The Fund seeks to replicate (with a maximum tracking error of 1%) the performance of the BNP Paribas Energy & Metals Enhanced Roll (TR) (the Index) by investing in a substitute basket, composed of, inter alia, shares of companies, debt securities or cash (synthetic replication). When investing in a basket of securities called substitute basket the performance is swapped with the performance of the index, generating counterparty risk. At least, 51% of the assets will be invested at all times in equities.