SSGA Luxembourg SICAV - State Street Euro Inflation Linked Bond Index Fund

The Sub-fund seeks to track as closely as reasonably possible the performance of Barclays Eurozone All Consumer Price Index (CPI) Inflation-Linked Bond Index (the “Index”) over the long term. The Index has been designed as a benchmark to cover the whole of the growing eurozone inflation-linked bond market. Countries eligible for inclusion must have an investment grade sovereign rating (Baa3/BBB-/BBB- or above) using the middle rating of Moody’s, S&P and Fitch, respectively. To be included issues have a minimum size issue of EUR500mn and a minimum remaining life of at least one year.