Ossiam US Steepener UCITS ETF 1C (USD)
LU1965301184
Ossiam US Steepener UCITS ETF 1C (USD)/ LU1965301184 /
NAV2024-06-17 |
Chg.-0.0890 |
Type of yield |
Investment Focus |
Investment company |
123.2350USD |
-0.07% |
reinvestment |
Alternative Investments
AI Managed Futures
|
Ossiam ▶ |
Investment strategy
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.
Investment goal
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.
Master data
Type of yield: |
reinvestment |
Funds Category: |
Alternative Investments |
Country: |
United States of America |
Branch: |
AI Managed Futures |
Benchmark: |
Solactive US Treasury Yield Curve Steepener 2-5 vs 10-30 Index |
Business year start: |
01-01 |
Last Distribution: |
- |
Depository bank: |
State Street Bank International GmbH |
Fund domicile: |
Luxembourg |
Distribution permission: |
Germany, Switzerland, Luxembourg |
Fund manager: |
- |
Fund volume: |
167.28 mill.
USD
|
Launch date: |
2019-08-01 |
Investment focus: |
- |
Conditions
Issue surcharge: |
3.00% |
Max. Administration Fee: |
0.30% |
Minimum investment: |
1.00 USD |
Deposit fees: |
- |
Redemption charge: |
3.00% |
Key Investor Information: |
Download (Print version) |
Investment company
Funds company: |
Ossiam |
Address: |
36 rue Brunel, 75017, Paris |
Country: |
France |
Internet: |
www.ossiam.com
|
Assets
Alternative Investments |
|
100.00% |
Countries
United States of America |
|
94.92% |
Others |
|
5.08% |
Currencies
US Dollar |
|
94.92% |
Others |
|
5.08% |