DSUS

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

Latest NAV
58.3417 EUR
Performance YTD

7.1%

Assets Under Management
84m EUR
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 ETF 4.82% -8.34% -3.34%
Solactive 10Y US Treasury Futures Daily (-2x) Inverse Index Benchmark Index 5.21% -7.98% -2.97%
Data as of 16/09/2021, Source: Lyxor International Asset Management
Product YTD 1M 3M 1Y 3Y 5Y 10Y ALL
Lyxor 10Y US Treasury Daily (-2x) Inverse UCITS ETF - Acc ETF 7.1% 1.13% -0.11% 4.82% -22.99% -15.62% - -17.26%
Solactive 10Y US Treasury Futures Daily (-2x) Inverse Index Benchmark Index 7.37% 1.16% -0.02% 5.21% -22.08% -14% - -15.02%
Data as of 16/09/2021, 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 ETF -22.4% -5.5% 7.82% -13.74% 1.78% 8.08% - - - -
Solactive 10Y US Treasury Futures Daily (-2x) Inverse Index Benchmark Index -22.08% -5.12% 8.25% -13.44% 2.11% 8.38% - - - -
Data as of 16/09/2021, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
16/09/2021 58.3417 EUR 84m EUR
15/09/2021 57.8108 EUR 84m EUR
14/09/2021 57.6101 EUR 83m EUR
13/09/2021 57.9384 EUR 84m EUR
10/09/2021 57.9424 EUR 84m EUR

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
GENERIC 1st TY Future USD 100% Government United States
Name Listing Currency Quantity Weight Sector Country
T 3 3/8 11/15/48 USD 122,180 16.63% Communication Services United States
T 2 3/8 05/15/29 USD 148,295 16.54% Communication Services United States
T 1 07/31/28 USD 138,006 13.96% Communication Services United States
T 4 1/4 05/15/39 USD 48,013 6.93% Government United States
T 2 11/15/26 USD 44,603 4.83% Government United States
KFW 2 11/30/21 USD 3,572 3.66% Government Development Banks Germany
T 2 1/4 11/15/27 USD 32,636 3.59% Government United States
TII 0 1/8 01/15/30 USD 28,364 3.4% Communication Services United States
T 1 1/8 08/31/28 USD 30,763 3.13% Communication Services United States
WFC 0 10/31/23 USD 2,256 2.33% 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 15/09/2021

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 -0.39%
Total Expense Ratio +0.2%
Swap price component estimation =-0.19%

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

Government 100%

Maturity Breakdown

5-7Y 100%

Ratings Breakdown

AA 100%

Currency Breakdown

USD 100%

Countries Breakdown

United States 100%
Data as of 15/09/2021, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN FR0011607084
UCITS Yes
Share Class Currency USD
Assets Under Management 83.5m EUR
Total Expense Ratio 0.2%
Dividend Treatment Capitalisation
EU-SD Status In Scope
Fund Type SICAV
Domicile France
Replication Method Indirect (Unfunded swap)
Umbrella AUM 26,067.5m EUR
Portfolio Managers Raphaël Dieterlen, Jean-Marc Guiot
Swap Counterparty Société Générale
Full Property of the Assets Yes
Financial Year End 31/10/2021
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 113,781EUR FR0011607084 84m EUR
Borsa Italiana DSUS IM EUR - 16/10/2014 Capitalisation 28,693EUR FR0011607084 84m EUR
LSE DSUS LN USD - 14/02/2014 Capitalisation 138,293USD FR0011607084 99m 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 16/09/2021, Source: Lyxor International Asset Management

NEWS

Notice to Shareholders
18/03/2021

Notice to Shareholders Notice of meeting SICAV Multi Units France

Notice to Shareholders
05/03/2021

Notice to Shareholders PROPOSED RESOLUTIONS MULTI UNITS France SICAV

Notice to Shareholders
05/03/2021

Notice to Shareholders SICAV Multi Units France Notice of meeting

Notice to Shareholders
22/02/2021

Notice to Shareholders Notice of meeting Multi Units France