TYDTYO Daily 7-10 Year Treasury Bull & Bear 3x Shares ETF

Overview

The Direxion Daily 7-10 Year Treasury Bull & Bear 3x Shares ETF seek daily investment results, before fees and expenses, of 300% or 300% of the inverse (or opposite) of the performance of the NYSE 7-10 Year Treasury Bond Index (AXSVTN). There is no guarantee the fund will meet its stated investment objective.

These leveraged ETFs seek a return that is +300% 0r -300% of the return of their benchmark index for a single day. The funds should not be expected to provide three times or negative three times the return of the benchmark’s cumulative return for periods greater than a day.

Fact Sheet  ETF Guide  Prospectus

Target Index

Target Index

The NYSE 7-10 Year Treasury Bond Index (AXSVTN) is a multiple-security fixed income index that aims to track the total returns of the intermediate 7 to 10 year maturity range of the U.S. Treasury bond market. The index constituent bonds are weighted by their relative amounts outstanding. One cannot directly invest in an Index.

 Index Credit Ratings (%)
Aaa 100
A 0
Baa 0
Aa 0

The credit ratings are published rankings based on detailed financial analysis by a credit bureau, specifically as it relates to the bond issuers ability to meet debt obligations. The highest rating is AAA, and the lowest is D. Securities with credit ratings of BBB are considered investment grade.

 Index Bond Maturities (%)
7 to 8 Years 36.25
8 to 9 Years 33.67
9 to 10 Years 30.08

 

Duration
Index Duration = 7.45 Years
Fund Duration = 22.35

Data as of 06/30/2014 is subject to change at any time.

Daily Holdings

Fund Symbol TYD TYO
Daily Target 300% -300%
Intra-day Indicative Value TYD.IV TYO.IV
Bloomberg Index Symbol AXSVTN AXSVTN
CUSIP 25459W565 25459W557
ISIN US25459W8626 US25459W5572
Gross Expense Ratio 2.08% 1.05%
Net Expense Ratio 0.95%* 0.95%*
Inception Date Apr 16, 2009 Apr 16, 2009

Pricing and Performance

Price Information
NAVs and market price information as of September 01, 2014

Ticker Fund Name NAV NAV Change $ NAV Change % Market Price Closing Market Price Closing Change($) Market Price Closing Change(%) Premium / Discount
TYD Daily 7-10 Year Treasury Bull 3x Shares 42.25 42.10 0.10 0.24 -0.15
TYO Daily 7-10 Year Treasury Bear 3x Shares 20.36 -0.01 -0.05 20.37 -0.02 -0.10 0.01

Performance
NAVs and market price information as of September 01, 2014

All data as of 8/31/2014
Ticker Fund Name   1 Mo % 3 Mo % YTD 1 YR % 3 YR % 5 YR % 10 YR % Since Inception Inception Date Expense Ratio* (Gross/Net %)
TYD Daily 7-10 Year Treasury Bull 3x Shares NAV -0.84 3.62 14.25 7.35 8.77 12.47 8.06 2.08 / 0.95
Market Close 0.57 6.43 15.85 8.42 9.25 12.74 8.31
TYO Daily 7-10 Year Treasury Bear 3x Shares NAV 0.19 -5.26 -16.53 -14.38 -15.89 -19.06 -16.17 1.05 / 0.95
Market Close 0.42 -4.95 -16.33 -13.95 -15.83 -18.96 -16.06
All data as of 6/30/2014
Ticker Fund Name   1 Mo % 3 Mo % YTD 1 YR % 3 YR % 5 YR % 10 YR % Since Inception Inception Date Expense Ratio* (Gross/Net %)
TYD Daily 7-10 Year Treasury Bull 3x Shares NAV -0.84 6.69 15.22 6.97 12.47 12.97 8.37 2.08 / 0.95
Market Close -0.72 6.54 15.19 7.17 12.41 12.76 8.33
TYO Daily 7-10 Year Treasury Bear 3x Shares NAV 0.23 -7.98 -16.69 -14.27 -18.72 -19.56 -16.44 1.05 / 0.95
Market Close 0.19 -8.01 -16.68 -14.33 -18.70 -19.49 -16.36

* Rafferty Asset Management, LLC, the advisor to the Direxion Shares, has contractually agreed to waive all or a portion of its management fee and/or reimburse the Fund for other expenses through September 1, 2015, to the extent that the Fund’s Net Annual Operating Expenses exceed 0.95%.

The performance data quoted represents past performance; past performance does not guarantee future results; the investment return and principal value of an investment will fluctuate; an investor’s shares, when redeemed, may be worth more or less than their original cost; current performance may be lower or higher than the performance quoted. Returns for performance under one year are cumulative, not annualized.

Short-term performance, in particular, is not a good indication of the fund’s future performance, and an investment should not be made based solely on returns. Because of ongoing market volatility, fund performance may be subject to substantial short-term changes. For additional information, see the fund’s prospectus or summary prospectus. Index performance does not include any fees or expenses, are unmanaged and cannot be invested in directly.

Distributions

Ticker Fund Name Record Date Ex Date Pay Date Income Dividend Short-Term Capital Gain Long-Term Capital Gain
TYD Daily 7-10 Year Treasury Bull 3x Shares 0.15432
TYD Daily 7-10 Year Treasury Bull 3x Shares 0.28002
TYD Daily 7-10 Year Treasury Bull 3x Shares 0.28393
TYD Daily 7-10 Year Treasury Bull 3x Shares 0.16187
TYD Daily 7-10 Year Treasury Bull 3x Shares 0.11641
TYD Daily 7-10 Year Treasury Bull 3x Shares 0.13791
TYD Daily 7-10 Year Treasury Bull 3x Shares 2.09715 0.28045
TYD Daily 7-10 Year Treasury Bull 3x Shares 0.18929
TYD Daily 7-10 Year Treasury Bull 3x Shares 1.12348
TYD Daily 7-10 Year Treasury Bull 3x Shares 0.56
TYD Daily 7-10 Year Treasury Bull 3x Shares 1.68471
TYD Daily 7-10 Year Treasury Bull 3x Shares
TYO Daily 7-10 Year Treasury Bear 3x Shares
TYO Daily 7-10 Year Treasury Bear 3x Shares 5.16667
TYO Daily 7-10 Year Treasury Bear 3x Shares 0.14246