Description
The investment objective of Lyxor Index Fund ? Lyxor $ Floating Rate Note UCITS ETF (the ?Sub-Fund?) is to track both the upward and downward evolution of the Bloomberg Barclays MSCI USD Corporate Liquid FRN 0-5 Year SRI Sustainable Index (the ?Index?), denominated in US Dollar (USD), and representative of the performance of the USD denominated investment grade corporate Floating Rate note market, while minimizing the volatility of the difference between the return of the Sub-Fund and the return of the Index (the ?Tracking Error?).
