BTP1S

Lyxor BTP Monthly (-1x) Inverse UCITS ETF - Acc

Latest NAV
35.5044 EUR
Performance YTD

2.18%

Assets Under Management
11m EUR
TER
0.4%
ISIN
LU1523098561
Dividend Policy
Capitalisation
Investment Objective

The Lyxor BTP Monthly (-1x) Inverse UCITS ETF - Acc is a UCITS compliant exchange traded fund that aims to track the benchmark index Solactive Monthly Short BTP Futures Index. The Fund aims to track the performance of the Solactive Monthly Short BTP Futures Index. The Index provides the performance of a short position on a basket of rolling Euro-BTP futures, which represent Italian 10-year government bonds. The position is rolled on a quarterly basis on the first calculation date immediately preceding the expiry of the first nearby contract. Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index.

BTP1S

Lyxor BTP Monthly (-1x) Inverse 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 BTP Monthly (-1x) Inverse UCITS ETF - Acc ETF 2.18% 1.39% 3.22% 0.45% -11.13% -20.42% - -27.81%
Solactive Monthly Short BTP Futures Index Benchmark Index 2.39% 1.43% 3.36% 0.74% -10.61% -18.98% - -25.94%
Data as of 11/05/2021, Source: Lyxor International Asset Management

Calendar Performance

Product 2020 2019 2018 2017
Lyxor BTP Monthly (-1x) Inverse UCITS ETF - Acc ETF -10.14% -14.23% -2.04% -
Solactive Monthly Short BTP Futures Index Benchmark Index -9.59% -13.7% -1.45% -
Data as of 11/05/2021, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
11/05/2021 35.5044 EUR 11m EUR
10/05/2021 35.3311 EUR 11m EUR
07/05/2021 35.4069 EUR 11m EUR
06/05/2021 35.2886 EUR 11m EUR
05/05/2021 35.2542 EUR 11m 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
Euro-BTP Future Jun21 EUR 100%
Name Listing Currency Quantity Weight
SPGBR 0 10/31/24 EUR 11 10.39%
DEXGRP 0 1/4 06/02/22 EUR 13 6.13%
DBRR 0 01/04/37 EUR 41.26m 3.83%
DBRR 0 07/04/42 EUR 41.3m 3.7%
DBRS 0 07/04/24 EUR 38.24m 3.63%
BNG 0 1/8 04/19/33 EUR 289 2.67%
IREIM 1 07/01/30 EUR 235 2.28%
DANBNK 0 7/8 05/22/23 EUR 237 2.27%
FDX 1 01/11/23 EUR 216 2.06%
BAMIIM 1 01/23/25 EUR 210 2.06%
Swap Information
Basket Adjustment The basket is daily adjusted to the fund outstanding level.
Counterparty Risk Level N/A
Swap Counterparty Société Générale
Date 10/05/2021

1 week moving average of counterparty risk level

Leverage details
Future price at last leverage reset 147.68
LastLeverageResetDate 2021-05-03
Data as of 2021-05-10 00:00:00.0

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 BTP Monthly (-1x) Inverse UCITS ETF - Acc

1Y Tracking Difference -0.52%
Total Expense Ratio +0.4%
Swap price component estimation =-0.12%

Index Information

Full Name Solactive Monthly Short BTP Futures Index
Index Type Performance
Index Bloomberg Ticker SOLMSBTP
Index Currency EUR
Number of Index Components 1
Further Information www.solactive.com

Index Composition Breakdown

Sector Breakdown

Government 100%

Maturity Breakdown

7-10Y 100%

Ratings Breakdown

BBB 100%

Currency Breakdown

EUR 100%

Countries Breakdown

Italy 100%
Data as of 07/05/2021, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN LU1523098561
UCITS Yes
Share Class Currency EUR
Assets Under Management 10.7m EUR
Total Expense Ratio 0.4%
Dividend Treatment Capitalisation
EU-SD Status In Scope
Fund Type SICAV
Domicile Luxembourg
Replication Method Indirect (Swap Based)
Umbrella AUM 12,110.7m EUR
ISA Yes
SIPP Yes
German Tax Transparency Yes
Financial Year End 31/10/2021
Portfolio Managers Raphaël Dieterlen, Sebastien Foy
Swap Counterparty Société Générale
Full Property of the Assets Yes
UKFRS Yes
Inception Date 22/11/2016
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
Borsa Italiana BTP1S IM EUR - 10/01/2017 Capitalisation 54,355EUR LU1523098561 11m EUR
*Related Shareclasses

Market Makers

Flow Traders
Société Générale
Data provided by relevant exchanges

Passporting Information

Luxembourg
UK
Spain
Germany
Sweden
Italy
France
Data as of 11/05/2021, Source: Lyxor International Asset Management

NEWS

Notice to Shareholders
28/01/2021

Notice to Shareholders Annual general meeting of Lyxor Index Fund

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