The investment objective of Lyxor Index Fund – Lyxor Stoxx Europe 600 Oil & Gas UCITS ETF (the “Sub-Fund”) is to track the upward and the downward evolution of the STOXX Europe 600 Oil & Gas Net Total Return index (the “Index”) denominated in Euros and representative of the performance of large European companies in the oil and gas sector, while minimising the volatility of the difference between the return of the Sub-Fund and the return of the Index. The anticipated level of the Tracking error under normal market conditions is expected to be 0.50%.