STPU
•
Fixed Income
LYXOR US CURVE STEEPENING 2-10 UCITS ETF - ACC
TER (bps):
30
AUM (USD m):
1,420
ISIN:
LU2018762653
Domicile:
Luxembourg
Share Class Currency:
USD
ESG:
No
Geographical Focus:
United States
As of:
28 Nov 2023
Climate Fund:
No
Benchmark
The Solactive USD Daily (x7) Steepener 2-10 Index tracks the investment performance of a systematic strategy whose returns are directly linked to changes in the US treasury yield curve. The index is constructed such that for a 1bp increase in the steepness of the curve, the index is expected to increase roughly 7bps, though market factors may cause some deviation. The index consists of two underlying components: a long position in the 2 Year US Treasury Bond Futures and a short position in the 10 Year US Treasury Ultra Bond Futures.
PERFORMANCE
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