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SPDR® Barclays US Treasury Bond UCITS ETF

Fund Objective

The objective of the SPDR Barclays US Treasury Bond UCITS ETF is to track the performance of the US Treasury bond market. It aims to do this by tracking the Barclays US Treasury Index as closely as possible.

Important Risk Information

ETFs trade like stocks, are subject to investment risk, fluctuate in market value and may trade at prices above or below the ETFs net asset value. Brokerage commissions and ETF expenses will reduce returns.

Bond funds contain interest rate risk (as interest rates rise bond prices usually fall); the risk of issuer default; issuer credit risk; liquidity risk; and inflation risk.

Index Description

The Barclays US Treasury Index includes public obligations of the US Treasury, ie US government bonds. Certain Treasury bills are excluded by a maturity constraint. In addition, certain special issues, such as state and local government series bonds (SLGs), as well as US Treasury TIPS, are excluded.

Fund Information

As of 23/05/2013
ISIN IE00B44CND37
iNAV Ticker* .INSYBTE
Inception Date 03/06/2011
Countries of Registration FINLAND, France, Germany, Ireland, Italy, NORWAY, Netherlands, Sweden, Switzerland, United Kingdom
Base Currency USD
Income Treatment Distribution
Settlement Cycle DD+3
Trading Cycle DD
TER 0.15%
Benchmark Barclays Capital US Treasury Index
Minimum Investment 1 Share
Trading Currency EUR,USD,CHF
UCITS Compliant Yes
Domicile Ireland
Investment Manager State Street Global Advisors Limited
Fund Umbrella SSgA SPDR ETFs Europe I plc
Replication Method Physical - Sampled
Distribution Frequency Semi-Annual
PEA Eligible No
ISA Eligible Yes
SIPP Eligible Yes
UK Reporting Status Yes

*These ticker codes are representative of the primary listing exchange.

Listing and Ticker Information

Deutsche Börse (Primary)
Trading Currency EUR
Listing Date 31/05/2011
Exchange Ticker SYBT
SEDOL Code B3SW5W5
Bloomberg Code SYBT GY
Reuters Code TSYE.DE
London Stock Exchange
Trading Currency USD
Listing Date 26/07/2011
Exchange Ticker TRSY
SEDOL Code B44CND3
Bloomberg Code TRSY LN
Reuters Code TRSY.L
Euronext
Trading Currency EUR
Listing Date 05/10/2011
Exchange Ticker TSYE
SEDOL Code B3Y3TL9
Bloomberg Code TSYE FP
Reuters Code TSYE.PA
SIX Exchange
Trading Currency CHF
Listing Date 31/01/2012
Exchange Ticker TRSY
SEDOL Code B77M5X5
Bloomberg Code TRSY SW
Reuters Code TRSY.S

Fund Performance

As of 30/04/2013
Fund Index
1 Month 0.90% 0.89%
3 Month 1.49% 1.52%
YTD 0.66% 0.70%
1 Year 2.45% 2.56%
3 Year - 5.33%
5 Year - 5.00%
Since Inception
03/06/2011
4.88% 4.98%

Performance greater than one year represents annualised performance.

Past performance is not an indicator of future performance. The contained performance data do not take account of the commissions and costs incurred on the issue and redemption, or purchases and sale, of units. If the performance is calculated on the basis of net asset values that are not denominated in the accounting currency of the collective investment scheme, its value may rise or fall as a result of currency fluctuations.

Fund Market Price

As of 23/05/2013
Bid Price €81.93
Offer Price €82.06
Closing Price €82.00
Bid/Offer Spread €0.13
Day High €82.00
Day Low €82.00
52 Week High €90.01
52 Week Low €77.15
Shares in Issue 0

Data sourced from Deutsche Börse.

Fund Net Asset Value

As of 23/05/2013
NAV $105.91
Assets Under Management (millions) $13.98
Shares in Issue 132,000
NAV History XLS

INAV

As of 24/05/2013 18:00:57 GMT+01:00
iNAV Ticker CURRENCY INAV
.INSYBTEEUR €82.03
.INSYBTUSD $105.98
.INSYBTPGBP £70.11
.INSYBTCCHF 101.94

The Indicative NAV per share should not be viewed as the actual NAV per share. The Indicative NAV per share is provided for reference purposes only and may differ from the actual NAV per share calculated in accordance with the Prospectus.

Fund Characteristics

As of 30/04/2013
Current Yield 2.32%
Effective Convexity 0.67%
Effective Duration 5.39
Number of Holdings 140
Yield to Maturity 0.81%
Average Maturity in Years 6.56
Average Price $109.71
Distribution Yield 1.31%

Performance Chart

Annualized
as of 1 Month 3 Month YTD 1 Year 3 Year 5 Year Since Inception
03/06/2011
Fund 30/04/2013 0.90% 1.49% 0.66% 2.45% - - 4.88%
Index 30/04/2013 0.89% 1.52% 0.70% 2.56% 5.33% 5.00% 4.98%

Performance greater than one year represents annualised performance.

Past performance is not an indicator of future performance. The contained performance data do not take account of the commissions and costs incurred on the issue and redemption, or purchases and sale, of units. If the performance is calculated on the basis of net asset values that are not denominated in the accounting currency of the collective investment scheme, its value may rise or fall as a result of currency fluctuations.

Performance Graphs

Month End as of 30/04/2013
Inception Date: 03/06/2011
<performance fundName="SPDR&lt;sup&gt;®&lt;/sup&gt; Barclays US Treasury Bond UCITS ETF" bmarkName="Barclays Capital US Treasury Index"><funds><field>1 Month</field><fund>0.90</fund><index>0.89</index></funds><funds><field>3 Month</field><fund>1.49</fund><index>1.52</index></funds><funds><field>YTD</field><fund>0.66</fund><index>0.70</index></funds><funds><field>1 Year</field><fund>2.45</fund><index>2.56</index></funds><funds><field>3 Year</field><fund>N/A</fund><index>5.33</index></funds><funds><field>5 Year</field><fund>N/A</fund><index>5.00</index></funds><funds><field>Since Inception</field><fund>4.88</fund><index>4.98</index></funds></performance>

Aggregate Performance

As of 1 Month 3 Month YTD 1 Year 3 Year 5 Year Since Inception
03/06/2011
Fund 30/04/2013 0.90% 1.49% 0.66% 2.45% - - 9.51%
Index 30/04/2013 0.89% 1.52% 0.70% 2.56% 16.86% 27.61% 9.72%

Performance greater than one year represents cumulative performance.

Calendar Performance

As of 30/04/2013
2013 2012 2011
Fund 0.66% 1.87% 6.80%
Index 0.70% 1.99% 6.83%

This information is annual performance for the calendar year shown with exception of the current year, where performance shown is year to date.

Fund Top Holdings

As of 30/04/2013
Security Name Weight
US TREASURY N/B 2.375 02/28/2015 2.18%
US TREASURY N/B 4.5 05/15/2017 2.09%
US TREASURY N/B 2.375 09/30/2014 2.02%
US TREASURY N/B 2.125 11/30/2014 1.91%
US TREASURY N/B 2.75 05/31/2017 1.73%
US TREASURY N/B 2.375 10/31/2014 1.68%
US TREASURY N/B 2.75 02/15/2019 1.66%
US TREASURY N/B 2.25 01/31/2015 1.62%
US TREASURY N/B 2.625 11/15/2020 1.58%
US TREASURY N/B 4.25 08/15/2015 1.55%
Download Daily Holdings XLS

Fund Country Weights Allocation

As of 30/04/2013
Country Name Weight
United States 100.00%

Fund Sector Allocation

As of 30/04/2013
<component><componentDisplayValues><displayLabel>Fund Sector Allocation</displayLabel></componentDisplayValues><attributes><value>99.89</value><name>Treasury</name></attributes><attributes><value>0.11</value><name>Cash</name></attributes></component>

Fund Quality Breakdown

As of 30/04/2013
Aaa 100.00%
100.00%

Fund Maturity Ladder

As of 30/04/2013
0 - 1 Year 0.11%
1 - 2 Years 22.08%
2 - 3 Years 16.12%
3 - 5 Years 24.84%
5 - 7 Years 12.01%
7 - 10 Years 12.50%
10 - 15 Years 1.43%
15 - 20 Years 0.91%
20 - 30 Years 10.00%
100.00%

Performance Net of All Fees.

First net asset value taken into account corresponds to the first end of month following complete investment of the portfolio in agreement with the policy of management. Historical performance is not necessarily indicative of actual future investment performance.

Barclays is a trademark of Barclays, the investment banking division of Barclays Bank PLC ("Barclays") and has been licensed for use in connection with the listing and trading of the SPDR Barclays ETFs. The products are not sponsored by, endorsed, sold or promoted by Barclays and Barclays makes no representation regarding the advisability of investing in them.