Simplify Intermediate Term Treasury Futures Strategy ETF
NAV Change- $ 0.11 /0.83%
Price Change- $ 0.11 /0.83%
The fund looks to target the duration of the ICE 20+ Year US Treasury Index by investing in Treasury futures in the intermediate portion of the curve using 10-Year US Treasury futures contracts. The fund is designed to provide significant duration from only a modest capital allocation while simultaneously attempting to harvest yield curve efficiencies from the belly of the curve.
The fund can be used as a replacement for less efficient long duration holdings, as a means of increasing capital efficiency of intermediate duration portfolio allocations, or as a building block within innovative portfolio solutions such as risk parity.