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Please read the important information below before continuing to our website

The information on this website is published in the UK by Lyxor Asset Management UK LLP (Lyxor UK), which is authorized by Financial Services Authority in the UK, under FSA Registration Number 435658.


The website is hosted by Société Générale, Tours Société Générale, 17 cours Valmy 92987 Paris La Défense (technical team e-mail:


professional client is one of the following:

– an entity required to be authorised or regulated to operate in the financial markets. The following list includes all authorised entities carrying out the characteristic activities of the entities mentioned, whether authorised by an EEA State or a third country and whether or not authorised by reference to a directive:

  • a credit institution
  • an investment firm
  • any other authorised or regulated financial institution
  • an insurance company
  • a collective investment scheme or the management company of such a scheme
  • a pension fund or the management company of a pension fund
  • a commodity or commodity derivatives dealer
  • a local firm
  • any other institutional investor


– in relation to MiFID or equivalent third country business, a large undertaking, meeting two of the following size requirements on a company basis:


  • balance sheet total of EUR 20,000,000
  • net turnover of EUR 40,000,000
  • own funds of EUR 2,000,000


– in relation to business that is neither MiFID or equivalent third country business, a large undertaking meeting either of the following conditions:


  • a body corporate (including a limited liability partnership) which has (or any of whose holding companies or subsidiaries has) called up share capital of at least £10 million (or its equivalent in any other currency at the relevant time);
  • a large undertaking that meets (or any of whose holding companies or subsidiaries meets) two of the following tests: (i) a balance sheet total of EUR 12,500,000; (ii) a net turnover of EUR 25,000,000; (iii) an average number of employees during the year of 250;
  • a national or regional government, a public body that manages public debt, a central bank, an international or supranational institution (such as the World Bank, the IMF, the ECP, the EIB) or another similar international organisation;
  • another institutional investor whose main activity is to invest in financial instruments (in relation to the firm's MiFID or equivalent third country business) or designated investments (in relation to the firm's other business). This includes entities dedicated to the securitisation of assets or other financing transactions.


The above definition is only an extract and is not exhaustive. For further details please refer to the Glossary section of the FSA Handbook:



Marketing Restrictions and Implications


Lyxor UCITS compliant Exchange Traded Funds (Lyxor UCITS ETFs) referred to on this website are open ended mutual investment funds (i) established under the French law and approved by theAutorité des Marchés Financiers (the French Financial Markets Authority), or (ii) established under the Luxembourg law and approved by the Commission de Surveillance du Secteur Financier (the Luxembourg Financial Supervisory Committee). Most, if not all, of the protections provided by theUK regulatory system generally and for UK authorised funds do not apply to these exchange traded funds (ETFs). In particular, investors should note that holdings in this product will not be covered by the provisions of the Financial Services Compensation Scheme, or by any similar scheme in France.


This website is exclusively intended for persons who are not "US persons", as such term is defined in Regulation S or the US Securities Act 1933, as amended, and who are not physically present in the US. This website does not constitute an offer or an invitation to purchase any securities in the United States or in any other jurisdiction in which such offer or invitation is not authorised or to any person to whom it is unlawful to make such offer or solicitation. Potential users of this website are requested to inform themselves about and to observe any such restrictions.



Index Replication Process


Lyxor UCITS ETFs follow both physical and synthetic index replication process.


However, most Lyxor UCITS ETFs follow synthetic replication process. This consists of entering into a derivative transaction (a ‘Performance Swap’, as defined below) with a counterparty that provides complete and effective exposure to its benchmark index. Lyxor has adopted this methodology in order to minimise tracking error, optimise transaction costs and reduce operational risks.


A Performance Swap is a contractual agreement which is negotiated over-the-counter (OTC) between two parties: the Lyxor UCITS ETF and its counterparty. From a risk perspective, each Performance Swap ranks equally with other senior unsecured obligations of the counterparty, such as common bonds (i.e., same rights to payments). In the Performance Swap, the counterparty of the Lyxor UCITS ETF commits to pay the Lyxor UCITS ETF a variable return based on a pre-determined benchmark index, instead of a fixed stream of income (as in bonds). At the same time, the counterparty will receive from the Lyxor UCITS ETF the performance and any related revenues generated by the basket's assets (excluding the value of the Performance Swap) held by the Lyxor UCITS ETF. Information provided on individual ETFs includes data on the basket relating to the ETF and the percentage value of the basket represented by each asset. The information is relevant to the closing values on the date given. 


Investment Risks


The Lyxor UCITS ETFs described on this website are not suitable for everyone. Investors' capital is at risk. Investors should not deal in this product unless they understand, having obtained independent professional advice where necessary, its nature, terms and conditions, and the extent of their exposure to risk. The value of the product can go down as well as up and can be subject to volatility due to factors such as price changes in the underlying instrument and interest rates. If a fund is quoted in a different currency to the index, currency risks exist.


Prior to any investment in any Lyxor UCITS ETF, you should make your own appraisal of the risks from a financial, legal and tax perspective, without relying exclusively on the information provided by us. We recommend that you consult your own independent professional advisors (including legal, tax, financial or accounting advisors, as appropriate).


Specific Risks


Counterparty risk:


Through Lyxor UCITS ETFs, investors are exposed to counterparty risk resulting from the use of OTC swaps with Société Générale. Pursuant to the UCITS Directive 2009/65/EC (as may be amended), the exposure of a UCITS to a swap counterparty which is a credit institution for the purpose of the Directive, cannot exceed 10% of the total fund assets. It is recommended that potential investors study the fund prospectus before investing.


As of 1st January 2013, the long term, senior, unsecured debt obligations of Société Générale were rated A by Standard and Poor’s Ratings Services (S&P) and A2 by Moody’s Investor’s Services Inc (Moody’s). Companies are rated by S&P from AAA (highest rating / most secure) to D (lowest rating / in default / most risky), and by Moody’s from Aaa (highest rating / most secure) to C (lowest rating / in default / most risky).


Liquidity risk:


Société Générale is not the only market-maker for Lyxor UCITS ETFs. Société Générale and any other market makers supporting Lyxor UCITS ETFs on exchange must follow the respective London Stock Exchange (LSE) requirements and guidelines. On-exchange liquidity may be limited as a result of a suspension in the underlying market represented by the index tracked by the ETF; a failure in the LSE, Société Générale or other market-maker systems; or an abnormal trading situation or event.


The securities can be neither offered in nor transferred to the United States.




The tax statement is only a general guide. The tax treatment of investments will depend on an individual’s circumstances. If investors are in any doubt as to their tax position, they must consult with an appropriate professional tax adviser. This statement of the UK tax treatment of the product is based on our understanding of the laws and practice in force as of the date of this document and is subject to any changes in law and the interpretation and application thereof, which changes could be made with retroactive effect.


Further information on the risk factors are available in the Risk Warning section of the website.


Any fund prospectus and supplements are available at Information given about the past performance of the funds is no guarantee of future performance. No investment decision should be taken without reading the fund prospectus and any fund supplement of the fund concerned.


Although the content of the website is based upon information that Lyxor UK and / or Société Générale consider reliable or comes from sources that Lyxor UK and / or Société Générale consider reliable, neither Lyxor UK nor Société Générale have verified such information. Lyxor UK and Société Générale make no representation or warranty as to the accuracy, completeness or adequacy of any information.  Any reproduction, disclosure or dissemination of the materials available on the website is prohibited.




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Legal Documents
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Annual Reports (119)
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Search result :

890 results
ETF NameISINTypeLanguagePublication DateSizeDownload
MR-Lyxor STOXX Europe 600 (DR) EUR Monthly Hedged UCITS ETFLU1574142243FactsheetsEnglish20 Apr 2017268 Ko
MR-Lyxor STOXX Europe 600 (DR) EUR Monthly Hedged UCITS ETFLU1574142243FactsheetsFrench20 Apr 2017264 Ko
KID-Lyxor $ Floating Rate Note UCITS ETF - C-USDLU1571051751KIIDEnglish12 Apr 2017193 Ko
KID-Lyxor $ Floating Rate Note UCITS ETF - C-USDLU1571051751KIIDFrench12 Apr 2017193 Ko
KID-Lyxor $ Floating Rate Note UCITS ETF - Monthly Hedged C-EURLU1571052056KIIDEnglish12 Apr 2017194 Ko
KID-Lyxor $ Floating Rate Note UCITS ETF - Monthly Hedged C-EURLU1571052056KIIDFrench12 Apr 2017194 Ko
PR-Lyxor Stoxx Europe 600 (DR)LU0908500753ProspectusEnglish12 Apr 20171062 Ko
PR-Lyxor Stoxx Europe 600 (DR)LU0908500753ProspectusFrench12 Apr 20171062 Ko
KID-Lyxor STOXX Europe 600 (DR) EUR Monthly Hedged UCITS ETFLU1574142243KIIDEnglish06 Apr 2017195 Ko
MR-Lyxor BOT MTS Ex-Bank of Italy (DR) UCITS ETFLU1287024076FactsheetsEnglish31 Mar 2017219 Ko
MR-Lyxor BOT MTS Ex-Bank of Italy (DR) UCITS ETFLU1287024076FactsheetsFrench31 Mar 2017219 Ko
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MR-Lyxor Commodities CRB Ex-Energy Thomson Reuters/Corecommodity UCITS ETFFR0010358887FactsheetsFrench31 Mar 2017231 Ko
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MR-Lyxor Commodities CRB Thomson Reuters/Corecommodity UCITS ETFFR0010318998FactsheetsFrench31 Mar 2017233 Ko
MR-Lyxor EuroMTS 15+Y Investment Grade (DR) UCITS ETFLU1287023268FactsheetsEnglish31 Mar 2017241 Ko
MR-Lyxor EuroMTS 15+Y Investment Grade (DR) UCITS ETFLU1287023268FactsheetsFrench31 Mar 2017242 Ko
MR-Lyxor EuroMTS 5-7Y Investment Grade (DR) UCITS ETFLU1287023003FactsheetsEnglish31 Mar 2017237 Ko
MR-Lyxor EuroMTS 5-7Y Investment Grade (DR) UCITS ETFLU1287023003FactsheetsFrench31 Mar 2017239 Ko
MR-Lyxor EuroMTS 7-10Y Investment Grade (DR) UCITS ETFLU1287023185FactsheetsFrench31 Mar 2017239 Ko
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MR-Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond (DR) UCITS ETFLU1287023342FactsheetsFrench31 Mar 2017239 Ko
MR-Lyxor EuroMTS Inflation Linked Investment Grade (DR) UCITS ETFFR0010174292FactsheetsEnglish31 Mar 2017238 Ko
MR-Lyxor EuroMTS Inflation Linked Investment Grade (DR) UCITS ETFFR0010174292FactsheetsFrench31 Mar 2017240 Ko
MR-Lyxor Fed Funds US Dollar Cash UCITS ETFLU1233598447FactsheetsEnglish31 Mar 2017202 Ko