DSUS

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

Latest NAV
69.228 USD
Performance YTD

3.86%

Assets Under Management
24m 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.

Cumulative Performance

Product YTD 1M 3M 6M 1Y 3Y 5Y ALL
Lyxor 10Y US Treasury Daily (-2x) Inverse UCITS ETF - Acc ETF 3.86% 2.85% 3.57% 4.97% -6.32% -20.77% -11.95% -27.8%
Solactive 10Y US Treasury Futures Daily (-2x) Inverse Index Benchmark Index 3.92% 2.88% 3.67% 5.18% -5.95% -19.81% -10.27% -26%
Data as of 23/02/2021, Source: Lyxor International Asset Management

Calendar Performance

Product 2020 2019 2018 2017
Lyxor 10Y US Treasury Daily (-2x) Inverse UCITS ETF - Acc ETF -15.42% -7.21% 2.65% -1.8%
Solactive 10Y US Treasury Futures Daily (-2x) Inverse Index Benchmark Index -15.07% -6.83% 3.06% -1.45%
Data as of 23/02/2021, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
23/02/2021 69.228 USD 24m USD
22/02/2021 69.3281 USD 24m USD
19/02/2021 69.2084 USD 24m USD
18/02/2021 68.7975 USD 24m USD
17/02/2021 68.909 USD 24m 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
US 10YR NOTE (CBT)Mar21 USD 60%
US 10YR NOTE (CBT)Jun21 USD 40%
Name Listing Currency Quantity Weight
T 2 3/4 11/15/47 USD 54,777 25.97%
T 2 3/8 11/15/49 USD 52,346 23.1%
T 2 7/8 08/15/28 USD 12,239 5.77%
T 3 1/8 11/15/28 USD 9,743 4.71%
TII 0 1/8 04/15/21 USD 6,171 2.85%
TII 0 1/8 01/15/30 USD 5,913 2.74%
CNC 4 5/8 12/15/29 USD 537 2.48%
IBRD 1 7/8 10/07/22 USD 500 2.16%
MS 0 05/08/24 USD 460 1.96%
MS 0 07/22/22 USD 440 1.84%
Swap Information
Basket Adjustment The basket is daily adjusted to the fund outstanding level.
Counterparty Risk Level N/A
Swap Counterparty Société Générale
Date 22/02/2021

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 -0.24%
Total Expense Ratio +0.2%
Swap price component estimation =-0.04%

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 60%
40%

Maturity Breakdown

0-1Y 100%

Ratings Breakdown

AA 60%
NR 40%

Currency Breakdown

USD 100%

Countries Breakdown

United States 60%
Data as of 22/02/2021, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN FR0011607084
UCITS Yes
Share Class Currency USD
Assets Under Management 24.1m USD
Total Expense Ratio 0.2%
Dividend Treatment Capitalisation
EU-SD Status In Scope
Fund Type SICAV
Domicile France
Replication Method Indirect (Swap Based)
Umbrella AUM 28,557.9m 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

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 20,000EUR FR0011607084 20m EUR
LSE DSUS LN USD - 14/02/2014 Capitalisation 35,281USD FR0011607084 24m USD
Euronext DSUS FP EUR - 24/01/2014 Capitalisation 13,383EUR FR0011607084 20m 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 23/02/2021, Source: Lyxor International Asset Management

NEWS

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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