Description
The investment seeks to provide investors with exposure to the Barclays 5Y US Treasury Futures Targeted Exposure Index?. The Barclays 5Y US Treasury Futures Targeted Exposure Index? (the index) is designed to decrease in response to an increase in the 5-year Treasury note yields and to increase in response to a decrease in 5-year Treasury note yields. The index targets a fixed level of sensitivity to changes in the yield of the current cheapest-to-deliver note underlying the relevant 5-year Treasury futures contract at a given point in time.
