The investment objective of the Fund is to reflect both the upward and downward evolution of the Solactive USD Daily (x7) Steepener 2-10 Index denominated in USD, representative of the performance of a long position in 2Y US Treasury Note Futures (2-year contract) and a short position in the Ultra 10Y US Treasury Note Futures (10-year contract) - while minimizing the volatility of the difference between the return of the Fund and the return of the Benchmark Index (the Tracking Error).