Ossiam US Steepener 2C (USD)/  LU1991353761  /

The Ossiam US Steepener Strategy aims at replicating the performance of the Solactive US Treasury Yield Curve Steepener 2-5 vs 10-30 Index, a buyer/seller trading strategy on US Treasury futures, designed to benefit from a potential increase in the slope of the US interest rates, or yield curve, while limiting the portfolio sensitivity to a parallel shift of the yield curve. The slope of the yield curve is measured as the difference between US long-term (10 and 30-Year) and shortterm rates (2 and 5-Year). To benefit from an increase of the slope, the index is buying short-term US Treasury futures and selling long-term US Treasury futures at the same time. To limit the portfolio sensitivity to a parallel shift of the yield curve, the "buyer" and the "seller" legs are adjusted during each rebalancing to reach a duration neutral exposure to USD interest rates.

The Ossiam US Steepener Strategy aims at replicating the performance of the Solactive US Treasury Yield Curve Steepener 2-5 vs 10-30 Index, a buyer/seller trading strategy on US Treasury futures, designed to benefit from a potential increase in the slope of the US interest rates, or yield curve, while limiting the portfolio sensitivity to a parallel shift of the yield curve.