Four new Lyxor commodity index ETFs launched on Xetra ETFs track strategy indices in the commodities sector

26 March 2012

Deutsche Börse continues to expand its XTF segment for exchange-traded index funds. Four new Lyxor commodity index ETFs have been tradable since Monday.

ETF name: Lyxor ETF Broad Commodities Momentum TR Asset class: commodity index ETF

ISIN: LU0721447596

Total expense ratio: 0.35 percent

Distribution policy: non-distributing

Benchmark: S&P Commodities Curve Momentum Beta+ TR TM

The Lyxor ETF Broad Commodities Momentum TR tracks a strategy index weighted according to the situation in the commodities market. This means that in a backwardation situation, commodities have a heavier weighting in order to realise rolling profits. Rolling profits are generated when shorter futures are more expensive than longer ones.

ETF name: Lyxor ETF Broad Commodities Optimix TR Asset class: commodity index ETF

ISIN: LU0721447919

Total expense ratio: 0.35 percent

Distribution policy: non-distributing

Benchmark: S&P Commodities Optimix TR TM

The Lyxor ETF Broad Commodities Optimix TR tracks a strategy index that aims for an optimum rolling mechanism. The best time to roll a future is determined for each of the 24 commodities on the basis of factors such as the futures curve, seasonal fluctuations and historical patterns.

ETF name: Lyxor ETF S&P GSCI Aggregate 3 Months Forward Asset class: commodity index ETF

ISIN: LU0721447083

Total expense ratio: 0.35 percent

Distribution policy: non-distributing

Benchmark: S&P GSCI 3-Month Forward Capped Sector Equal Weight Composite Index

The Lyxor ETF S&P GSCI Aggregate 3 Months Forward enables investors to participate in the performance of the three equally weighted commodities sectors energy, metals, and agriculture and livestock. It is based on futures contracts with 3-month terms.

ETF name: Lyxor ETF S&P GSCI Aggregate Inverse 1 Month Forward Asset class: commodity index ETF

ISIN: LU0721446606

Total expense ratio: 0.40 percent

Distribution policy: non-distributing

Benchmark: S&P GSCI Inverse 1-Month Forward Capped Sector Equal Weight Composite Index Total Return

The Lyxor ETF S&P GSCI Aggregate Inverse 1 Month Forward enables investors also to participate in the inverse performance of the three equally weighted commodities sectors energy, metals, and agriculture and livestock. This is based on futures contracts with 1-month terms.

The product offering in Deutsche Börse’s XTF segment currently comprises a total of 952 exchange-listed index funds, while the average monthly trading volume stands at €16 billion.

Xetra® and XTF® are registered trademarks of Deutsche Börse AG.

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