INFU

Lyxor US$ 10Y Inflation Expectations UCITS ETF - Acc

Latest NAV
82.9503 GBP
Performance YTD

-2.26%

Assets Under Management
334m GBP
TER
0.25%
ISIN
LU1390062831
Dividend Policy
Capitalisation
Investment Objective

The Lyxor US$ 10Y Inflation Expectations UCITS ETF - Acc is a UCITS compliant exchange traded fund that aims to track the benchmark index Markit iBoxx USD Breakeven 10-Year Inflation Index. The index is representative of the performance of a long position in the 6 last issuances of U.S. 10-year Treasury Inflation-Protected securities and a short position in U.S. Treasury bonds with adjacent durations. The difference in yield between these bonds is commonly referred to as a “breakeven rate of inflation” and is considered to be a measure of the market’s expectations for inflation over a specified period of time. Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index.

INFU

Lyxor US$ 10Y Inflation Expectations 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 US$ 10Y Inflation Expectations UCITS ETF - Acc 6.99% 1.19% -0.58%
Benchmark Index 7.37% 1.55% -0.23%
Data as of 13/01/2022, Source: Lyxor International Asset Management
Product YTD 1M 3M 1Y 3Y 5Y 10Y ALL
Lyxor US$ 10Y Inflation Expectations UCITS ETF - Acc -2.26% -2.93% -0.62% 6.99% 3.61% -2.86% - 19.08%
Benchmark Index -2.24% -2.89% -0.53% 7.37% 4.72% -1.14% - 21.46%
Data as of 13/01/2022, Source: Lyxor International Asset Management
Product 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012
Lyxor US$ 10Y Inflation Expectations UCITS ETF - Acc 10.36% -2.45% -2.13% 4.69% -8.34% - - - - -
Benchmark Index 10.75% -2.1% -1.79% 5.05% -8.03% - - - - -
Data as of 13/01/2022, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
13/01/2022 82.9503 GBP 334m GBP
12/01/2022 83.5021 GBP 340m GBP
11/01/2022 84.5065 GBP 342m GBP
10/01/2022 84.186 GBP 362m GBP
07/01/2022 84.1123 GBP 353m GBP

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
TII 0 1/8 01/15/31 USD 56.15% Government United States
TII 0 1/8 07/15/31 USD 56.14% Government United States
TII 0 1/8 07/15/30 USD 39.99% Government United States
TII 0 1/8 01/15/30 USD 24.21% Government United States
TII 0 1/4 07/15/29 USD 14.65% Government United States
T 1 1/2 02/15/30 USD -0.15% Government United States
T 0 5/8 05/15/30 USD -0.19% Government United States
T 0 7/8 11/15/30 USD -0.54% Government United States
T 1 5/8 05/15/31 USD -0.59% Government United States
T 1 1/8 02/15/31 USD -0.59% Government United States
Name Listing Currency Quantity Weight Sector Country
T 0 5/8 08/15/30 USD 851,606 16.81% Government United States
T 2 3/8 05/15/51 USD 713,526 16.39% Government United States
T 2 1/4 11/15/27 USD 654,484 14.65% Government United States
WIT 0 1/2 10/31/27 USD 672,496 13.6% Government United States
WIT 0 3/4 01/31/28 USD 484,725 9.94% Government United States
T 2 3/8 11/15/49 USD 193,947 4.44% Government United States
TII 0 1/8 04/15/25 USD 119,917 2.94% Government United States
TII 0 1/8 10/15/24 USD 117,111 2.89% Government United States
TII 0 1/2 04/15/24 USD 109,254 2.75% Government United States
TII 0 3/4 02/15/42 USD 81,342 2.57% 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 12/01/2022

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 US$ 10Y Inflation Expectations UCITS ETF - Acc

1Y Tracking Difference -0.38%
Total Expense Ratio +0.25%
Swap price component estimation =-0.13%

Index Information

Full Name Markit iBoxx USD Breakeven 10-Year Inflation Index
Index Type Performance
Index Bloomberg Ticker IBXXUBF1
Index Currency USD
Number of Index Components 14
Further Information www.markit.com/indices

INDEX ANALYTICS

Coupon Rate (%) -1.03
Maturity (Years) 8.74
Convexity (%) -5
Data as of 12/01/2022

Index Composition Breakdown

Sector Breakdown

Government 200%

Maturity Breakdown

7-10Y 200%

Ratings Breakdown

AA 200%

Currency Breakdown

USD 200%

Countries Breakdown

United States 200%
Data as of 12/01/2022, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN LU1390062831
UCITS Yes
Share Class Currency USD
Assets Under Management 333.7m GBP
Total Expense Ratio 0.25%
Dividend Treatment Capitalisation
EU-SD Status In Scope
Fund Type SICAV
Domicile Luxembourg
Replication Method Indirect (Unfunded swap)
Umbrella AUM 42,749.6m GBP
Portfolio Managers Raphaël Dieterlen, Sebastien Foy
Swap Counterparty Société Générale
Full Property of the Assets Yes
Financial Year End 31/12/2022
Inception Date 13/04/2016
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 INFG LN GBP - 17/05/2016 Capitalisation 36,443GBP LU1390062831 334m GBP
LSE INFU LN USD - 17/05/2016 Capitalisation 794,826USD LU1390062831 458m USD
SIX Swiss Ex INFU SW USD - 02/06/2017 Capitalisation 13,506USD LU1390062831 458m USD
Borsa Italiana INFU IM EUR - 31/01/2017 Capitalisation 715,692EUR LU1390062831 400m EUR
Xetra UINF GY EUR - 16/11/2016 Capitalisation 511,343EUR LU1390062831 400m EUR
Euronext INFU FP EUR - 05/05/2016 Capitalisation 296,913EUR LU1390062831 400m EUR
*Related Shareclasses

Market Makers

Flow Traders
Société Générale
Data provided by relevant exchanges

Passporting Information

Luxembourg
UK
Norway
Finland
Italy
Spain
Sweden
Germany
France
Denmark
Austria
Netherlands
Switzerland
Ireland
Singapore
Korea
Data as of 13/01/2022, Source: Lyxor International Asset Management

NEWS

Notice to Shareholders
06/05/2021

Notice to Shareholders Annual general meeting Multi Units Luxembourg

Blog
25/02/2019

Blog Playing the Powell Put

Blog
09/02/2018

Blog Prepare your portfolio for rising bond yields and inflation

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