FEDF

Lyxor Fed Funds US Dollar Cash UCITS ETF - Acc

Latest NAV
87.5131 EUR
Performance YTD

1.43%

Assets Under Management
33m EUR
TER
0.1%
ISIN
LU1233598447
Dividend Policy
Capitalisation
Investment Objective

The Lyxor Fed Funds US Dollar Cash UCITS ETF - Acc is a UCITS compliant exchange traded fund that aims to track the benchmark index Solactive Fed Funds Effective Rate Total Return Index. The Solactive Fed Funds Effective Rate Total Return Index is representative of the performance of a cash notional deposit paying the Federal Funds Effective Rate, which is the US short term reference rate for monetary market, with daily reinvestment of interest earned in the deposit. Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index.

FEDF

Lyxor Fed Funds US Dollar Cash 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 Fed Funds US Dollar Cash UCITS ETF - Acc ETF 1.43% -0.28% 0.12% -1.85% -7.7% 6.09% -5.37% -3.09%
Solactive Fed Funds Effective Rate Total Return Index Benchmark Index 1.45% -0.28% 0.15% -1.8% -7.6% 6.43% -4.88% -2.58%
Data as of 02/03/2021, Source: Lyxor International Asset Management

Calendar Performance

Product 2020 2019 2018 2017
Lyxor Fed Funds US Dollar Cash UCITS ETF - Acc ETF -8.01% 3.99% 6.9% -11.36%
Solactive Fed Funds Effective Rate Total Return Index Benchmark Index -7.91% 4.1% 7.01% -11.27%
Data as of 02/03/2021, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
02/03/2021 87.5131 EUR 33m EUR
01/03/2021 87.5931 EUR 34m EUR
26/02/2021 86.9694 EUR 33m EUR
25/02/2021 86.3577 EUR 33m EUR
24/02/2021 87.0805 EUR 33m 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
DUMMY SOLACTIVE FED FUNDS TR INDEX USD 100%
US FED FUND EFFECT USD 0%
Name Listing Currency Quantity Weight
T 2 3/4 11/15/47 USD 98,523 27.15%
T 3 11/15/44 USD 47,430 13.6%
T 2 3/4 02/15/28 USD 45,542 12.49%
TII 0 1/8 01/15/30 USD 13,251 3.61%
T 0 5/8 05/15/30 USD 11,898 2.75%
LITHUN 6 5/8 02/01/22 USD 1,000 2.62%
AFDB 3 12/06/21 USD 1,026 2.6%
T 0 06/12/24 USD 902 2.29%
WSTP 0 01/11/23 USD 877 2.18%
T 3 1/8 05/15/48 USD 6,826 2.02%
Swap Information
Basket Adjustment The basket is daily adjusted to the fund outstanding level.
Counterparty Risk Level N/A
Swap Counterparty Société Générale
Date 01/03/2021

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 Fed Funds US Dollar Cash UCITS ETF - Acc

1Y Tracking Difference -0.1%
Total Expense Ratio +0.1%
Swap price component estimation =0%

Index Information

Full Name Solactive Fed Funds Effective Rate Total Return Index
Index Type Performance
Index Bloomberg Ticker SOFEDL01
Index Currency USD
Number of Index Components 1
Further Information www.solactive.com
Data as of 02/03/2021

Index Composition Breakdown

Sector Breakdown

100%

Maturity Breakdown

Ratings Breakdown

NR 100%

Currency Breakdown

USD 100%

Countries Breakdown

United States 100%
Data as of 01/03/2021, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN LU1233598447
UCITS Yes
Share Class Currency USD
Assets Under Management 33.5m EUR
Total Expense Ratio 0.1%
Dividend Treatment Capitalisation
EU-SD Status In Scope
Fund Type SICAV
Domicile Luxembourg
Replication Method Indirect (Swap Based)
Umbrella AUM 38,998.2m EUR
Portfolio Managers Raphaël Dieterlen, Jean-Marc Guiot
Swap Counterparty Société Générale
Full Property of the Assets Yes
Financial Year End 31/12/2021
Inception Date 05/06/2015
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
LSE FEDF LN USD - 10/07/2015 Capitalisation 105,196USD LU1233598447 40m USD
LSE FEDG LN GBP - 10/07/2015 Capitalisation 208,573GBP LU1233598447 29m GBP
Borsa Italiana FEDF IM EUR - 03/07/2015 Capitalisation 112,518EUR LU1233598447 33m EUR
*Related Shareclasses

Market Makers

Flow Traders
Société Générale
Data provided by relevant exchanges

Passporting Information

UK
Spain
Germany
Norway
Italy
Finland
Sweden
France
Austria
Luxembourg
Denmark
Netherlands
Switzerland
Data as of 02/03/2021, Source: Lyxor International Asset Management

NEWS

Notice to Shareholders
12/02/2020

Notice to Shareholders MERGER - Lyxor Fed Funds US Dollar Cash UCITS ETF and ComStage FED Funds Effective Rate Index UCITS ETF

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