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The index is designed to capture the performance of a leverage basket of shares advised by Lyxor Asset Management net of a synthetic dividend.
The index is composed of a hypothetical leveraged position on an underlying basket of European stocks.The exposure to the underlying basket, through the use of a hypothtical borrowing, is comprised between 80% and 135% of the level of the index. The underlying basket may be reviewed on a monthly basis by the Lyxor AM.
The Lyxor Gari Sustainable Europe AR Index (the “Index”) is the exclusive property of Societe Generale. Societe Generale has signed a contract with Solactive AG wherein Solactive AG undertakes to calculate and maintain the Index. The Index is not sponsored, promoted, sold or supported in any other manner by Solactive AG nor does Solactive AG offer any express or implicit guarantee or assurance either with regard to the results of using the Index and/or Index trade mark or the Index Level at any time or in any other respect.