So investiert der Lyxor Index Fund - Lyxor EuroMTS Covered Bond Aggregate UCITS ETF Acc: The investment objective of the Sub-Fund is to track the upward and the downward evolution of the FTSE MTS Covered Bond (Mid Price) Index (the "Index") denominated EUR in order to offer an exposure to the performance of the European sovereign and covered bond market which have at least one investment grade rating from the three main credit rating agencies and at least 3 lead managers, not including the issuer itself, while minimizing the volatility of the difference between the return of the Sub-Fund and the return of the Index.