Avviso ai portatori del Lyxor ETF EuroMTS AAA macro−weighted Government Bonds (ISIN Code FR0010820258)

La Società di Gestione Lyxor International Asset Management ha deciso di procedere all’aggiornamento del Prospetto del Fondo Comune d’Investimento («FCI») «LYXOR ETF EuroMTS AAA Macro-Weighted Government Bonds», in seguito al cambiamento effettuato dalla società EuroMTS® nella metodologia dell’indice di riferimento «EuroMTS Macro-Weighted AAA Government Index (All Maturity)».
Tale cambiamento riguarda soltanto i criteri di ammissibilità per i sottostanti dell’indice di riferimento e riguarda solo la selezione delle obbligazioni idonee in base al numero di rating che passa da tre rating AAA ad almeno due rating AAA, assegnati dalle principali agenzie di rating.
Di seguito si trova la tabella comparativa della modifica:

INDICATORE DI RIFERIMENTO:
– Metodologia

The EuroMTS Macro Weighted AAA Government index includes bonds issued by Euro zone States with the best credit ratings and takes account of the country weightings calculated on the basis of macroeconomic indicators. The index is provided with a history of index values dating back to December 31, 1998. As detailed below, the initial selections are based on admissibility criteria that are the same as those applied EuroMTS Euro zone Government Broad indices (except the AAA-rating criterion):
(i) The admissible bonds are as follows:
a. traded on the MTS platform
b. nominal, fixed-term and coupon redemption bond denominated in euros with no option or incorporated convertibility
c. Issued by Euro zone States selected by EuroMTS with at least three AAA ratings given by the main ratings agencies: Austria, Belgium, Finland, France, Germany, Greece, Ireland, Italy, Netherlands, Portugal and Spain.
d. have a minimum outstanding of 2 billion euros
e. with a maturity equal to or greater than 1 year
(ii) The composition of these indices is revised monthly.
(iii) The complete methodology can be seen at www.euromtsmarkets.com
(iv) The monitored performance is that of the closing prices. 5.30 pm (CET)

The EuroMTS Macro Weighted AAA Government index includes bonds issued by Euro zone States with the best credit ratings and takes account of the country weightings calculated on the basis of macroeconomic indicators. The index is provided with a history of index values dating back to December 31, 1998. As detailed below, the initial selections are based on admissibility criteria that are the same as those applied EuroMTS Euro zone Government Broad indices (except the AAA-rating criterion):
(i) The admissible bonds are as follows:
a. traded on the MTS platform
b. nominal, fixed-term and coupon redemption bond denominated in euros with no option or incorporated convertibility
c. Issued by Euro zone States selected by EuroMTS with at least two AAA ratings on three given by the main ratings agencies: Austria, Belgium, Finland, France, Germany, Greece, Ireland, Italy, Netherlands, Portugal, Slovenia and Spain.
d. have a minimum outstanding of 2 billion euros
e. with a maturity equal to or greater than 1 year
(ii) The composition of these indices is revised monthly.
(iii) The complete methodology can be seen at
www.euromtsmarkets.com
(iv) The monitored performance is that of the closing prices. 5.30 pm (CET)

Il FCI sopra citato mantiene l’insieme delle altre caratteristiche, in particolare il suo codice di negoziazione e le sue commissioni di gestione.
Tale cambiamento non modifica il profilo di rischio del FCI interessato ed entra in vigore dal 20 gennaio 2012.