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The Lutetia Absolute Return 2 Risk Premia, is a total return index designed to reflect the returns generated by a 200% leveraged position in the Lutetia Absolute Return Fund.
The Index is based on two components (subject to a Liquidity Trigger Event ):
- the Underlying Fund;
- An hypothetical borrowing based on the 3-Month Euro interbank offered rate for deposits in EUR ( EURIBOR Rate)
The Index is calculated net total return and published on a daily basis by S&P Opco, LLC (a subsidiary of S&P Dow Jones Indices LLC)
The constituents of the Index are the Underlying Fund, and an hypothetical borrowing based on the EURIBOR Rate. The deemed percentage exposure of the Index to the Underlying Fund is fixed at 200%, subject to a Liquidity Trigger Event.
If a Liquidity Trigger Event occurs on a Calculation Date, then the Index Calculation Agent, after instruction from the Index Sponsor, shall calculate the Index Level with an Exposure equal to 100%, from the third Calculation Date (included) immediately following the Calculation Date on which the Liquidity Trigger Event has occurred for the first time, to the second Calculation Date (included) immediately following the Scheduled Calculation Date on which the Liquidity Trigger Event no longer exists.