DSUS

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

Latest NAV
91.4817 EUR
Performance YTD

47.88%

Assets Under Management
34m 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 56.51% 9.5% 6.23%
Benchmark Index 57.06% 9.91% 6.63%
Data as of 21/09/2022, Source: Lyxor International Asset Management
Product YTD 1M 3M 1Y 3Y 5Y 10Y ALL
Lyxor 10Y US Treasury Daily (-2x) Inverse UCITS ETF - Acc 47.88% 7.35% 9.98% 56.51% 31.27% 35.29% - 29.73%
Benchmark Index 48.25% 7.38% 10.08% 57.06% 32.75% 37.89% - 33.72%
Data as of 21/09/2022, Source: Lyxor International Asset Management
Product 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012
Lyxor 10Y US Treasury Daily (-2x) Inverse UCITS ETF - Acc 13.55% -22.4% -5.5% 7.82% -13.74% 1.78% 8.08% - - -
Benchmark Index 13.95% -22.08% -5.12% 8.25% -13.44% 2.11% 8.38% - - -
Data as of 21/09/2022, Source: Lyxor International Asset Management

At 21/08/2019, the index reference changed from SGI Double Short 10y US Treasury Index (TR) to Solactive 10Y US Treasury Futures Daily (-2x) Inverse Index.

NAV History

Date NAV Currency Fund AUM
21/09/2022 91.4817 EUR 34m EUR
20/09/2022 91.0278 EUR 34m EUR
19/09/2022 90.0475 EUR 34m EUR
16/09/2022 89.2748 EUR 41m EUR
15/09/2022 89.9755 EUR 41m 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
US 10YR NOTE (CBT)Sep22 USD 100% United States
Name Listing Currency Quantity Weight Sector Country
T 1 5/8 05/15/31 USD 106,738 23.95% Government United States
TII 3 7/8 04/15/29 USD 24,281 13.4% Government United States
T 0 5/8 05/15/30 USD 53,049 11.11% Government United States
T 1 3/8 11/15/31 USD 28,382 6.16% Government United States
TII 0 3/4 07/15/28 USD 20,488 6.15% Government United States
T 1 1/4 08/15/31 USD 17,347 3.73% Government United States
T 2 3/8 05/15/51 USD 17,160 3.49% Government United States
TII 0 3/8 07/15/27 USD 10,932 3.32% Government United States
WFC 0 10/31/23 USD 954 2.46% Financials United States
TII 0 1/8 01/15/30 USD 7,400 2.05% 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 21/09/2022

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 -0.55%
Total Expense Ratio +0.2%
Swap price component estimation =-0.35%

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 0
Further Information www.solactive.com

Index Composition Breakdown

Sector Breakdown

100%

Maturity Breakdown

5-7Y 100%

Ratings Breakdown

NR 100%

Currency Breakdown

USD 100%

Countries Breakdown

United States 100%
Data as of 29/08/2022, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN FR0011607084
UCITS Yes
Share Class Currency USD
Assets Under Management 34.4m 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 22,317.3m EUR
Portfolio Managers Raphaël Dieterlen, Jean-Marc Guiot
Swap Counterparty Société Générale
Full Property of the Assets Yes
Financial Year End 31/10/2022
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
LSE DSUS LN USD - 14/02/2014 Capitalisation - FR0011607084 34m USD
Borsa Italiana DSUS IM EUR - 16/10/2014 Capitalisation - FR0011607084 34m EUR
Euronext DSUS FP EUR - 24/01/2014 Capitalisation - FR0011607084 34m EUR
*Related Shareclasses

Market Makers

Flow Traders
Société Générale
Data provided by relevant exchanges

Passporting Information

France
Finland
Spain
Sweden
Italy
Norway
Denmark
UK
Netherlands
Data as of 21/09/2022, Source: Lyxor International Asset Management

NEWS

Notice to Shareholders
18/02/2022

Notice to Shareholders Multi Units France - Notice of meeting

Notice to Shareholders
08/12/2021

Notice to Shareholders Prospectus amendment - Lyxor ETF

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

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