Lyxor MSCI Future Mob.ESG Filt.(DR)UE A./  LU2023679090  /

The Fund is an index-tracking UCITS passively managed. The investment objective of the Fund is to track both the upward and the downward evolution of the MSCI ACWI IMI Future Mobility ESG Filtered Net Total Return Index (the "Benchmark Index") denominated in US Dollars (USD), while minimizing the volatility of the difference between the return of the Fund and the return of the Benchmark Index (the Tracking Error"). The anticipated level of Tracking Error in normal market conditions is indicated in the prospectus. The Benchmark Index aims to represent the performance of companies that are expected to derive significant revenues from energy storage technologies, autonomous vehicles, shared mobility and new transportation methods and exclude companies which are Environmental, Social and Governance ("ESG") laggards relative to the theme universe, based on an ESG rating. The ESG rating methodology is based on ESG key issues including but not limited to water stress, carbon emissions, labor management or business ethics. The Benchmark Index uses a "Best-inclass" approach, i.e., bottom quartile companies by ESG industry-adjusted rating are excluded from the theme universe. The Fund seeks to achieve its objective via a direct replication, by investing primarily in the securities comprising the Benchmark Index. To optimize the Benchmark Index replication, the Fund may use a sampling replication strategy.

The Fund is an index-tracking UCITS passively managed. The investment objective of the Fund is to track both the upward and the downward evolution of the MSCI ACWI IMI Future Mobility ESG Filtered Net Total Return Index (the "Benchmark Index") denominated in US Dollars (USD), while minimizing the volatility of the difference between the return of the Fund and the return of the Benchmark Index (the Tracking Error"). The anticipated level of Tracking Error in normal market conditions is indicated in the prospectus. The Benchmark Index aims to represent the performance of companies that are expected to derive significant revenues from energy storage technologies, autonomous vehicles, shared mobility and new transportation methods and exclude companies which are Environmental, Social and Governance ("ESG") laggards relative to the theme universe, based on an ESG rating. The ESG rating methodology is based on ESG key issues including but not limited to water stress, carbon emissions, labor management or business ethics. The Benchmark Index uses a "Best-inclass" approach, i.e., bottom quartile companies by ESG industry-adjusted rating are excluded from the theme universe.