CSH

Lyxor Euro Overnight Return UCITS ETF - Acc

Latest NAV
102.9218 EUR
Performance YTD

-0.35%

Assets Under Management
848m EUR
TER
0.1%
ISIN
FR0010510800
Dividend Policy
Capitalisation
Investment Objective

The Lyxor Euro Overnight Return UCITS ETF - Acc is a UCITS compliant ETF that aims to track the benchmark index Solactive Euro Overnight Return Index. The Solactive Euro Overnight Return Index is calculated from the Euro Short Term Rate (ESTER) plus 0.085%. ESTER uses transaction data from the daily money exchange reports from the 52 largest banks in the Eurozone. It is calculated and published by the European Central Bank (ECB). Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index. For more information about this index, please visit: www.solactive.com.

CSH

Lyxor Euro Overnight Return UCITS ETF - Acc

PERFORMANCE

Performance history

The fund’s performance track record is that of Lyxor Euro Overnight Return UCITS ETF - Acc until 06/09/2018. This fund was absorbed by Lyxor Euro Overnight Return UCITS ETF - Acc on 06/09/2018.

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 10Y
Lyxor Euro Overnight Return UCITS ETF - Acc -0.7% -0.68% -0.62% -0.38%
Benchmark Index -0.49% -0.47% -0.43% -0.25%
Data as of 27/06/2022, Source: Lyxor International Asset Management
Product YTD 1M 3M 1Y 3Y 5Y 10Y ALL
Lyxor Euro Overnight Return UCITS ETF - Acc -0.35% -0.06% -0.18% -0.7% -2.03% -3.08% -3.73% -2.61%
Benchmark Index -0.24% -0.04% -0.13% -0.49% -1.41% -2.13% -2.49% -0.99%
Data as of 27/06/2022, Source: Lyxor International Asset Management
Product 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012
Lyxor Euro Overnight Return UCITS ETF - Acc -0.69% -0.68% -0.6% -0.56% -0.46% -0.41% -0.11% 0.02% 0.04% 0.12%
Benchmark Index -0.49% -0.47% -0.4% -0.37% -0.36% -0.32% -0.11% 0.09% 0.09% 0.23%
Data as of 27/06/2022, Source: Lyxor International Asset Management

At 21/08/2019, the index reference changed from FTSE MTS Eonia Investable Index to Solactive Euro Overnight Return Index.

NAV History

Date NAV Currency Fund AUM
27/06/2022 102.9218 EUR 848m EUR
24/06/2022 102.925 EUR 848m EUR
23/06/2022 102.9269 EUR 865m EUR
22/06/2022 102.9318 EUR 865m EUR
21/06/2022 102.9338 EUR 850m 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
Solactive Euro Overnight Return Index EUR 100%
Name Listing Currency Quantity Weight Sector Country
BTPS 0.65 05/15/26 EUR 69,437 9.6% Government Italy
EU 1 07/06/32 EUR 73.95m 8.19% Government Supranationals
SPGB 0.45 10/31/22 EUR 50,706 6.18% Government Spain
EU 0.8 07/04/25 EUR 48.73m 5.84% Government Supranationals
KFW 0 01/10/31 EUR 53,146 5.52% Government Development Banks Germany
SPGBEI 0.7 11/30/33 EUR 31,844 4.6% Government Spain
BERGER 0 5/8 03/20/26 EUR 27,305 3.21% Government Germany
RY Float 01/31/24 EUR 25,557 3.13% Financials Canada
BGB 4 1/4 03/28/41 EUR 1.53bn 2.4% Government Belgium
EU 0.2 06/04/36 EUR 19,993 1.85% Government Supranationals
Swap Information
Basket Adjustment The basket is daily adjusted to the fund outstanding level.
Counterparty Risk Level N/A
Swap Counterparty Société Générale
Date 06/06/2022

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 Euro Overnight Return UCITS ETF - Acc

1Y Tracking Difference -0.21%
Total Expense Ratio +0.1%
Swap price component estimation =-0.11%

Index Information

Full Name Solactive Euro Overnight Return Index
Index Type Performance
Index Bloomberg Ticker SOEUONRT
Index Currency EUR
Number of Index Components 1
Further Information www.solactive.com
Data as of 27/06/2022

Index Composition Breakdown

Sector Breakdown

100%

Maturity Breakdown

Ratings Breakdown

NR 100%

Currency Breakdown

EUR 100%

CHARACTERISTICS

Main Fund Characteristics

ISIN FR0010510800
UCITS Yes
Share Class Currency EUR
Assets Under Management 847.7m EUR
Total Expense Ratio 0.1%
Dividend Treatment Capitalisation
Original inception date 13/09/2007
EU-SD Status In Scope
Fund Type SICAV
Domicile France
Replication Method Indirect (Unfunded swap)
Umbrella AUM 22,501.1m 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 05/09/2018
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 CSHD LN USD - 06/09/2018 Capitalisation - FR0010510800 912m USD
BX Swiss LYCSH BW EUR - 17/12/2019 Capitalisation - FR0010510800 872m EUR
Xetra LYXCSH GY EUR - 06/09/2018 Capitalisation - FR0010510800 872m EUR
Borsa Italiana LEONIA IM EUR - 06/09/2018 Capitalisation - FR0010510800 872m EUR
Euronext CSH FP EUR - 06/09/2018 Capitalisation - FR0010510800 872m EUR
*Related Shareclasses

Market Makers

Commerzbank
Flow Traders
Société Générale
Data provided by relevant exchanges

Passporting Information

UK
France
Italy
Germany
Spain
Austria
Netherlands
Sweden
Finland
Norway
Denmark
Switzerland
Data as of 27/06/2022, Source: Lyxor International Asset Management

DOCUMENTS

NEWS

Notice to Shareholders
18/02/2022

Notice to Shareholders Multi Units France - Notice of meeting

Notice to Shareholders
23/12/2021

Notice to Shareholders Modification of the Benchmark Index - Lyxor Euro Overnight Return

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

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