0.83%
The Lyxor Fed Funds US Dollar Cash UCITS ETF - Acc is a UCITS compliant exchange traded fund that aims to track the benchmark index Solactive Fed Funds Effective Rate Total Return Index. The Solactive Fed Funds Effective Rate Total Return Index is representative of the performance of a cash notional deposit paying the Federal Funds Effective Rate, which is the US short term reference rate for monetary market, with daily reinvestment of interest earned in the deposit. Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index.
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 | 6M | 1Y | 3Y | 5Y | ALL |
---|---|---|---|---|---|---|---|---|
Lyxor Fed Funds US Dollar Cash UCITS ETF - Acc ETF | 0.83% | -0.08% | -3.1% | -6.08% | -8.15% | 4.96% | -5.8% | -3.67% |
Solactive Fed Funds Effective Rate Total Return Index Benchmark Index | 0.83% | -0.07% | -3.07% | -6.03% | -8.05% | 5.29% | -5.31% | -3.17% |
Product | 2020 | 2019 | 2018 | 2017 |
---|---|---|---|---|
Lyxor Fed Funds US Dollar Cash UCITS ETF - Acc ETF | -8.01% | 3.99% | 6.9% | -11.36% |
Solactive Fed Funds Effective Rate Total Return Index Benchmark Index | -7.91% | 4.1% | 7.01% | -11.27% |
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 |
---|---|---|
DUMMY SOLACTIVE FED FUNDS TR INDEX | USD | 100% |
US FED FUND EFFECT | USD | 0% |
Name | Listing Currency | Quantity | Weight |
---|---|---|---|
T 2 1/4 08/15/46 | USD | 83,326 | 25.8% |
T 2 5/8 02/15/29 | USD | 49,722 | 15.91% |
T 3 02/15/49 | USD | 29,467 | 10.55% |
T 0 5/8 05/15/30 | USD | 11,990 | 3.23% |
AFDB 3 12/06/21 | USD | 1,018 | 2.93% |
T 3 1/8 05/15/48 | USD | 6,826 | 2.47% |
JPM 0 04/25/23 | USD | 822 | 2.33% |
C 0 05/20/22 | USD | 829 | 2.33% |
CHTR 0 02/01/24 | USD | 733 | 2.12% |
JPM 0 07/23/24 | USD | 718 | 2.05% |
Swap Information | |
---|---|
Basket Adjustment | The basket is daily adjusted to the fund outstanding level. |
Counterparty Risk Level | N/A |
Swap Counterparty | Société Générale |
Date | 13/01/2021 |
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
1Y Tracking Difference | -0.1% |
Total Expense Ratio | +0.1% |
Swap price component estimation | =0% |
Name | Currency | Weight |
---|---|---|
DUMMY SOLACTIVE FED FUNDS TR INDEX | USD | 100% |
US FED FUND EFFECT | USD | 0% |
Full Name | Solactive Fed Funds Effective Rate Total Return Index |
Index Type | Performance |
Index Bloomberg Ticker | SOFEDL01 |
Index Currency | USD |
Number of Index Components | 1 |
Further Information | www.solactive.com |
100% |
|
USD | 100% |
|
United States | 100% |
ISIN | LU1233598447 |
UCITS | Yes |
Share Class Currency | USD |
Assets Under Management | 29.2m EUR |
Total Expense Ratio | 0.1% |
Dividend Treatment | Capitalisation |
EU-SD Status | In Scope |
Fund Type | SICAV |
Domicile | Luxembourg |
Replication Method | Indirect (Swap Based) |
Umbrella AUM | 37,799.2m EUR |
ISA | Yes |
SIPP | Yes |
German Tax Transparency | Yes |
Financial Year End | 31/12/2021 |
Portfolio Managers | Raphaël Dieterlen, Jean-Marc Guiot |
Swap Counterparty | Société Générale |
Full Property of the Assets | Yes |
UKFRS | Yes |
Inception Date | 05/06/2015 |
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.
Exchange | Ticker Bloomberg | Listing Currency | Currency Hedged | Listing Date | Dividend Policy | ADV 3M | ISIN | Fund AUM in CCY |
---|---|---|---|---|---|---|---|---|
LSE | FEDG LN | GBP | - | 10/07/2015 | Capitalisation | 377,563GBP | LU1233598447 | 26m GBP |
LSE | FEDF LN | USD | - | 10/07/2015 | Capitalisation | 74,357USD | LU1233598447 | 35m USD |
Borsa Italiana | FEDF IM | EUR | - | 03/07/2015 | Capitalisation | 101,881EUR | LU1233598447 | 29m EUR |
Flow Traders |
Société Générale |
ETF Name | Type | Language | Publication Date | Size |
Lyxor Fed Funds US Dollar Cash UCITS ETF - Acc |
Factsheets | English | 31/12/2020 | 182 Ko |
Lyxor Fed Funds US Dollar Cash UCITS ETF - Acc |
Prospectus | English | 22/06/2020 | 4656 Ko |
Lyxor Fed Funds US Dollar Cash UCITS ETF - Acc |
KIID | English | 10/07/2020 | 206 Ko |
Lyxor Fed Funds US Dollar Cash UCITS ETF - Acc |
Annual Reports | English | 31/12/2019 | 8746 Ko |
Lyxor Fed Funds US Dollar Cash UCITS ETF - Acc |
Semi-Annual Reports | English | 30/06/2020 | 1997 Ko |
Lyxor Fed Funds US Dollar Cash UCITS ETF - Acc |
UKRFS Reports | English | 15/03/2019 | 262 Ko |
Lyxor Fed Funds US Dollar Cash UCITS ETF - Acc |
ESG | English | 31/12/2018 | 184 Ko |
Notice to Shareholders MERGER - Lyxor Fed Funds US Dollar Cash UCITS ETF and ComStage FED Funds Effective Rate Index UCITS ETF