The Product seeks to replicate (with a maximum tracking error* of 1%) the performance of the J.P. Morgan ESG EMU Government Bond IG 5- 7 Year (TR) Index by investing in the debt securities (government bonds issued in the Eurozone) issued by countries included in the Index, respecting the Index's weightings (full replication), or in a sample of debt securities (government bonds issued in the Eurozone) issued by countries included in the Index (optimised replication).