STPU

Lyxor US Curve Steepening 2-10 UCITS ETF - Acc

Latest NAV
99,0496 USD
Performance YTD

0,39%

Assets Under Management
149mio USD
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 0,73%
Benchmark Index 1,28%
Data as of 24/11/2021, Source: Lyxor International Asset Management
Product YTD 1M 3M 1Y 3Y 5Y 10Y ALL
Lyxor US Curve Steepening 2-10 UCITS ETF - Acc 0,39% -0,91% -0,15% 0,73% - - - -0,15%
Benchmark Index 0,89% -0,86% -0,01% 1,28% - - - 1,14%
Data as of 24/11/2021, 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 -0,45% - - - - - - - - -
Benchmark Index 0,1% - - - - - - - - -
Data as of 24/11/2021, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
24/11/2021 99,0496 USD 149mio USD
23/11/2021 99,4671 USD 150mio USD
22/11/2021 99,0511 USD 149mio USD
19/11/2021 98,9367 USD 149mio USD
18/11/2021 99,2202 USD 150mio USD

Dividend History

This fund does not distribute any dividend.

HOLDINGS


Name Currency Weight Sector Country
US 2YR NOTE (CBT) Dec21 USD 231,6% Government United States
US 2YR NOTE (CBT) Mar22 USD 137,1%
US 10yr Ultra Fut Mar22 USD -30,85%
US 10yr Ultra Fut Dec21 USD -47,98% Government United States
Name Listing Currency Quantity Weight Sector Country
WIT 1 1/4 03/31/28 USD 435 028 28,65% Communication Services United States
WIT 0 3/4 01/31/28 USD 343 928 22,01% Communication Services United States
WIT 0 3/8 09/30/27 USD 324 846 20,41% Communication Services United States
T 2 7/8 05/15/28 USD 239 106 17,32% Government United States
WIT 0 3/8 08/31/27 USD 140 005 8,88% Communication Services United States
T 2 1/4 11/15/27 USD 14 007 0,98% Government United States
T 1 1/2 02/15/30 USD 10 521 0,7% Government United States
T 2 3/4 02/15/28 USD 5 382 0,39% Communication Services United States
T 2 11/15/26 USD 4 429 0,31% Government United States
T 2 1/4 02/15/27 USD 2 845 0,2% 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 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 US Curve Steepening 2-10 UCITS ETF - Acc

1Y Tracking Difference -0,55%
Total Expense Ratio +0,3%
Swap price component estimation =-0,25%

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 6,89%
1-3Y 82,39%
7-10Y 10,72%

Currency Breakdown

USD 100%

Sector Breakdown

Government 63,35%
36,65%

Ratings Breakdown

AA 63,35%
NR 36,65%

Countries Breakdown

United States 63,35%
Data as of 23/11/2021, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN LU2018762653
Assets Under Management 149,5mio USD
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 57 402,2mio USD
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 6 021EUR LU2018762653 133mio EUR
Borsa Italiana STPU IM EUR - 10/09/2019 Capitalisation 146 063EUR LU2018762653 133mio EUR
Xetra UCT2 GY EUR - 10/09/2019 Capitalisation 3 747EUR LU2018762653 133mio EUR
BX Swiss STPU BW CHF - 30/10/2019 Capitalisation - LU2018762653 143mio CHF
LSE STPU LN USD - 01/08/2019 Capitalisation 131 485USD LU2018762653 149mio 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 24/11/2021, 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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