STPU

Lyxor US Curve Steepening 2-10 UCITS ETF - Acc

Latest NAV
92,8385 CHF
Performance YTD

6,45%

Assets Under Management
143mio CHF
TER
0,3%
ISIN
LU2018762653
Dividend Policy
Capitalisation
Investment Objective

The Lyxor US Curve Steepening 2-10 UCITS ETF - Acc is a UCITS compliant exchange traded fund that aims to track the Solactive USD Daily (x7) Steepener 2-10 Index. The index tracks the investment performance of a systematic strategy whose returns are directly linked to changes in the US treasury yield curve. The index is constructed such that for a 1bp increase in the steepness of the curve, the index is expected to increase roughly 7bps, though market factors may cause some deviation. The index consists of two underlying components: a long position in the 2Y US Treasury Bond Futures and a short position in the 10Y US Treasury Ultra Bond Futures. Further index details and methodology may be found at www.solactive.com. Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index.

STPU

Lyxor US Curve Steepening 2-10 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
Lyxor US Curve Steepening 2-10 UCITS ETF - Acc 4,66%
Benchmark Index 5,24%
Data as of 17/09/2021, Source: Lyxor International Asset Management
Product YTD 1M 3M 1Y 3Y 5Y 10Y ALL
Lyxor US Curve Steepening 2-10 UCITS ETF - Acc 6,45% 2,48% 0,27% 4,66% - - - -4,8%
Benchmark Index 6,87% 2,53% 0,41% 5,24% - - - -3,81%
Data as of 17/09/2021, Source: Lyxor International Asset Management
Product 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011
Lyxor US Curve Steepening 2-10 UCITS ETF - Acc -9,13% - - - - - - - - -
Benchmark Index -8,63% - - - - - - - - -
Data as of 17/09/2021, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
17/09/2021 92,8385 CHF 143mio CHF
16/09/2021 92,0737 CHF 142mio CHF
15/09/2021 91,3213 CHF 140mio CHF
14/09/2021 91,2172 CHF 140mio CHF
13/09/2021 91,6557 CHF 140mio CHF

Dividend History

This fund does not distribute any dividend.

HOLDINGS


Name Currency Weight Sector Country
US 2YR NOTE (CBT) Mar22 USD 346,24%
US 10yr Ultra Fut Mar22 USD -77,18%
Name Listing Currency Quantity Weight Sector Country
WIT 1 1/4 03/31/28 USD 356 737 27,28% Communication Services United States
WIT 0 3/4 01/31/28 USD 343 618 25,53% Communication Services United States
T 2 7/8 05/15/28 USD 239 106 20,11% Government United States
WIT 0 3/8 09/30/27 USD 204 183 14,88% Communication Services United States
WIT 0 3/8 08/31/27 USD 140 005 10,29% Communication Services United States
T 2 1/4 11/15/27 USD 14 007 1,13% Government United States
T 2 11/15/26 USD 4 429 0,35% Government United States
T 2 1/4 02/15/27 USD 2 845 0,23% Government United States
WFC 0 10/31/23 USD 244 0,19% Financials United States
BXP 3 1/4 01/30/31 USD 6 0% Financials 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 US Curve Steepening 2-10 UCITS ETF - Acc

1Y Tracking Difference -0,58%
Total Expense Ratio +0,3%
Swap price component estimation =-0,28%

Index Information

Full Name Solactive USD Daily (x7) Steepener 2-10 Index
Index Type Performance
Index Bloomberg Ticker SOUD7STT
Index Currency USD
Number of Index Components 1
Further Information www.solactive.com

Index Composition Breakdown

Maturity Breakdown

0-1Y 18,23%
1-3Y 81,77%

Sector Breakdown

100%

Ratings Breakdown

NR 100%

Currency Breakdown

USD 100%

CHARACTERISTICS

Main Fund Characteristics

ISIN LU2018762653
Assets Under Management 143,1mio CHF
UCITS Yes
Total Expense Ratio 0,3%
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 Capitalisation
Umbrella AUM 51 871mio CHF
Financial Year End 31/12/2021
Swap Counterparty Société Générale
Full Property of the Assets Yes
Inception Date 18/07/2019
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 STPU FP EUR - 10/09/2019 Capitalisation 10 722EUR LU2018762653 115mio EUR
Borsa Italiana STPU IM EUR - 10/09/2019 Capitalisation 147 659EUR LU2018762653 115mio EUR
Xetra UCT2 GY EUR - 10/09/2019 Capitalisation 3 938EUR LU2018762653 115mio EUR
BX Swiss STPU BW CHF - 30/10/2019 Capitalisation - LU2018762653 143mio CHF
LSE STPU LN USD - 01/08/2019 Capitalisation 131 180USD LU2018762653 131mio USD
*Related Shareclasses

Market Makers

Flow Traders
Société Générale
Data provided by relevant exchanges

Passporting Information

Spain
Austria
Norway
Luxembourg
Italy
Netherlands
Finland
Germany
Sweden
UK
France
Denmark
Switzerland
Data as of 17/09/2021, Source: Lyxor International Asset Management

DOCUMENTS

ETF Name Type Language Publication Date Size
Lyxor US Curve Steepening 2-10 UCITS ETF - Acc
Prospectus English 07/05/2021 3213 Ko

NEWS

Notice to Shareholders
06/05/2021

Notice to Shareholders Annual general meeting Multi Units Luxembourg

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