Roundhill ETF Trust - Roundhill Treasury Bond Weeklypay ETF

TSYW seeks to pair weekly income distributions with leveraged weekly performance linked to a long-term Treasury bond ETF. The fund implements this through a combination of total return swaps referencing the ETF and direct ETF holdings, supported by short-term Treasuries and cash for collateral. Its leverage target resets to 120 percent each calendar week, allowing the fund to maintain consistent weekly exposure rather than magnifying daily moves. Weekly distributions are determined by a formula incorporating recent benchmark performance and implied volatility, and a substantial portion may be classified as return of capital. When the benchmark rises over a calendar week, TSYW aims to capture proportionally larger gains, while declines result in correspondingly larger losses. The strategy maintains exposure regardless of market direction and can exhibit heightened volatility due to its weekly leverage structure.

資産クラス

債券

運用会社

Roundhill Investments

設定国

US

設定日

2025年11月13日

ISIN

US77926X3952