INFU

Lyxor US$ 10Y Inflation Expectations UCITS ETF - Acc

Latest NAV
94.0855 EUR
Performance YTD

9.51%

Assets Under Management
309m EUR
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 YTD 1M 3M 1Y 3Y 5Y 10Y ALL
Lyxor US$ 10Y Inflation Expectations UCITS ETF - Acc ETF 9.51% 1.76% 3.41% 10.64% 3.13% 3.83% - 6.98%
Markit iBoxx USD Breakeven 10-Year Inflation Index Benchmark Index 9.74% 1.79% 3.5% 11.04% 4.22% 5.66% - 8.95%
Data as of 27/07/2021, Source: Lyxor International Asset Management
Product 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011
Lyxor US$ 10Y Inflation Expectations UCITS ETF - Acc ETF -7.65% 3.66% 3.53% -11.86% - - - - - -
Markit iBoxx USD Breakeven 10-Year Inflation Index Benchmark Index -7.32% 4.03% 3.89% -11.56% - - - - - -
Data as of 27/07/2021, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
27/07/2021 94.0855 EUR 309m EUR
26/07/2021 94.5341 EUR 310m EUR
23/07/2021 94.2929 EUR 309m EUR
22/07/2021 93.5953 EUR 307m EUR
21/07/2021 93.6887 EUR 314m 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
TII 0 1/8 01/15/31 USD 28.11% Communication Services United States
TII 0 1/8 07/15/30 USD 28.03% Communication Services United States
TII 0 1/8 01/15/30 USD 20.01% Communication Services United States
TII 0 1/4 07/15/29 USD 12.11% Communication Services United States
TII 0 7/8 01/15/29 USD 7.31% Communication Services United States
T 1 5/8 08/15/29 USD -5.14% Government United States
T 1 1/2 02/15/30 USD -10.14% Government United States
T 0 5/8 05/15/30 USD -24.56% Communication Services United States
T 0 7/8 11/15/30 USD -27.11% Government United States
T 0 5/8 08/15/30 USD -27.22% Communication Services United States
Name Listing Currency Quantity Weight Sector Country
T 0 5/8 11/30/27 USD 684,895 18.38% Communication Services United States
T 2 3/8 11/15/49 USD 575,675 17.44% Government United States
T 2 3/8 05/15/27 USD 328,118 9.79% Government United States
T 2 3/4 02/15/28 USD 270,082 8.32% Communication Services United States
WIT 0 3/8 09/30/27 USD 239,559 6.35% Communication Services United States
T 2 7/8 05/15/28 USD 186,167 5.75% Government United States
T 2 1/4 02/15/27 USD 179,999 5.35% Government United States
T 2 3/8 05/15/51 USD 143,125 4.35% Communication Services United States
T 2 11/15/26 USD 143,248 4.18% Government United States
WIT 0 1/2 10/31/27 USD 100,576 2.68% Communication Services 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 27/07/2021

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$ 10Y Inflation Expectations UCITS ETF - Acc

1Y Tracking Difference -0.4%
Total Expense Ratio +0.25%
Swap price component estimation =-0.15%

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 13
Further Information www.markit.com/indices

INDEX ANALYTICS

Coupon Rate (%) -0.7
Maturity (Years) 8.7
Convexity (%) -3.5
Data as of 27/07/2021

Index Composition Breakdown

Maturity Breakdown

5-7Y 4.43%
7-10Y 95.57%

Sector Breakdown

Government 100%

Ratings Breakdown

AA 100%

Currency Breakdown

USD 100%

Countries Breakdown

United States 100%
Data as of 27/07/2021, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN LU1390062831
UCITS Yes
Share Class Currency USD
Assets Under Management 308.5m EUR
Total Expense Ratio 0.25%
Dividend Treatment Capitalisation
EU-SD Status In Scope
Fund Type SICAV
Domicile Luxembourg
Replication Method Indirect (Swap Based)
Umbrella AUM 46,599.4m EUR
Portfolio Managers Raphaël Dieterlen, Sebastien Foy
Swap Counterparty Société Générale
Full Property of the Assets Yes
Financial Year End 31/12/2021
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 17,762GBP LU1390062831 263m GBP
LSE INFU LN USD - 17/05/2016 Capitalisation 271,833USD LU1390062831 365m USD
SIX Swiss Ex INFU SW USD - 02/06/2017 Capitalisation 276,537USD LU1390062831 365m USD
Borsa Italiana INFU IM EUR - 31/01/2017 Capitalisation 423,760EUR LU1390062831 309m EUR
Xetra UINF GY EUR - 16/11/2016 Capitalisation 54,388EUR LU1390062831 309m EUR
Euronext INFU FP EUR - 05/05/2016 Capitalisation 115,639EUR LU1390062831 309m 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 27/07/2021, Source: Lyxor International Asset Management

NEWS

Notice to Shareholders
06/05/2021

Notice to Shareholders Annual general meeting Multi Units Luxembourg

Product News
21/05/2019

Product News US Inflation-sensitive Bonds Performance report Q1 2019

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