FLTU

Lyxor US Curve Flattening 2-10 UCITS ETF - Acc

Latest NAV
97.0266 USD
Performance YTD

-4.6%

Assets Under Management
2m USD
TER
0.3%
ISIN
LU2018761762
Dividend Policy
Capitalisation
Investment Objective

The Lyxor US Curve Flattening 2-10 UCITS ETF - Acc is a UCITS compliant exchange traded fund that aims to track the Solactive USD Daily (x7) Flattener 2-10 Index. The index tracks the investment performance of a systematic strategy whose returns are directly linked to changes in the US treasury yield curve. The index is constructed such that for a 1bp decrease in the steepness of the curve, the index is expected to increase roughly 7bps, though market factors may cause some deviation. The index consists of two underlying components: a short position in the 2Y US Treasury Bond Futures and a long position in the 10Y US Treasury Ultra Bond Futures. Further index details and methodology may be found at www.solactive.com. Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index.

PLEASE BE INFORMED THAT THIS ETF WILL BE LIQUIDATED AS OF 26.05.2021. FOR FURTHER DETAILS PLEASE REFER TO THE INVESTOR NOTICE IN THE “DOCUMENTS” SECTIONS.

FLTU

Lyxor US Curve Flattening 2-10 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 US Curve Flattening 2-10 UCITS ETF - Acc ETF -4.6% -0.21% -2.15% -5.12% -6.12% - - -5.35%
Solactive USD Daily (x7) Flattener 2-10 Index Benchmark Index -4.41% -0.17% -2.02% -4.87% -5.61% - - -4.48%
Data as of 13/05/2021, Source: Lyxor International Asset Management

Calendar Performance

Product 2020 2019 2018 2017
Lyxor US Curve Flattening 2-10 UCITS ETF - Acc ETF -0.29% - - -
Solactive USD Daily (x7) Flattener 2-10 Index Benchmark Index 0.26% - - -
Data as of 13/05/2021, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
13/05/2021 97.0266 USD 2m USD
12/05/2021 96.8447 USD 2m USD
11/05/2021 97.2628 USD 2m USD
10/05/2021 97.3495 USD 2m USD
07/05/2021 97.4551 USD 1m 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 Ultra Fut Jun21 USD 77.63%
US 2YR NOTE (CBT) Jun21 USD -378.23%
Name Listing Currency Quantity Weight
WIT 1 1/4 03/31/28 USD 6,347 28.98%
ONTTFT 2 04/16/31 USD 546 24.89%
T 1 7/8 06/30/26 USD 3,422 16.55%
WIT 0 1/2 10/31/27 USD 1,980 8.65%
T 2 5/8 02/15/29 USD 1,158 5.8%
T 1 7/8 01/31/22 USD 929 4.33%
TII 0 1/8 01/15/30 USD 611 3.18%
T 1 1/2 08/15/26 USD 648 3.06%
BRCOL 2.65 09/22/21 USD 62 2.88%
T 2 7/8 08/15/28 USD 246 1.25%
Swap Information
Basket Adjustment The basket is daily adjusted to the fund outstanding level.
Counterparty Risk Level N/A
Swap Counterparty Société Générale
Date 12/05/2021

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 US Curve Flattening 2-10 UCITS ETF - Acc

1Y Tracking Difference -0.51%
Total Expense Ratio +0.3%
Swap price component estimation =-0.21%

Index Information

Full Name Solactive USD Daily (x7) Flattener 2-10 Index
Index Type Performance
Index Bloomberg Ticker SOUD7FTT
Index Currency USD
Number of Index Components 1
Further Information www.solactive.com

Index Composition Breakdown

Sector Breakdown

Government 100%

Maturity Breakdown

0-1Y 100%

Ratings Breakdown

AA 100%

Currency Breakdown

USD 100%

Countries Breakdown

United States 100%
Data as of 12/05/2021, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN LU2018761762
UCITS Yes
Share Class Currency USD
Assets Under Management 2.2m USD
Total Expense Ratio 0.3%
Dividend Treatment Capitalisation
EU-SD Status In Scope
Fund Type SICAV
Domicile Luxembourg
Replication Method Indirect (Swap Based)
Umbrella AUM 51,100.9m USD
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 18/07/2019
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 FLTU LN USD - 10/09/2019 Capitalisation 19,459USD LU2018761762 2m USD
BX Swiss FLTU BW CHF - 30/10/2019 Capitalisation - LU2018761762 2m CHF
Euronext FLTU FP EUR - 10/09/2019 Capitalisation 5,297EUR LU2018761762 2m EUR
Xetra FLTU GY EUR - 10/09/2019 Capitalisation 29,202EUR LU2018761762 2m EUR
Borsa Italiana FLTU IM EUR - 10/09/2019 Capitalisation 7,940EUR LU2018761762 2m EUR
*Related Shareclasses

Market Makers

Flow Traders
Société Générale
Data provided by relevant exchanges

Passporting Information

Spain
Austria
Norway
Luxembourg
Italy
Netherlands
Finland
Germany
Sweden
UK
France
Denmark
Switzerland
Data as of 13/05/2021, Source: Lyxor International Asset Management

DOCUMENTS

ETF Name Type Language Publication Date Size
Lyxor US Curve Flattening 2-10 UCITS ETF - Acc
Factsheets English 30/04/2021 170 Ko
Lyxor US Curve Flattening 2-10 UCITS ETF - Acc
Prospectus English 01/04/2021 3851 Ko
Lyxor US Curve Flattening 2-10 UCITS ETF - Acc
KIID Norwegian 19/02/2021 170 Ko
Lyxor US Curve Flattening 2-10 UCITS ETF - Acc
Annual Reports English 31/12/2020 6408 Ko

NEWS

Notice to Shareholders
06/05/2021

Notice to Shareholders Annual general meeting Multi Units Luxembourg

Notice to Shareholders
22/04/2021

Notice to Shareholders Liquidation Lyxor US Curve Flattening 2-10 UCITS ETF

Protect myself product range icon

See the range

Protect myself