Lyxor EUR Curve Steepening 2-10 ETF Acc Stock

The Lyxor EUR Curve Steepening 2-10 UCITS ETF - Acc is a UCITS compliant exchange traded fund that aims to track the Solactive EUR Daily (x7) Steepener 2-10 Index. The index tracks the investment performance of a systematic strategy whose returns are directly linked to changes in the German government bond yield curve. The index is constructed such that for a 1bp increase in the steepness of the curve, the index is expected to increase roughly 7bps, though market factors may cause some deviation. The index consists of two underlying components: a long position in the Euro-Schatz-Futures, and a short position in the Euro-Bund-Futures. Further index details and methodology may be found at www.solactive.com