DSUS

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

Latest NAV
68.1423 USD
Performance YTD

2.16%

Assets Under Management
83m USD
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 YTD 1M 3M 1Y 3Y 5Y 10Y ALL
Lyxor 10Y US Treasury Daily (-2x) Inverse UCITS ETF - Acc ETF 2.16% -3.02% -4.69% 3.5% -22.92% -10.39% - -28.98%
Solactive 10Y US Treasury Futures Daily (-2x) Inverse Index Benchmark Index 2.37% -3% -4.61% 3.89% -22% -8.66% - -27.1%
Data as of 28/07/2021, 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 -15.42% -7.21% 2.65% -1.8% -1.17% -3.49% - - - -
Solactive 10Y US Treasury Futures Daily (-2x) Inverse Index Benchmark Index -15.07% -6.83% 3.06% -1.45% -0.86% -3.21% - - - -
Data as of 28/07/2021, Source: Lyxor International Asset Management
Product 1Y 3Y 5Y
Lyxor 10Y US Treasury Daily (-2x) Inverse UCITS ETF - Acc ETF 3.5% -8.32% -2.17%
Solactive 10Y US Treasury Futures Daily (-2x) Inverse Index Benchmark Index 3.89% -7.96% -1.79%
Data as of 28/07/2021, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
28/07/2021 68.0952 USD 83m USD
27/07/2021 67.8902 USD 82m USD
26/07/2021 68.1605 USD 83m USD
23/07/2021 68.2259 USD 83m USD
22/07/2021 68.1154 USD 83m 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
US 10YR NOTE (CBT)Sep21 USD 100% Government United States
Name Listing Currency Quantity Weight Sector Country
T 2 3/8 05/15/29 USD 193,396 25.78% Communication Services United States
T 2 5/8 02/15/29 USD 119,430 16.27% Communication Services United States
T 3 3/8 11/15/48 USD 65,027 10.43% Communication Services United States
T 4 1/4 05/15/39 USD 48,013 8.21% Government United States
T 2 11/15/26 USD 47,666 6.17% Government United States
KFW 2 11/30/21 USD 3,572 4.37% Government Development Banks Germany
T 2 1/4 11/15/27 USD 32,636 4.3% Government United States
RABOBK Float 01/12/24 USD 1,830 2.22% Financials Netherlands
C 0 06/01/24 USD 1,717 2.11% Financials United States
RDSALN 0 11/13/23 USD 1,695 2.07% Energy Netherlands
Swap Information
Basket Adjustment The basket is daily adjusted to the fund outstanding level.
Counterparty Risk Level N/A
Swap Counterparty Société Générale
Date 28/07/2021

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

0-1Y 100%

Ratings Breakdown

AA 100%

Currency Breakdown

USD 100%

Countries Breakdown

United States 100%
Data as of 27/07/2021, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN FR0011607084
UCITS Yes
Share Class Currency USD
Assets Under Management 82.7m USD
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 30,562m USD
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
Borsa Italiana DSUS IM EUR - 16/10/2014 Capitalisation 44,924EUR FR0011607084 70m EUR
LSE DSUS LN USD - 14/02/2014 Capitalisation 77,977USD FR0011607084 83m USD
Euronext DSUS FP EUR - 24/01/2014 Capitalisation 162,132EUR FR0011607084 70m EUR
*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 28/07/2021, 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
22/02/2021

Notice to Shareholders Notice of meeting Multi Units France

Notice to Shareholders
18/02/2021

Notice to Shareholders Modification of the prospectus on sustainability related disclosures

Notice to Shareholders
11/02/2020

Notice to Shareholders The shareholders are hereby informed that they are invited to attend a combined general meeting (ordinary and extraordinary) to be held on Friday 28 February 2020 at 11:00 am

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