Lyxor S&P 500 VIX Futures Enh.Roll UE A./  LU0832435464  /

Fonds
NAV1/27/2023 Chg.-0.0283 Type of yield Investment Focus Investment company
2.2165EUR -1.26% reinvestment Special Type Worldwide Amundi Asset Mgmt. 

Investment strategy

The investment objective is to track both the upward and downward evolution of the S&P 500 VIX Futures Enhanced Roll Index (code Bloomberg : SPVIXETR) ("Benchmark Index"), representative of a strategy on the US equity market expected volatility through a basket of S&P500 VIX futures listed on the CBOE.Moreover, for exposure to be maintained, the futures contract positions must be "rolled": rolling futures contracts consists of transferring a position on futures contracts nearing maturity (and, in any case, before expiry of the futures contracts) onto futures contracts with a longer maturity. Investors are exposed to a risk of loss or gain arising from the roll operation on the futures contracts. The anticipated level of the tracking error under normal market conditions is expected to be 0.25%. The Fund seeks to achieve its objective via indirect replication by entering into an over-the-counter swap contract (financial derivative instrument, the “FDI”). The Fund may also invest in a diversified portfolio of international equities, whose performance will be exchanged against the performance of the benchmark Index via the FDI.
 

Investment goal

The investment objective is to track both the upward and downward evolution of the S&P 500 VIX Futures Enhanced Roll Index (code Bloomberg : SPVIXETR) ("Benchmark Index"), representative of a strategy on the US equity market expected volatility through a basket of S&P500 VIX futures listed on the CBOE.Moreover, for exposure to be maintained, the futures contract positions must be "rolled": rolling futures contracts consists of transferring a position on futures contracts nearing maturity (and, in any case, before expiry of the futures contracts) onto futures contracts with a longer maturity. Investors are exposed to a risk of loss or gain arising from the roll operation on the futures contracts.
 

Master data

Type of yield: reinvestment
Funds Category: Special Type
Region: Worldwide
Branch: ETF Special
Benchmark: S&P 500 VIX Futures Roll Enhanced TR
Business year start: 1/1
Last Distribution: -
Depository bank: Société Générale Luxembourg
Fund domicile: Luxembourg
Distribution permission: Austria, Germany
Fund manager: Raphaël Dieterlen, Jean-Marc Guiot
Fund volume: -
Launch date: 9/25/2012
Investment focus: -

Conditions

Issue surcharge: 0.00%
Max. Administration Fee: 0.60%
Minimum investment: 1.00 EUR
Deposit fees: -
Redemption charge: 0.00%
Ongoing charges (12/31/2021): 0.60%
Key Investor Information: Download (Print version)
 

Investment company

Funds company: Amundi Asset Mgmt.
Address: 90 boulevard Pasteur, 75015, Paris
Country: France
Internet: www.amundi.fr/
 

Countries

Global
 
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