEA) No
EU-SD Status In Scope
Fund Type SICAV
Domicile Luxembourg
Replication Method Indirect (Unfunded swap)
Portfolio Managers Raphaël Dieterlen, Sebastien Foy
Share Class Currency USD
Dividend Treatment Capitalisation
Umbrella AUM 59 071,7mio USD
Financial Year End 31/12/2022
Swap Counterparty Société Générale
Full Property of the Assets Yes
Inception Date 13/04/2016
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 INFU FP EUR - 05/05/2016 Capitalisation 288 297EUR LU1390062831 401mio EUR
Borsa Italiana INFU IM EUR - 31/01/2017 Capitalisation 738 744EUR LU1390062831 401mio EUR
Xetra UINF GY EUR - 16/11/2016 Capitalisation 540 030EUR LU1390062831 401mio EUR
SIX Swiss Ex INFU SW USD - 02/06/2017 Capitalisation 13 506USD LU1390062831 458mio USD
LSE INFU LN USD - 17/05/2016 Capitalisation 792 696USD LU1390062831 458mio USD
LSE INFG LN GBP - 17/05/2016 Capitalisation 36 402GBP LU1390062831 335mio GBP
Borsa Italiana* INFH IM EUR EUR 18/01/2022 Distribution - LU2418815473 402mio EUR
LSE* INFB LN GBP GBP 23/12/2021 Distribution 1,7mio GBP LU2418815390 335mio GBP
*Related Shareclasses

Market Makers

Flow Traders
Société Générale
Data provided by relevant exchanges

Passporting Information

Luxembourg
UK
Norway
Finland
Italy
Spain
Sweden
Germany
France
Denmark
Austria
Netherlands
Switzerland
Ireland
Singapore
Korea
Data as of 17/01/2022, Source: Lyxor International Asset Management

DOCUMENTS

ETF Name Type Language Publication Date Size
Lyxor US$ 10Y Inflation Expectations UCITS ETF - Acc
Prospectus English 05/11/2021 4427 Ko
Lyxor US$ 10Y Inflation Expectations UCITS ETF - Acc
ESG English 31/12/2021 171 Ko

NEWS

Notice to Shareholders
06/05/2021

Notice to Shareholders Annual general meeting Multi Units Luxembourg

Blog
04/03/2021

Blog Two ways to position your portfolio for a rise in inflation

Product News
21/05/2019

Product News US Inflation-sensitive Bonds Performance report Q1 2019

Blog
22/02/2019

Blog Playing the Powell Put

Protect myself product range icon

See the range

Protect myself

Generate income product range icon

See the range

Generate income

We have a new home

Banner Amundi

Read more