INFU

Lyxor US$ 10Y Inflation Expectations UCITS ETF - Acc

Latest NAV
109.6359 GBP
Performance YTD

28.9%

Assets Under Management
276m 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 33.6% 9.68% 7.36%
Benchmark Index 34.09% 10.08% 7.74%
Data as of 27/09/2022, Source: Lyxor International Asset Management
Product YTD 1M 3M 1Y 3Y 5Y 10Y ALL
Lyxor US$ 10Y Inflation Expectations UCITS ETF - Acc 28.9% 6.32% 14.3% 33.6% 31.99% 42.63% - 57.03%
Benchmark Index 29.25% 6.35% 14.41% 34.09% 33.42% 45.18% - 60.59%
Data as of 27/09/2022, 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 27/09/2022, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
27/09/2022 109.3937 GBP 275m GBP
26/09/2022 108.973 GBP 274m GBP
23/09/2022 108.2538 GBP 276m GBP
22/09/2022 105.1949 GBP 266m GBP
21/09/2022 104.2655 GBP 265m 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 01/15/32 USD 27.99% Government United States
TII 0 5/8 07/15/32 USD 27.96% Government United States
TII 0 1/8 07/15/31 USD 20.05% Government United States
TII 0 1/8 01/15/31 USD 12.13% Government United States
TII 0 1/8 07/15/30 USD 7.39% Government United States
T 1 1/8 02/15/31 USD -6.2% Government United States
T 1 1/4 08/15/31 USD -11.79% Government United States
T 1 3/8 11/15/31 USD -25.76% Government United States
T 2 7/8 05/15/32 USD -25.77% Government United States
T 1 7/8 02/15/32 USD -25.78% Government United States
Name Listing Currency Quantity Weight Sector Country
THE UNITED ST TSY 0.125% 15Jan31 USD 46.91m 15.85% Government United States
THE UNITED ST TSY 1.375% 15Nov31 USD 56.02m 15.35% Government United States
THE UNITED ST TSY 0.625% 15May30 USD 43.65m 11.56% Government United States
THE UNITED ST TSY 0.625% 15Aug30 USD 33.2m 8.72% Government United States
THE UNITED ST TSY 0.25% 15Jul29 USD 21.42m 7.6% Government United States
THE UNITED ST TSY 0.125% 15Jan30 USD 21.08m 7.29% Government United States
THE UNITED ST TSY 2.375% 15Nov49 USD 25.36m 6.6% Government United States
THE UNITED ST TSY 0.125% 15Jul30 USD 18.1m 6.27% Government United States
UNITED STATES TSY 1.75% 15Jan28 USD 6.38m 3.04% Government United States
THE UNITED ST TSY 0.125% 15Feb52 USD 11.86m 2.85% 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 23/09/2022

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 US$ 10Y Inflation Expectations UCITS ETF - Acc

1Y Tracking Difference -0.49%
Total Expense Ratio +0.25%
Swap price component estimation =-0.24%

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 0
Further Information www.markit.com/indices

INDEX ANALYTICS

Coupon Rate (%) -1.66
Maturity (Years) 9.11
Convexity (%) -11.02
Data as of 01/09/2022

Index Composition Breakdown

Sector Breakdown

Government 100%

Maturity Breakdown

7-10Y 100%

Ratings Breakdown

AA 100%

Currency Breakdown

USD 100%

Countries Breakdown

United States 100%
Data as of 23/09/2022, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN LU1390062831
UCITS Yes
Share Class Currency USD
Assets Under Management 276m 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 41,094.9m 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 - LU1390062831 275m GBP
LSE INFU LN USD - 17/05/2016 Capitalisation - LU1390062831 297m USD
SIX Swiss Ex INFU SW USD - 02/06/2017 Capitalisation - LU1390062831 297m USD
Borsa Italiana INFU IM EUR - 31/01/2017 Capitalisation - LU1390062831 308m EUR
Xetra UINF GY EUR - 16/11/2016 Capitalisation - LU1390062831 308m EUR
Euronext INFU FP EUR - 05/05/2016 Capitalisation - LU1390062831 308m 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 27/09/2022, Source: Lyxor International Asset Management

NEWS

Notice to Shareholders
20/05/2022

Notice to Shareholders Change of Registered Office - Multi Units Luxembourg

Notice to Shareholders
29/04/2022

Notice to Shareholders Lyxor International Asset Management Merger - Amundi

Notice to Shareholders
08/04/2022

Notice to Shareholders Multi Units Luxembourg - Annual General Meeting Of Shareholders

Notice to Shareholders
08/04/2022

Notice to Shareholders Annual General Meeting 2022 - Multi Units Luxembourg

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