The Product seeks to replicate (with a maximum tracking error of 1%) the performance of the J.P. Morgan ESG EMU Government Bond IG 10+ Year (TR) Index with the objective to provide exposure to Eurozone investment grade government bonds issued in Euro selected and tilted on the basis of extra-financial criteria. The Product seeks to replicate the Index by investing in bonds issued in the Eurozone 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).