INFL

Lyxor EUR 2-10Y Inflation Expectations UCITS ETF - Acc

Latest NAV
109.7253 EUR
Performance YTD

8.87%

Assets Under Management
1,667m EUR
TER
0.25%
ISIN
LU1390062245
Dividend Policy
Capitalisation
Investment Objective

The Lyxor EUR 2-10Y Inflation Expectations UCITS ETF - Acc is a UCITS compliant exchange traded fund that aims to track the benchmark index Markit iBoxx EUR Breakeven Euro-Inflation France & Germany Index Nominal TRI. The index is designed to provide exposure to breakeven inflation by entering into a long position in inflation-linked bonds issued by France and Germany and a short position in France and Germany sovereign bonds with adjacent durations. Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index.

INFL

Lyxor EUR 2-10Y 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 1Y 3Y 5Y
Lyxor EUR 2-10Y Inflation Expectations UCITS ETF - Acc 10.5% 4.53% 1.74%
Benchmark Index 11.01% 4.96% 2.13%
Data as of 27/09/2022, Source: Lyxor International Asset Management
Product YTD 1M 3M 1Y 3Y 5Y 10Y ALL
Lyxor EUR 2-10Y Inflation Expectations UCITS ETF - Acc 8.87% -1.85% 0.52% 10.5% 14.24% 9.01% - 9%
Benchmark Index 9.25% -1.82% 0.64% 11.01% 15.63% 11.1% - 11.21%
Data as of 27/09/2022, Source: Lyxor International Asset Management
Product 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012
Lyxor EUR 2-10Y Inflation Expectations UCITS ETF - Acc 7.28% -2.86% -1.6% -2.77% - - - - - -
Benchmark Index 7.72% -2.52% -1.25% -2.43% - - - - - -
Data as of 27/09/2022, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
27/09/2022 109.9162 EUR 1,676m EUR
26/09/2022 110.679 EUR 1,702m EUR
23/09/2022 111.1428 EUR 1,709m EUR
22/09/2022 111.6567 EUR 1,695m EUR
21/09/2022 111.5871 EUR 1,695m 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
FRTR 2 11/25/32 EUR 17.61% Government France
FRTR 2 3/4 10/25/27 EUR 16.59% Government France
FRTR 5 3/4 10/25/32 EUR 12.13% Government France
DBR 0 02/15/30 EUR 9.89% Government Germany
OBL 0 04/10/26 EUR 9.31% Government Germany
FRANCE (GOVT OF) 3.15 25/07/2032 EUR -13.08% Government France
FRTR 0.7 07/25/30 EUR -13.44% Government France
DBRI 0.1 04/15/26 EUR -13.75% Government Germany
DBRI 0 1/2 04/15/30 EUR -17.55% Government Germany
FRANCE (GOVT OF) 1.85 25/07/2027 EUR -19.57% Government France
Name Listing Currency Quantity Weight Sector Country
FRENCH REPUBL OAT 0% 25Feb27 EUR 82.32m 4.38% Government France
EUROPEAN INVE 2.25% 15Mar30 EUR 52.81m 3.01% Government
ONTARIO TEACH 1.85% May32 EUR 49.51m 2.59% Government Canada
CAISSE D AMOR 0.125% 15Sep31 EMTN EUR 53.7m 2.5% Government France
SPAIN (KINGDO 0.45% 31Oct22 EUR 37.34m 2.21% Government Spain
ACTION LOGEME 0.375% 05Oct31 EMTN EUR 40.4m 1.93% Government France
EFSF 2.375% Jun32 EUR 32.9m 1.88% Government
BNG BANK NV 0.125% Apr33 EMTN EUR 42.22m 1.86% Government Netherlands
EIB 3.625% Mar42 EMTN EUR 25.51m 1.73% Government
CAISSE D AMOR 0.6% 25Nov29 EUR 31.8m 1.62% Government France
Swap Information
Basket Adjustment The basket is daily adjusted to the fund outstanding level.
Counterparty Risk Level N/A
Swap Counterparty Société Générale
Date 23/09/2022

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 EUR 2-10Y Inflation Expectations UCITS ETF - Acc

1Y Tracking Difference -0.51%
Total Expense Ratio +0.25%
Swap price component estimation =-0.26%

Index Information

Full Name Markit iBoxx EUR Breakeven Euro-Inflation France & Germany Index Nominal TRI
Index Type Performance
Index Bloomberg Ticker IBXXEBF1
Index Currency EUR
Number of Index Components 0
Further Information www.markit.com/indices

INDEX ANALYTICS

Coupon Rate (%) -0.52
Convexity (%) -9.41
Data as of 01/09/2022

Index Composition Breakdown

Maturity Breakdown

3-5Y 22.13%
5-7Y 26.23%
7-10Y 21.91%
10-15Y 29.74%

Ratings Breakdown

AAA 31.31%
AA 68.69%

Sector Breakdown

Government 100%

Currency Breakdown

EUR 100%

Countries Breakdown

France 68.69%
Germany 31.31%
Data as of 23/09/2022, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN LU1390062245
UCITS Yes
Share Class Currency EUR
Assets Under Management 1,667.1m EUR
Total Expense Ratio 0.25%
Dividend Treatment Capitalisation
Tax data (PEA) No
EU-SD Status In Scope
Fund Type SICAV
Domicile Luxembourg
Replication Method Indirect (Unfunded swap)
Umbrella AUM 45,857.1m EUR
Portfolio Managers Raphaël Dieterlen, Sebastien Foy
Swap Counterparty Société Générale
Full Property of the Assets Yes
Financial Year End 31/12/2022
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
SIX Swiss Ex INFL SW EUR - 02/06/2017 Capitalisation - LU1390062245 1,676m EUR
Borsa Italiana INFL IM EUR - 12/09/2017 Capitalisation - LU1390062245 1,676m EUR
Xetra EUIN GY EUR - 16/11/2016 Capitalisation - LU1390062245 1,676m EUR
LSE INFL LN GBP - 17/05/2016 Capitalisation - LU1390062245 1,496m GBP
Euronext INFL FP EUR - 05/05/2016 Capitalisation - LU1390062245 1,676m 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
Data as of 27/09/2022, Source: Lyxor International Asset Management

NEWS

Notice to Shareholders
20/05/2022

Notice to Shareholders Change of Registered Office - Multi Units Luxembourg

Notice to Shareholders
29/04/2022

Notice to Shareholders Lyxor International Asset Management Merger - Amundi

Notice to Shareholders
08/04/2022

Notice to Shareholders Multi Units Luxembourg - Annual General Meeting Of Shareholders

Notice to Shareholders
08/04/2022

Notice to Shareholders Annual General Meeting 2022 - Multi Units Luxembourg

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