Amundi Climate ETFs | March 2022

Amundi Climate ETFs

Helping you reach Net Zero Target

Document intended exclusively for Professional Investors and Eligible Counterparties within the meaning of European

Directive 2014/65/EU of 15 May 2014 (the “MiFID Directive”) or Institutional investors acting as principal.

In Switzerland, it is solely for the attention of qualified investors, as defined in Swiss applicable laws and regulations.

March 2022

Featuring Lyxor ETFs

Responsible investing is embedded in Amundi’s identity

1 Source: Amundi as at the end of December 2021. 2 Source: Amundi - Combined AUM of Amundi ETF & Lyxor ETF as of end of December 2021.

– Responsible investing is one of Amundi’s four founding pillars

– One of the largest RI asset managers worldwide with €847 Bn RI

AUM1

– A strong focus on fostering meaningful changes through active

engagement and ecosystem mobilisation

A TRUSTED &

RESPONSIBLE PARTNER

A FULLY COMMITTED

ETF PROVIDER

THE AMUNDI ETF RANGE

A ONE-STOP-SHOP

SOLUTION

– A full range, spanning both equity and fixed income, at a competitive

cost

– Various approaches, addressing investors’ different ESG/climate

needs

– €44 Bn2 managed in ESG and climate ETFs

– Full alignment with the group’s RI philosophy and ambitions

– Proven expertise in co-designing custom ESG and climate indices

Amundi Climate ETFs | March 20222

3

Contents


Amundi, a responsible partner

Indexing and Responsible Investing, a perfect match

Net Zero strategies to help investor tackle Climate Change

Focus on Climate ETF Range

Appendices

Appendices

Appendices

Appendices

1

2

3

4


Amundi, a responsible partner

14

Sept

20212017

2014

2006

Founding

Signatory of

The Principles

for Responsible

Investment (PRI)

Launch of the

largest green

bond fund dedicated to

emerging markets

with IFC1

€802bn

Responsible

AUM3

Development of

Low-Carbon

indices

with MSCI on

behalf of AP4 &

FRR

2018

3 year ESG

action plan 2019

Sustainable

Finance innovation

partnerships with

EIB & AIIB2

1989

1st Ethical

Fund

GRECO &

AP EGO5 awarded

Environmental Finance

green bond of the year

in 2019 / 2020

Several funds have been

labeled

SRI, Greenfin, LuxFlag,

Towards Sustainability,

Finansol

Best ESG ETF Provider &

Best ESG Investment Fund

for Emerging Markets Debt6

& Climate / Green Bonds7

RECOGNIZED

EXPERTISE

Rated A+ Strategy & Governance

July

2021

Amundi joins the

Net Zero Asset

Managers

InitiativeAMUNDI ESG

2025

Ambition plan4


(1) (International Finance Corporation) (2) European Investment Bank (EIB) and Asian Investment Bank in the infrastructure (AIIB); (3) *AuM (rounded out) as of end September

2021; (4) Further details available in appendices (5) GRECO: The Green Credit Continuum program and AP EGO: Amundi Planet Emerging Green One; (6) AF Emerging Market

Green Bonds; (7) Amundi AIIB Climate Bond Portfolio

Responsible investing is a founding pillar of Amundi

6 Amundi Climate ETFs | March 2022

1) 95% of all AGMs, of the eligible universe, 4008 issuers (2) 2021 top performing asset managers in proxy voting on environmental and social shareholder resolutions. Sources: https://shareaction.org/reports/voting-matters-2021-are-asset-managers-using-their-proxy-votes-for-action-on-environmental-and-social-issues/; https://www.majorityaction.us/climate-in-the-boardroom-2021

77,631

7,309

Amundi identified as a major player

in the MajorityAction report2 "The climate in the

boardroom: how asset manager voting shaped

corporate climate action in 2021"

Percent of

climate-related

shareholders’ resolutions

voted in favor of

Percent of

social & human rights-

related shareholders’

resolutions Amundi voted in

favor of

93% 91% 87% 85%75%

40% 37% 32% 26%

0%

20%

40%

60%

80%

100%

Amundi’s Proxy Voting Leadership

Shareholders’

Resolutions voted on

General Meetings1

Amundi ranks among the top performing

asset managers in ShareAction’s “Voting

matters 2021” report2

Proxy Voting Key Figures

86%

83%

Amundi’s 2021 Voting Season

Amundi, a partner of choice when it comes to Climate engagement & voting

Source: Climate Action 100+ & Ceres 2021 report / ShareAction voting matters reports 2021 / Amundi ESG Ambition 2025 report.

Energy transition, one of the key priority themes of Amundi


Climate Action 100+

100%Amundi supports of climate-

related shareholder proposals

ShareAction report 2021

97%of votes in favour of environment

resolutions

ESG Ambitions 2025

+1000Deploy a climate engagement

plan extended to more than

1,000 companies


On-going engagement

547

165

222

80

287

0

100

200

300

400

500

600

Transition Towards aLow Carbon Economy

Natural CapitalPreservation

Social Cohesion throughdirect and indirect

employees protection

Product, Client, SocietalResponsibility

Strong Governance forSustainable

Development

2334 engagements with 1364 unique issuers

1301 engagements with 787 unique issuers without pre-AGM dialogues*

E S G

Source Amundi. Statistics 2021. *1033 issuers were engaged through voting alerts or pre-AGM dialogues, some issuers could be engaged by both teams on different subjects and time


…and thematic engagement - Energy transition

547

On the transition

towards a low

carbon economy

companies

Percent of

climate-related

shareholder

resolutions voted in

favor of

Amundi

engaged with1 Our key engagement

ambitions on this topic2 Our engagement is

complemented by our

voting track record

3

Amundi engaged with companies

on SBTi1 targets

Soft Engagement Campaign to

communicate Amundi's

Thermal Coal Exit Policy to all

issuers identified as having

thermal coal exposure

From 2022 and on:

Divest from unconventional

hydrocarbons by 20222

Deploy a climate engagement

plan extended to more than

1,000 companies2

86%

Source: Amundi, Engagement Statistics 2021. (1) Science Based Targets Initiative. (2) Amundi 2025 ESG Ambitions. Unconventional hydrocarbons related to Unconventional extraction: oil sand, shale oil & gas.

In 2021

E S G

Living wage

The remuneration for workers and employees in global

supply chains must be sufficient to afford a decent

standard of living for the worker and her or his family to

cover essential needs

Fair transition

For workers, consumers, local communities and societies

at large, by:

Minimizing the negative social impacts of a transition to

low-carbon & environmentally friendly business models,

Maximizing the positive aspects of such a transition

Collaborative engagement with the Finance for

Tomorrow “Investors for a Just Transition”

Balanced value added sharing

The gap between CEO pay and the median pay level

among employees (equity pay ratio or CEO pay ratio) to be

socially acceptable.


…and thematic engagement - Social cohesion

Source: Amundi. (*) in the supply chain (**) Engagement on diversity & inclusion as well as engagement with 30% Investor Club France.

Percent of social &

human rights related

shareholder resolutions

Amundi voted in favor of

222Number of companies

engaged with on the

protection of direct and

indirect employees* as

well as human rights

companies

Engaged with on

Forced Labor25

companies

Engaged with on

Gender diversity**130companies

83%

E S G

Mitigating climate risk exposure

through low-carbon indices with

MSCI on behalf of FRR et AP4

Europe Low-carbon indexes

2014

AP EGO focuses on green

bonds issued by financial

corporations in Emerging

Markets.

… beyond Developed Markets

Emerging Markets

Green Bonds

2018

GRECO focuses on developing

new segments of the European

green fixed income market

… beyond green bonds

Europe Green FI

2019

AIIB Climate Bonds Strategy

focuses on climate-aligned

corporations in Asia

… beyond “certified” GBs &

Developed Markets

Asia Climate Bonds

2019

Launch of the first Indexing

solution in Europe fully

aligned with the EU PAB label

Europe Low-carbon indexes

2020

Launch of fossil free index

solution for Oxford and

Cambridge colleges

Europe Climate index solution

2020

Launch of a Bond Strategy

to Support Green, Resilient,

Inclusive Recovery

Europe Inequality & Climate change

2021


Innovative Climate solutions across the worldFostering innovation and collaboration through flagship partnerships

Source Amundi.


Indexing and Responsible Investing, a

perfect match

212

Combining sustainable investing with ETFs

1 Source: Amundi - Combined AUM of Amundi ETF & Lyxor ETF as of end of December 2021. 2.Source: Amundi ETF, as of end-December 2021. Information given for indicative purposes only, may change without prior notice.

Longstanding

advocate for

sustainable

investments

− A pioneer in sustainable thematic investing since 2007 with World Water and New

Energy ETFs

− Co-design in 2014 of the MSCI Low Carbon Leaders indexes and in 2020 of the first

investment solution fully eligible for the EU “Paris-Aligned Benchmark” index.

− World’s first Green Bonds ETF in 2017

Strong

customization

capabilities

− Flexibility to co-develop custom ETFs if the one you’re searching for does not already

exist

One-stop-shop

solution provider

− One of the most comprehensive range of equity and fixed income ETF in the market

− Covering all geographical areas with various degrees of sustainability profiles

+80 ETFs2

classified as Article 8 & 9

€44 bn1

Total AuM of ESG & climate ETFs

40% of the total ETF range will be ESG in 2025


Responsible investing applied to Amundi ETF

Please note that Amundi’s engagement and voting policy will apply to Lyxor ETF at a later stage.

Amundi’s engagement and voting policy

VOTING

‒ Having influence in the dialogue with issuers

‒ Exercising voting rights at AGMs

‒ Pre-AGM discussions to alert companies to any agenda items that the

meeting may vote against

‒ Public principles and transparent voting policy – on Amundi’s

website

ENGAGEMENT PORTFOLIO

IMPLEMENTATION

‒ Encourage companies

to adopt best ESG

practices with regard to a

specific long-term risk

‒ Make recommendations

‒ Measure ESG progress

‒ Meet companies in order to

better understand sectorial

ESG challenges and their

ESG rating

‒ Encourage companies to

adopt best ESG practices

and challenge them on ESG

risks

Ongoing engagement In-depth engagement

Prerequisite screening

Norm-based Screening

+

Amundi ETF RI approach1

RI index strategies

2

Exclusion

(Negative screening)

Best-in-class

(Positive screening)

Sustainability-themed investments

(Including thematics, green bonds)

Norm-based exclusion

All ETFs

ESG/climate ETFs



Net Zero strategies to help investor

tackle Climate Change

315

How to align investors’ portfolios with the objective of the Paris Agreement and the 1.5°C scenario?

*Greenhouse Gases.Scope 1: All direct emissions from the activities of an organisation or under their control. Including fuel combustion on site such as gas boilers, fleet vehicles and air-conditioning leaks.Scope 2: Indirect Emissions from electricity purchased and used by the organisation. Emissions are created during the production of the energy and eventually used by the organisation.Scope 3: All Other Indirect Emissions from activities of the organisation, occurring from sources that they do not own or control. These are covering emissions associated with business travel, procurement, waste and water.

- Tracking the broad market

without any climate-related

focus

No considerations

on carbon emissions

Low Carbon

indices

- Reduce historical Scope 1

& Scope 2 GHG* emissions and

GHG* reserves

- New datasets offering a more

“holistic” vision of companies

Climate risk exposure (incl.

notably Scope 3 emissions)

- CTB: 1.5°C with no or limited

overshoot through a defined

decarbonisation trajectory

- PAB: More ambitious (higher

carbon intensity reduction +

stricter fossil fuel-based

exclusions)

New EU Climate

benchmarks:

CTB & PAB

>3°C 1.5°C


What is Net Zero?An absolute requirement to stabilise the global human-induced temperature increase

The near-linear

relationship between

CO2 emissions and

global warming means:

to limit warming

to 1.5°C…

...we must limit

global CO2

emissions to a set

carbon budget.

The IPCC central

scenario suggests we

have a remaining

carbon budget

of ~500GtCO2.

In scenarios limiting warming to 1.5°C,

CO2 must reach NET ZERO by

around 2050

NET ZERO 2050

Net

emissions

Gross

emissions

Capture &

Compensation


CTB and PAB benchmarks are set to reach Net Zero before 2050

Source: EU Technical Expert Group on Sustainable Finance, based on data from IPCC AR5 Climate Change 2014 Synthesis Report, IPCC SR15 report Chapter 2 and Global Carbon Budget, 2018. *Greenhouse Gases - Gross emissions would still be more than zero (offset by carbon dioxide removals).

0

10

20

30

40

50

60

2010 2015 2020 2025 2030 2035 2040 2045 2050

GtC

O2

e

7% reduction YoY of

GHG emissions*

Worldwide emissions trajectory compatible with

the objective of the Paris agreement

(“1.5°C transition with no or limited overshoot”)

The objective:

• Net Zero by 2050

• Consistent with the 1.5°C

warming scenario

Remaining carbon

budget:

500 GtCO2

A

decarbonisation

rate of -7% per

annum is required


Minimum Requirements EU Climate Transition Benchmark - CTB EU Paris Aligned Benchmark - PAB

YoY self decarbonization -7% (IPCC requirement)

Carbon intensity reduction

vs investable universe -30% -50%

Scope 3 phase-in 2-4 years

Do no harm principle1

– Controversial weapons

– Societal norms violators

– Tobacco

Activity exclusions

Coal exploration or processing

activities1%

Oil exploration or processing

activities10%

Natural gas exploration or

processing activities50%

Electricity generation with a GHG

intensity of lifecycle emissions

above 100gCO2e/kWh

50%

Exposure to high impact

sectors2

Minimum exposure to sectors highly exposed to climate change is at least equal to market

benchmark value

1. Exclusions are applied immediately for the PAB Benchmarks and have to be implemented by the 31/12/2022 for the CTB Benchmarks. 2. Does not apply to Fixed Income Indices

UCITS indices complying with these requirements can use the “CTB” or “PAB” Benchmarks


CTB & PAB : ambitious decarbonisation requirements…

…to align investors’ portfolios with the Net Zero objectives

Source: Amundi as of 31/03/2021, for illustrative purpose only. Carbon emissions intensity, tCO2/mlnUSD sales.* Greenhouse Gases.

Gross GHG emissions to net zero: CTB & PAB benchmarks

• The -7% annual rate of

decarbonisation alone means

the indices will reach net zero

by 2050

• …but the additional carbon

intensity reduction, means

both indices reach net zero

before 2050

Net Zero

PAB ~2043

CTB ~2046


0

20

40

60

80

100

120

140

202

0

202

1

202

2

202

3

202

4

202

5

202

6

202

7

202

8

202

9

203

0

203

1

203

2

203

3

203

4

203

5

203

6

203

7

203

8

203

9

204

0

204

1

204

2

204

3

204

4

204

5

204

6

204

7

204

8

204

9

205

0

CTB Benchmark PAB Benchmark CO2 removals

20

7% reduction YoY

of GHG emissions*

Broad Market index - Business as usual


Focus on Climate ETF Range

421

Amundi ETF Climate rangeA comprehensive suite of Equity and Fixed income ETFs to achieve Net Zero targets by 2050

Help limit global warming to 1.5°C with EU Climate

Transition and Paris-Aligned Benchmarks1

A cost-efficient range based on Amundi’s unparalleled

pricing power3

Complementary approaches with year-on-year self-

decarbonisation and ambitious carbon intensity

reductions relative to parent index2

We strongly believe that the European

standard framework gives clear and

transparent guidelines allowing investors to

implement their Climate strategy through

the adoption of ETFs.


Amundi ETF responsible investing range - EquityA comprehensive range to address investors’ various sustainability objectives

Exclusive ESG

Strong ESG exclusion

Best-in-Class 25%

PAB requirements

Strict ESG

ESG improvement

Best-in-Class 50%

Controlled TE

ESG Integration

++++ ++

* Applicable to the MSCI ESG Broad CTB Indices

** New index methodologies March 1st

Broad ESG

ESG improvement

Low TE*

Carbon footprint reduction /

CTB requirements*

ESG Intensity+SFDR Art. 9SFDR Art. 8 Climate IntensityNet Zero +

Climate

CTB

30% initial decarbonisation

then 7% YoY

PAB


then 7% YoY

Exclusions (Fossil fuels)

Net Zero Net Zero +

US

Europe EMU

WorldEurope World

EM US

MSCI Climate CTBMSCI / iStoxx / S&P

PAB

DAX 50 ESG

CAC 40 ESG

Stoxx Europe 600 ESG

S&P Eurozone

Div. Arist. ESG

S&P 500 ESG

MSCI Leaders

World

US

Europe

EMU

EM

China

EM ex China

Japan

Europe

EMU

World

EM Asia

US

UK

EMPacific ex Jap

MSCI SRI PAB**

ESG Screening

Thematics

ESG improvement &

activity exclusions for a

more sustainable profile

New

EnergyWater

Digital

Economy

Eco.Disruptive

Tech.

Gender

Equality

Smart

CitiesFuture

Mobility

Millennials

MSCI / Solactive

SFDR: “Sustainable Finance Disclosure Regulation” – 2019/2088/EU. EU regulation that requires, amongst other things, the classification of financial

products according to their ESG intensity. A fund is referred to as “Article 8” if it promotes ESG characteristics in tandem with other financial objectives, or

“Article 9” when it has a sustainable investment objective. Any fund that does not comply with the two previous categories is an “Article 6” fund.

Japan

Robotics & AI

MSCI

ESG Broad

CTB**

Europe

EMUS

Japan

MSCI

Universal

World

EMU

US

Europe


Amundi ETF responsible investing range - Fixed Income A comprehensive range to address investors’ various sustainability objectives

Climate

ESG / SRI

Broad market exposure & ESG Screening

PAB

7% YoY decarbonisation


Exclusions (Fossil fuels)

ESG Integration

Bloomberg MSCI SRI

iboxx MSCI ESG

Green Bonds

Debt capital flows to finance

climate transition

EURCorp

Corp 0-1Y

Corp 0-3Y

Corp FI

Corp ex FI

Corp FRN

Corp BBB

Corp HY

Agg

USDCorp

Corp FRN

Corp HY

GlobalCorp

HY sustainable

Solactive Solactive

EUR & USDGreen Bonds

Green Bonds ESG Screened

Corporate Green Bonds

EURGreen Bonds Govies

EUR Corp

SFDR Art. 9SFDR Art. 8

SFDR: “Sustainable Finance Disclosure Regulation” – 2019/2088/EU. EU regulation that requires, amongst other things, the classification of financial products according to their ESG intensity. A fund is referred to as “Article 8” if it promotes ESG characteristics in tandem with other financial objectives, or “Article 9” when it has a sustainable investment objective. Any fund that does not comply with the two previous categories is an “Article 6” fund.


1. Ongoing charges - annual, all taxes included. The ongoing charges represent the charges taken from the fund over a year. Until the fund has closed its accounts for the first time, the ongoing charges are estimated. Transaction cost

and commissions may occur when trading ETFs.

2. Lyxor 1 Stoxx Europe 600 ESG does not implement the MSCI ESG Broad CTB methodology and does not integrate the CTB requirements.

SFDR 9

Complying with

CTB requirements

A responsible approach

ESG improvement: ESG screening &

score enhancement

Low TE

Broad ESG market exposure with

low and capped tracking error2


Why Amundi for Broad ESG CTB equity ETFs?

ETF NameIncome

TreatmentISIN Tickers

Ongoing

charges 1

AMUNDI INDEX MSCI EUROPE ESG BROAD CTB UCITS ETF DR

MSCI Europe ESG Broad CTB Select Net Return Index

LYXOR 1 STOXX EUROPE 600 ESG (DR)

STOXX Europe 600 ESG Broad Market EUR Net Return Index

LYXOR MSCI USA ESG BROAD CTB (DR)

MSCI USA ESG CTB Broad Select Net Return Index

AMUNDI INDEX MSCI JAPAN ESG BROAD CTB UCITS ETF DR

MSCI Japan ESG Broad CTB Select Net Return Index

AMUNDI INDEX MSCI EMERGING MARKETS ESG BROAD CTB UCITS ETF DR

MSCI Emerging Markets ESG Broad CTB Select Net Return Index

Japan

Acc LU1681042609CEU3N MM, CEU SW, CEU FP, CEUG GY, CEU IM, UCEU

NA, CEUR LN0.12%

Acc LU2300294746 JUPI GY 0.15%

Acc LU2109787049 SBIM GY 0.20%

Emerging Markets

Equity

Acc FR0011363423 USAC FP, LUSAC SW 0.09%

US

Europe

Dis DE000ETF9603 E960 GY, CB1EUCHF SW 0.19%

26

1. Ongoing charges - annual, all taxes included. The ongoing charges represent the charges taken from the fund over a year. Until the fund has closed its accounts for the first time, the ongoing charges are estimated. Transaction cost and commissions may occur when trading ETFs.


Why Amundi for SRI Filtered PAB equity ETFs?

A responsible approach

Strict exclusions combined with selection of top

25% of companies with best ESG scores

Market representativeness

For investors seeking exposure to companies

with the highest ESG ratings in each sector

SFDR 9

Combining strict best-in-class

approach with PAB

requirements

ETF NameIncome


Ongoing

charges 1

AMUNDI INDEX MSCI WORLD SRI PAB UCITS ETF DR (C)

MSCI World SRI filtered PAB Index

AMUNDI INDEX MSCI WORLD SRI PAB UCITS ETF DR - HEDGED EUR (C)

MSCI World SRI filtered PAB Index

AMUNDI INDEX MSCI EMU SRI PAB UCITS ETF DR (C)

MSCI EMU SRI filtered PAB Index

AMUNDI INDEX MSCI EUROPE SRI PAB UCITS ETF DR (C)

MSCI Europe SRI filtered PAB Index

AMUNDI INDEX MSCI EUROPE SRI PAB UCITS ETF DR (D)

MSCI Europe SRI filtered PAB Index

AMUNDI MSCI UK IMI SRI PAB UCITS ETF DR - EUR (C)

MSCI UK IMI SRI Filtered PAB Index

AMUNDI MSCI UK IMI SRI PAB UCITS ETF DR - EUR (D)


AMUNDI MSCI UK IMI SRI PAB UCITS ETF DR - GBP (C)


Acc LU1861134382 WSRI FP, XAMB GY, WSRI LN, WSRI IM 0.18%

Acc

Acc LU2109787635 SRHE GY, SRHE LN, CMUSRI IM 0.18%

LU2249056297 MWSH GY, MWSH IM 0.20%

Equity

World

Eurozone

Europe

Acc LU1437025296 FTSE FP, FT1K LN 0.18%

Dis LU2368674631 CUIK GY 0.18%

Acc LU1437025023 C1U FP, C1UG LN

Acc LU1861137484 EUSRI FP, MIVB GY, ESRU LN / ESRG LN, EUSRI IM 0.18%

0.18%

Dis LU2059756598 ESDG LN / ESDU LN, EDSRI IM 0.18%

27

1. Ongoing charges - annual, all taxes included. The ongoing charges represent the charges taken from the fund over a year. Until the fund has closed its accounts for the first time, the ongoing charges are estimated. Transaction cost and commissions may occur when trading ETFs.


Why Amundi for SRI Filtered PAB equity ETFs?

ETF NameIncome


Ongoing

charges 1

AMUNDI INDEX MSCI USA SRI PAB UCITS ETF DR (C)

MSCI USA SRI filtered PAB Index

AMUNDI INDEX MSCI USA SRI PAB UCITS ETF DR - HEDGED EUR (C)

MSCI USA SRI filtered PAB Index

AMUNDI INDEX MSCI PACIFIC ex JAPAN SRI PAB UCITS ETF DR - EUR (C)

MSCI Pacific ex Japan SRI filtered PAB Index

AMUNDI INDEX MSCI PACIFIC ex JAPAN SRI PAB UCITS ETF DR - USD (C)


AMUNDI INDEX MSCI PACIFIC ex JAPAN SRI PAB UCITS ETF DR - EUR (D)


AMUNDI INDEX MSCI JAPAN SRI PAB UCITS ETF DR (C)

MSCI Japan SRI filtered PAB Index

AMUNDI INDEX MSCI JAPAN SRI PAB UCITS ETF DR - HEDGED EUR (C)

MSCI Japan SRI filtered PAB Index

AMUNDI INDEX MSCI EMERGING MARKETS SRI PAB UCITS ETF DR (C)

MSCI Emerging Markets SRI filtered PAB Index

AMUNDI INDEX MSCI EMERGING MARKETS SRI PAB UCITS ETF DR (D)

MSCI Emerging Markets SRI filtered PAB Index

AMUNDI INDEX MSCI EM ASIA SRI PAB UCITS ETF DR (D)

MSCI EM Asia SRI Filtered PAB Index

Emerging Markets

Dis LU2300294589 SADA GY, SADA LN 0.25%

Dis LU2059756754 MSDG LN / MSDU LN 0.25%

Acc

Acc LU2233156749 JARI GY, JARI LN 0.18%

0.18%

Equity

US

0.45%

LU1861138961 EMSRI FP, AMEI GY, MSRU LN / MSRG LN, EMSRI IM 0.25%

Acc

Acc LU1602145036 CP9U FP, CP9U LN / CP9G LN, CP9USD SW 0.45%

Dis LU2402389261 APXJ GY 0.45%

LU2269164310 JARH GY 0.20%

LU1861136247 USRI FP, GNAR GY, USRI LN, USRI IM

Acc LU1602144906 CP9 FP, 18MM GY, CP9 IM

Pacific ex Japan

Japan

Acc LU2153616599 USRIH IM 0.20%

Acc

1. Ongoing charges - annual, all taxes included. The ongoing charges represent the charges taken from the fund over a year. Unti l the fund has closed its accounts for the first time, the ongoing charges are estimated. Transaction cost

and commissions may occur when trading ETFs. *IPCC = Intergovernmental Panel on Climate Change. SBTi = Science Based Targets initiative. TCFD = Task Force on Climate-related Financial Disclosures. TEG = EU Technical Expert

Group on Sustainable Finance..

SFDR 9

1st ecosystem of ETFs designed

for EU CTB & PAB eligibility

Science based

Methodologies grounded in IPCC scenarios

& SBTi, TCFD and TEG recommendations*

Net Zero by 2050

Transition to a low carbon world aligned to

a 1.5°C pathway (absolute decarbonisation)

ETF Name Income Treatment ISIN Tickers Ongoing charges 1

LYXOR MSCI WORLD CLIMATE CHANGE (DR)

MSCI World Climate Change Net Total Return Index

AMUNDI MSCI WORLD CLIMATE TRANSITION CTB UCITS ETF DR - EUR (C)

MSCI World Climate Change CTB Select Index

AMUNDI MSCI WORLD CLIMATE TRANSITION CTB UCITS ETF DR - USD (C)

MSCI World Climate Change CTB Select Index

AMUNDI MSCI EUROPE CLIMATE TRANSITION CTB UCITS ETF DR (C)

MSCI Europe Climate Change CTB Select Index

LYXOR MSCI EUROPE ESG CLIMATE TRANSITION CTB (DR)

MSCI Europe ESG Climate Transition (EU CTB) Select Net EUR Index

LYXOR MSCI USA ESG CLIMATE TRANSITION CTB (DR)

MSCI USA ESG Climate Transition (EU CTB) Select Net USD Index

LYXOR MSCI EM ESG CLIMATE TRANSITION CTB

MSCI Emerging Markets Climate Transition (EU CTB) Select Net USD Index

EM CTB

Acc LU2056738144 CLEM FP, CLEM LN, CLEM SW, CLEM IM 0.25%

USA CTB

Acc LU2055175025 CLUS FP, CLUS LN, CLUS SW, CLUS IM 0.15%

Acc LU2056738490 CLEU FP, CLEU LN, CLEU SW, CLEU IM 0.15%

Europe CTB

Acc LU2130768844 LWCE FP, LWCE IM 0.18%

Acc LU2056739464 CLWD FP, CLWD LN, CLWD IM, CLWD SW 0.20%

World CTB

Acc LU1602144492 LWCU FP, GCLM LN 0.25%

Equity

World

Acc LU1602144229 LWCR FP, LWCR GY, LWCR IM 0.25%

Why Amundi for Climate transition equity ETFs?






AMUNDI MSCI WORLD CLIMATE PARIS ALIGNED PAB UCITS ETF DR - USD (C)

MSCI World Climate Change Paris Aligned Select Index

AMUNDI MSCI WORLD CLIMATE PARIS ALIGNED PAB UMWELTZEICHEN UCITS ETF DR (C/D)

MSCI World Climate Change Paris Aligned Low Carbon Select Index

LYXOR NET ZERO 2050 S&P WORLD CLIMATE PAB (DR)

S&P Developed Ex-Korea LargeMidCap Net Zero 2050 Paris-Aligned ESG Net Total Return Index

AMUNDI EURO ISTOXX CLIMATE PARIS ALIGNED PAB UCITS ETF DR - EUR (C)

EURO iSTOXX Ambition Climat PAB Index

LYXOR NET ZERO 2050 S&P EUROZONE CLIMATE PAB (DR)

S&P Eurozone LargeMidCap Net Zero 2050 Paris-Aligned ESG Net Total Return Index

AMUNDI MSCI EUROPE CLIMATE PARIS ALIGNED PAB UCITS ETF DR - EUR (C)

MSCI EUROPE Climate Change Paris Aligned Select Index

LYXOR NET ZERO 2050 S&P EUROPE CLIMATE PAB (DR)

S&P Europe LargeMidCap Net Zero 2050 Paris-Aligned ESG Net Total Return Index

LYXOR Net ZERO 2050 S&P 500 CLIMATE PAB (DR)

S&P 500 Net Zero 2050 Paris-Aligned ESG Net Total Return Index

USA PAB

Equity

Acc LU2198883410ZPA5 GY, PABU LN, PABU SW, PABUS IM, PABU FP, PABUN

MM, PABL LN0.07%

Acc LU2198884491 EABE GY, RPAB FP, RPAB SW, PABEU IM, RPAB LN, EABE LN 0.18%

Acc LU2182388319 PABE FP 0.18%

Europe PAB

Acc LU2195226068EPAB FP, PABG LN, EPAB LN, EPABN MM, PABEZ IM, EPAB

SW, ZPAB GY0.20%

Acc LU2198882362GPAB FP, EABG LN, GPAB LN, LYXPAB SS, PABWD IM, GPAB

SW, EABG GY0.20%

Eurozone PAB

Acc LU2182388582 PABZ FP 0.18%

Acc FR0014003FW1 PABV GY 0.25%

World PAB

Acc LU2182388400 PABW FP, PABW GY, PABW LN 0.25%

Why Amundi for Climate transition equity ETFs?





SFDR 9 Dependable

CBI aligned green bonds only for a

dependable exposure

Impactful

Implement a low carbon transition policy,

with or without issuer level ESG screens

Accomplished

The first and largest global green

bond ETF in the world


AMUNDI iCPR EURO CORP CLIMATE PARIS ALIGNED PAB UCITS ETF DR (C)

Solactive iCPR Climate Credit PAB Index

LYXOR GREEN BOND (DR)

Solactive Green Bond EUR USD IG Index

LYXOR GREEN BOND ESG SCREENED (DR)

Solactive Green ESG Bond EUR USD IG TR Index

LYXOR EURO GOVERNMENT GREEN BOND (DR)

Solactive Euro Government Green Bond Index

LYXOR CORPORATE GREEN BOND (DR)

Solactive EUR USD IG Corp Green Bond

EUR & USD Denominated

Acc LU1563454310CLIM FP, CLIM LN, LYXGREEN SS, CLIM IM, CLMU LN, KLMT

GY, CLIMN MM, CLIM SW0.25%

PABC GY, PABC IM 0.16%Acc LU2300295396

Acc LU2370241684 PLAN FP, PLAN IM, PLAN GY, TERA SW 0.20%

Acc LU1981859819 XCO2 GY, XCO2 LN 0.25%

Acc LU2356220926 ERTH FP, EAH GY, EART LN, ERTH IM, ERTH SW 0.20%

Fixed Income

Why Amundi for Climate Transition Fixed Income ETFs?



Index methodologies


Source: MSCI as of December 2021* For further information on tolerance levels, please consult the MSCI ESG Broad CTB Indexes Methodology document available on www.msci.com

Improved sustainability and CTB compliance within a strict TE budget

STARTING UNIVERSE EXCLUSIONS* OPTIMIZATION

Constituents of the MSCI

Global Investable Market

Indexes

Controversial activities

• All weapons• Tobacco• Thermal Coal• Unconventional Oil &

Gas

Compliant with EU CTB

regulation

• 30% initial decarbonisation

then 7% YoY

Severe ESG

Controversies

Target TE

• DM: 0.75%

• EM: 1.00%

Maximize ESG Score

MSCI ESG Broad CTB

http://www.msci.com/


MSCI ESG Broad CTB - Exclusion levels

Source: MSCI as of December 2021

MSCI ESG Broad CTB

UniverseMSCI Standard Index

Max. % of revenues

Controversial weapons 0%

Nuclear weapons 0%

TobaccoProduction 5%

Distribution 5%

Thermal coalMining 5%

Power generation 5%

Unconventional Oil & Gas Extraction 5%


MSCI SRI Filtered PAB

Source: MSCI as of December 2021* For further information on tolerance levels, please consult the MSCI SRI Filtered PAB Indexes Methodology document available on www.msci.com

For investors seeking exposure to companies with the highest ESG and Climate ratings

STARTING UNIVERSE EXCLUSIONS* SELECTIONSTARTING UNIVERSE EXCLUSIONS* FILTERING OPTIMIZATION

MSCI ESG ratings and

research are used to select

the initial stocks


Global Investable Market

Indexes

ESG Controversies

• Red flags

• Controversial weapons

Controversial activities

• All Weapons

• Tobacco

• Alcohol

• Adult Entertainment

• Gambling

• Genetically Modified Organisms

• Nuclear Power

• Thermal Coal

• Oil and Gas

• Fossil fuel production & reserves

Minimum ESG ratings

• Existing holdings: “BB”

• New holdings: “A”

Minimum ESG

controversy score

• Existing holdings: “1”

• New holdings: “4”

Selection

Top 25% of companies in each

sector with the best ESG score

Compliant with EU PAB

regulation


then 7% YoY

• Specific exclusions (Fossil

fuels)

1546stocks

344 stocksEx. MSCI World

Weighting

Max 5% for any stock

in the portfolio



MSCI SRI Filtered PAB - Exclusion levels


MSCI SRI Filtered PAB

UniverseMSCI Standard Index

Max. % of revenues Max. Revenues or Capacity

Controversial weapons 0% -

Conventional WeaponsProduction 5% -

Components 5% -

Civilian firearmsProduction 0% -

Distribution 5% -

Nuclear

Weapons 0% -

Power 5% Capacity 5%

Power Supplier 5% -

Thermal coalMining 0% -

Power generation 10% -

TobaccoProduction 0% -

Distribution 5% -

AlcoholProduction 5% -

Distribution 15% -

GamblingOwnership 5% -

Services 15% -

Adult EntertainmentProduction 5% -

Distribution 15% -

GMO Production 5% -

Oil and Gas

Conventional 0% -

Unconventional 0% -





Source: MSCI as of December 2021* For further information on tolerance levels, please consult the MSCI SRI Filtered PAB Indexes Methodology document available on www.msci.com

For investors seeking exposure to companies with the highest ESG and Climate ratings

STARTING UNIVERSE EXCLUSIONS* SELECTIONSTARTING UNIVERSE EXCLUSIONS* FILTERING OPTIMIZATION


UK IMI Index ESG Controversies

• Red flags

• Controversial weapons

Controversial activities• Controversial weapons

• Conventional Weapons

• Civilian firearms

• Nuclear Weapons

• Nuclear Power

• Oil & Gas

• Thermal coal

• Tobacco

• Alcohol

• Gambling

• Adult Entertainment

• Genetically Modified Organisms

• Fossil Fuel production & reserves

Minimum ESG ratings

• Existing holdings: “BB”

• New holdings: “BBB”

Minimum ESG

controversy score

• Existing holdings: “1”

• New holdings: “1”

355 stocks

138 stocksMSCI UK IMI

MSCI ESG ratings and

research are used to select

the initial stocks

Selection

Top 50% of companies in each

sector with the best ESG score

Compliant with EU PAB

regulation


then 7% YoY

• Specific exclusions (Fossil

fuels)

Weighting

Max 5% for any stock

in the portfolio



MSCI UK IMI SRI Filtered PAB Index - Exclusion levels

MSCI UK IMI SRI Filtered Ex Fossil Fuels Index

UniverseMSCI UK IMI Index

Max. % of revenues Max. Revenues or Capacity

Controversial weapons 0% -

Conventional WeaponsProduction 5% -

Components 5% -

Civilian firearmsProduction 0% -

Distribution 5% -

NuclearWeapons 0% -

Power 15% Capacity 5%

Thermal coalMining 0% -


TobaccoProduction 0% -

Distribution 5% -

AlcoholProduction 5% -

Distribution 15% -

GamblingOwnership 5% -

Services 15% -

Adult EntertainmentProduction 5% -

Distribution 15% -

GMO Production 5% -

Oil and Gas

Conventional 0% -

Unconventional 0% -



CTB/PAB Benchmarks

Stock ReweightingNegative Screening

UNGC breaches

Controversial weapons

Tobacco

Fossil fuel*

Overweight of “Solutions” LCT category companies

Underweight of “Operational” or “Product transition”

companies & “Stranded Assets”

Within each category, overweight of companies with

highest LCT Score

MSCI Climate Change

MS

CI

Wo

rld

/Eu

rop

e

LCT categories are derived from the LCT Score; Solutions, Neutral, Operational transitions, Product transitions and Stranded assets

Low Carbon

Transition

(LCT) Score

calculation

Low Carbon

Transition

Category

determination

LCT score combines company’s carbon footprint (Scope 1, 2 and 3) as well as company’s Climate risk & opportunities

MSCI Climate change CTB & PAB equity indices

*Only for PABSources: MSCI.

EU Commission benchmarks

Optimisation

Down weighting of low LCT score companies to comply with Benchmarks constraints:

– 7% carbon footprint reduction year on year

– 30% carbon footprint reduction vs parent index (CTB)

– 50% carbon footprint reduction vs parent index (PAB)

MSCI

World/Europe

Climate

Change CTB

Select

MSCI

World/Europe

Climate

Change Paris

Aligned

Select


Custom screens for an Equity PAB & Austrian Ecolabel compliant index solution

*Exclusion of nuclear energy: Construction and operation of nuclear power stations and supply of nuclear components required for nuclear energy generation, uranium production and energy generation.

On top of the MSCI Climate change PAB Index methodology, the following elements also

apply:

Universe Max % of revenues

Thermal Coal Mining 5%

Unconventional Oil & Gas Extraction 5%

Conventional Oil & Gas Extraction 5%

Oil & Gas Refining 5%

Thermal Coal Power Generation 1%

Oil Power Generation 5%

Nuclear Power Generation* 1%

Controversial Weapons 0%

Nuclear Weapons 0%

Conventional Weapons 1%

Genetic Engineering 1%

Stem Cell 0%

Human or Labor Rights 0%

ILO standards 0%

Extraction + Refining

Power Generation

Values

Controversies

Non OECD stocks exclusions Exclusions of stranded assets, operational

and product transitions


Istoxx Climate Ambition PAB equity index

Sources: Stoxx.

Istoxx Climate Ambition PAB

Stock ReweightingNegative Screening

UNGC breaches


Tobacco

Fossil fuel (partial)

Overweight of companies with SBTi commitment

Divestment on 3 to 5Y from companies with no SBTicommitment /emission

reduction targets

Underweight of companies with higher Carbon Risk Rating

Eu

ro S

tox

xTo

tal

Ma

rke

t

Analysis of

companies

Science Based

Target initiatives

(SBTi) to reduce

carbon footprint

Euro iStoxx

Climate

Ambition PAB


Optimisation & 2° alignment

Portfolio optimization to ensure compliance with:

– 7% carbon footprint reduction year on year

– 50% carbon footprint reduction vs parent index

– 2° world compatibility according to ISS sectoral decarbonisationapproach


S&P ‘PACT’ equity index – EU PABParis-Aligned and Climate Transition concept

The S&P PACT (EU PAB) solution

Meet or exceed

EU TEG criteria on

Climate Benchmarks

Meet or exceed further

criteria to align with TCFD

requirements

Increased exposure to

ESG leaders

Minimise deviations from

parent indices

‒ TCFD model for assessing climate-related risks and

opportunities; the “IFRS” of climate

‒ Science-based framework using models recommended by the

SBTi

‒ Transition Pathway Model by Trucost, a leader in carbon &

environmental data & risk analysis (acquired by S&P Global)

‒ A transparent approach which seeks organic portfolio

decarbonisation, and not only decarbonisation from re-

weighting

Deeply anchored in international frameworks

1Uses forward-looking data for issuers’

GHG emissions

2


42

S&P ‘PACT’ equity index – EU PAB - Exclusion levels


S&P ‘PACT’ equity index – EU PAB

UniverseS&P Index

Max. % of revenues

Controversial WeaponsProduction 0%

Components 0%

Tobacco

Production 0%

Related product & services 10%

Retail 5%*

Arms Production & distribution 0%

Military Contracting

Weapons 0%

Weapons related products & services 5%

Thermal Coal Power generation 5%

Oil Sands Extraction 5%

Shale Energy Extraction 5%

Gambling Operations 10%

Alcohol

Production 10%

Related products & services 10%

* 5% for PA / 10% for CT.

MSCI ESG Climate Transition equity index – EU CTB

1 Controversial businesses include weapons, nuclear weapons, civilian firearms, tobacco, thermal coal and oil sands.

An ESG-filtered climate transition concept

The MSCI ESG Climate Transition (EU CTB) solution

Exceed minimum

requirements for EU CTB

Limit loss in a 1.5°C

climate scenario and

reduce physical risk

Increased exposure to

ESG leaders

Modest TE &

low stock turnover

‒ Forward-looking & return-based valuation analysis to identify

risks and opportunities resulting from climate change

‒ The model is used to achieve no value-at-risk assuming

that we reach the 1.5°C climate scenario, whilst also

reducing exposure to a broad range of climate-change related

risks

‒ Companies in the bottom 25% of the parent index by ESG

score are excluded

‒ Companies involved in controversial businesses1 and

those having faced severe ESG controversies are also

excluded

Assessment of climate related

risks & opportunities

1ESG selectivity criteria to increase

portfolio ESG score

2


Solactive iCPR Climate Credit PAB fixed income index

Sources: Solactive / CPR AM.

Solactive iCPR Climate Credit PAB

Security Reweighting

UNGC breaches


Tobacco

Fossil fuel (partial)

Divestment from companies that don’t take measures to tackle climate risk, except if they have carbon emissions

targets in line with Paris Agreement (SBTi)

So

lac

tive

Eu

ro I

G C

red

it

Solactive

iCPR Climate

Credit PAB


Optimisation & 2° alignment

Portfolio optimization to ensure compliance with:

– 7% GHG emissions reduction year on year

– 50% GHG emissions reduction vs parent index

– 2° world compatibility according to ISS sectoral decarbonisation approachSector, duration and rating

allocation close to parent index

Analysis of

climate policies

by CDP &

Science Based

Target initiatives

(SBTi)

Negative Screening


Higher positive impact on climate

Source: Amundi / MSCI - December 2021* vs parent index: S&P Developed Ex-Korea LargeMidCap Index

EQUITY FIXED INCOME

Amundi ETF#

stocks

Carbon

Intensity1Y TE

MSCI World 1546 131.0 -

MSCI World

Climate Change1450 76.5 1.2%

MSCI World CTB 1430 63.0 1.4%

MSCI World PAB 1346 58.0 2.4%

S&P World PAB* 820 32.9 1.8%

Amundi ETF#

issuers

Average

GHG

emissions

1Y TE

EUR Corp 3 313 18 636 -

EUR Corp PAB 1 492 4 536 0.2%



Appendices

45

100% of actively managed open funds* will carry a transition assessmentAll actively managed open funds will integrate the assessment of companies based on their decarbonisation efforts and their

development of sustainable activities, with the objective to get a portfolio transition profile better than that of its universe

€20bn in assets in Impact funds to support investment having positive contribution in environmental & social cohesion

Launch of “Alto Sustainability”, a technology support in decision-making for investors in environmental & societal issues

Establishment of a “Net Zero” range of actively managed funds, across all asset classes

DEEPEN OUR ENGAGEMENT TOWARDS INVESTEE COMPANIES

Significant deployment of a climate commitment plan extended to +1,000 companies, so that they define

credible strategies in terms of reducing their greenhouse gas emissions, and alignment methods (remuneration, AGM)

Divestment from unconventional hydrocarbons by 2022**, representing over 30% of their activity***

40% of the total ETF range will be ESG to accelerate and facilitate access to responsible investments

SET OBJECTIVES INTERNALLY IN LINE WITH OUR ESG AMBITIONS

* Scope of actively managed open-ended funds, when a transition rating methodology is applicable, ** Application perimeter as defined by the

Amundi RI policy, ***Unconventional extraction: oil sand, shale oil & gas


Amundi ESG 2025 Ambition Plan – SummarySTRENGTHEN OUR OFFER IN ESG SAVING PRODUCTS TO SERVE SUSTAINABLE DEVELOPMENT

Extensive integration of ESG criteria into the remuneration policy

Reduction of Amundi’s operational emissions by -30% per employee

Presentation & advisory vote of “Say-on-Climate”

The Paris Agreement has set the stage for investors

1. 196 States + European Union. Source: Paris Agreement (UNFCCC, November 2015).

The Agreement places a focus on three key areas: mitigation, adaptation and contribution

Keep global warming below 2°C Pursue efforts towards 1.5°C

“Pursuing efforts to limit

the temperature increase

to 1.5°C above pre-

industrial levels”

“Increasing the ability to

adapt to the adverse impact

of climate change and foster

climate resilience”

“Making finance flows consistent

with a pathway towards low

greenhouse gas emissions and

climate-resilient development”

THE

OBJECTIVES

Climate Change

Mitigation

Climate Change

AdaptationTransition Contribution

THE

OPPORTUNITIES

1 2 3

THE RISKS Transition Risks Physical Risks

197 Signatories1


In 2018, European Commission set up a Technical expert group on sustainable finance

(TEG) to assist it in developing:

European Commission provides regulatory framework for fostering sustainable finance

https://ec.europa.eu/info/publications/sustainable-finance-technical-expert-group_en

Methodologies

for EU Climate

benchmarks and

disclosures for

benchmarks

An EU classification

system - the so-called

EU taxonomy -

to determine whether

an economic activity

is environmentally

sustainable

Guidance to improve

corporate disclosure

of climate-related

information

An EU

Green Bond

Standard

1 2 3 4


https://ec.europa.eu/info/publications/sustainable-finance-technical-expert-group_en

Active support to many collective initiativesBroad based Responsible Investment Initiatives

⎯ PRI - Principles For Responsible Investment

⎯ Finance for Tomorrow

⎯ The Embankment Project for Inclusive Capitalism

⎯ ICMA - International Capital Market Association

⎯ Swiss Sustainable Finance Association

⎯ OCDE - Trust in Business Network (TriBuNe)

⎯ AFME - Association for Financial Markets in

Europe

⎯ Invest Europe

⎯ Pensions For Purpose

⎯ EFAMA - European Fund and Asset Management

Association

⎯ AMF - Financial Markets Authority

⎯ AFG - French Asset Management Association

⎯ FIR - French Sustainable Investment Forum

⎯ ORSE - Corporate Social Responsibility Observatory

⎯ Medici Committee

⎯ Institut Montaigne

⎯ St. Gallen Symposium

⎯ Positive Economy Institute

⎯ Institut de l'Entreprise

⎯ Institute for Responsible Capitalism

⎯ Chair “Sustainable Finance and Responsible

Investment”

⎯ C3D - College of Sustainable Development Directors

⎯ Les Rencontres Economiques d'Aix – Circle of

Economists

⎯ Louis Bachelier Institute

Environmental Initiatives

⎯ Net Zero Asset Managers

⎯ PPCA – Powering Past Coal Alliance

⎯ TCFD - Task Force on Climate-related Financial Disclosures

⎯ IIGCC - Institutional Investors Group on Climate Change

⎯ CDP - Carbon Disclosure Project

⎯ PDC - Portfolio Decarbonization Coalition

⎯ Green Bonds Principles

⎯ Finance for Biodiversity Pledge

⎯ Montreal Carbon Pledge

⎯ One Planet Sovereign Wealth Fund Asset Manager

⎯ Finance Lab of the French Ecological and Inclusive

Ministry

⎯ Climate Bonds Initiative

⎯ Climate Action 100+

Social Initiatives

Social Initiatives

⎯ Social Bonds Principles

⎯ Platform Living Wage Financials

⎯ PRI Human Rights Engagement

⎯ Clinical Trials Transparency

⎯ Access to Medicine Index

⎯ Access to Nutrition Index

⎯ ICGN - International Corporate Governance network

Governance Initiatives

⎯ The Japan TCFD Consortium

⎯ FAIRR - Farm Animal Investment Risk & Return

⎯ Act4nature

⎯ EPE - Entreprises pour l'Environnement

⎯ Fondation de la mer

⎯ One Planet Asset Managers Statement on

Climate-Related Finance Disclosures

⎯ RAFI - Human Rights Reporting and Assurance Frameworks Initiative

⎯ Tobacco-Free Finance Pledge

⎯ The 30% Club France Investor Group


GHG Protocol scopes and emissions across the value chain

Source: Greenhouse Gas Protocol “Corporate Value Chain (Scope 3) Accounting and Reporting Standard 2011.

Downstream activitiesReporting companyUpstream activities

Purchased goods and services

Transportation and distribution

Capital goods

Fuel and energy related activities

Waste generated in operations

Business travel

Employee commuting

Leased assets

Company facilities

Company vehicles

Transportation and distribution

Processing of sold

products

End-of-life treatment of sold products

Use of sold products

Leased assets

Franchises

InvestmentsPurchased electricity, steam, heating & cooling for own use

Scope 3

INDIRECT

Scope 3

INDIRECT

Scope 2

INDIRECT

Scope 1

DIRECT

CO2 CH4 N2O HFCs PFCs SF6


MSCI Climate Change methodology

iStoxx Climate Ambition PAB methodology


1

2

3


Appendices

51

MSCI Climate Change index methodology

Source: MSCI as of June 2021.

MSCI Climate Change indices reallocate towards Solutions companies and away from Asset stranding

companies

Parent

Solutions

Climate

change

Neutral

Operational

Transition

Product

Transition

Asset Stranding

Hig

h L

CT

Score

Low

LC

T S

core

Parent Weight

0% 100%

Increase index

weight for this

category

Increase/decrease

weight for higher/lower

LCT scores within

categories

Reduce index

weight for these

categories

Neutral

Operational

Transition

Product

Transition

Solutions

Asset Stranding

Low carbon transition

categories & scores*

Measures a company’s

absolute exposure to and

management of

economically relevant

risks and opportunities

related to the Low Carbon

Transition.

*Provided by MSCI ESG Research.


Low carbon

transition

score

Low carbon transition

categoryLow carbon transition risk/ opportunity

Assets stranding

Potential to experience “stranding” of physical / natural assets due

to regulatory, market, or technological forces arising form low

carbon transition.

CoaI mining & coal based power

generation ; Oil sands

exploration/production

Transition

Product

Reduced demand for carbon-intensive products and services.

Leaders and laggards are defined by the ability to shift product

portfolio to low-carbon products.

Oil & gas exploration & production ;

Petrol/diesel based automobile

manufacturers, thermal power plant,

turbine manufacturers, etc.

Operational

Increased operationaI and/or capital cost due to carbon taxes

and/or investment in carbon emission mitigation measures Ieading

to lower profitability of the companies.

Fossil fuel based power generation,

cement, steel, etc.

Neutral

Limited exposure to low carbon transition carbon risk. Though

companies in this cetagory could have exposure to physical risk

and/or indirect exposure to low carbon transition risk via Iending,

investment, etc.

Consumer staples, healthcare, etc.

SolutionsPotential to benefit through the growth of low-carbon products and

services.

Renewable electricity, electric

vehicles, solar ceIl manufacturers,

etc.

MSCI Climate Change index methodology

Source: MSCI as of June 2021.

MSCI Low Carbon Transition Category and Score are based on a quantitative and qualitative

assessment of companies transition risk exposure

Score = 0

Score = 10


Key metrics - MSCI Climate Change Paris indices

Source: MSCI as of July 2021.

KEY METRICS

MSCI

World Index

World Climate

Change Paris

Aligned Select

Index

Total Return* (%) 10.7 12.3

Total Risk (%) 13.7 13.6

Return/Risk 0.78 0.9

Sharpe Ratio 0.73 0.85

Active Return (%) 0 1.7

Tracking Error (%) 0 1.5

Information Ratio N/A 1.15

Historical Beta 1 0.99

No of Stocks *** 1631 1424

Turnover** (%) 1.8 5.5

Price To Book*** 2.3 2.6

Price to Earnings*** 20 20.3

Dividend Yield*** (%) 2.4 2.2

Period : 29-Nov-2013 to 30-Jul-2021

* Gross returns annualized in USD

** Annualized one-way index turnover over index reviews

*** Monthly averages

The definitions of all statistical parameters are available in the

Appendix

ESG METRICS > CLIMATE CHANGE

MSCI

World Index

World Climate

Change Paris

Aligned Select Index

Carbon Footprint

Carbon Emissions (t CO2e/$M Invested) 71 25

Carbon Intensity (t CO2e/$M Sales) 168 73

Wtd Avg Carbon Intensity (t CO2e/$M Sales) 132 60

Low Carbon Transition Risks

Low Carbon Transition Score 6.2 6.5

Solutions (%) 7.1 14.1

Product & Operational Transition (%) 13 4.5

Asset Stranding (%) 0.2 0

Exposure to Asset Stranding Risks

Potential Carbon Emissions (t CO2e/$M Invested) 1200 1

Fossil Fuel Reserves (%) 4.5 0.8

Thermal Coal Mining (%) 0.9 0

Thermal Coal-based Power Generation (%) 2.8 1.1

Unconventional Oil & Gas Extraction (%) 2.3 0

Exposure to Clean Technology Solutions

Clean Technologies Solutions (>= 20% Revenue) 9 14.9

Clean Technologies Solutions Revenue (Wtd Avg %) 4.9 8.4

Green Share/Brown Share Ratio (Wtd Avg % Revenue) 3.1 52

Other Climate Metrics

Exposure to Carbon-related Assets (%) 5.5 0.9

Climate-related Controversies (%, Score <= 4) 0.2 0.1

Low Carbon Transition Management Score (% Top Quartile) 60.5 63.5

As of 30-Jul-2021

The definitions of all statistical parameters are available in the Appendix


Parameter MSCI World Climate Change Index

Parent MSCI World Index

Screening– Controversial Weapons

– Unrated securities – Missing Low Carbon Transition Score/Category

Combined Score – Combined Score = Category Tilt Score x Relative Tilt Score

Category Tilt Score

Solutions = 3x

Neutral = 1x

Operational Transition = 0.667x

Product Transition = 0. 333x

Asset Stranded = 0.167x

Relative Tilt Score1

Relative Tilt Score Capping – Relative Scores below 0.5 are capped at 0.5

Security Weighting – Parent security weights are tilted in proportion of the “Combined Score” defined above

Rebalancing Frequency – Semi-Annual

MSCI Climate Change indices methodology

1. The ‘Relative Tilt Score’ differentiates companies within an LCT Category. More information on the MSCI Climate Change Indexes Methodology.Source: Amundi as of June 2020.





1

2

3


Appendices

56

iStoxx Climate Ambition PAB index methodology

Source: Stoxx

Companies level filters:

– UNGC breaches, controversial weapons, Tobacco, Fossil fuel

– Liquidity: exclusion of companies with ADTV below €3mln

Science Based Target commitment reweighting:

– Overweight of companies with SBTi commitment and/or emission reductions targets

– Divestment on 3 to 5 years from companies with no SBTi commitment/emission reduction targets

– Weights adjustment based on companies climate policy

Alignment with Paris Aligned Benchmark constraints:

– GHG (greenhouse gases) emission intensity reduction by 50% compared to EURO STOXX TMI

– Reduction of GHG intensity by 7% per annum

Verification of the 2°C alignment - ISS scenario based on IEA 2015 trajectory

– Stoxx verifies that the index is aligned with the 2°C scenario decarbonisation trajectory by 2050 as calculated by ISS

– If not, the optimization is rerun with a higher GHG intensity reduction at 5% increments until the trajectory is met

EURO STOXX TMI

EURO iStoxx Climate Ambition PAB Index


At the launch date, the index can

invest in companies with no Science

Based carbon footprint reduction

target

3 years from now, companies with

no disclosed Science Based carbon

footprint reduction objectives will be

excluded from the index

5 years from now, companies with

no verified Science Based carbon

footprint reduction objectives will be

excluded from the index

iStoxx Climate Ambition PAB index methodology

Source: Stoxx as of March 2020.

iStoxx Climate Ambition PAB index is designed to mechanically disinvest from companies with

no verified Science Based carbon footprint reduction targets over a three to five year period

0%

10%

20%

30%

40%

50%

60%

70%

80%

90%

100%

2020 2021 2022 2023 2024 2025

Euro Stoxx TMI, 2020 Euro iStoxx Climate Ambition PAB

Companies without

verified Science Based

carbon footprint reduction target

Companies with verified Science Based

carbon footprint reduction target

0%

10%

20%

30%

40%

50%

60%

70%

80%

90%

100%


Ces bullet points étaient sous le

graph, je les ai mis sur le côté

Carbon footprint reduction target can be submitted and verified by the Science Based Targets initiative

Targets adopted by companies to reduce greenhouse gas

(GHG) emissions are considered “science-based” if they

are in line with what the latest climate science says is

necessary to meet the goals of the Paris

The Science Based Target initiative is an industry initiative supported by the United

Nations and the CDP that provides methodological support for companies to set Science

Based carbon footprint reduction targets

The Science Based Target initiative provides a forum to verify Science Based

carbon reduction targets


A growing number of companies are adopting Science Based Target

Source: https://sciencebasedtargets.org/ Data as of March 2020.

iStoxx Climate Ambition PAB index is designed to incentivize companies to set and submit Science

Based Target to the Science Based Target initiatives

Company NameTarget

QualificationCountry Sector

Owens Corning 1.5C USA Building Products

PostNord AB Well-below 2C Sweden Air Freight Transportation and Logistics

Elisa Corporation 1.5C Finland Telecommunications

Komatsu Ltd. 2C Japan Electrical Equipment and Machinery

Koninklijke KPN NV

(Royal KPN)1.5C Netherlands Telecommunications

Electrolux 1.5C Sweden Consumer Products and Durables

L'Oréal 1.5C France Consumer Products and Durables

Mahindra Sanyo

Special Steel2C India

Mining - Metals (Iron, Aluminium,

Other Metals)

Sekisui House, LTD Well-below 2C Japan Homebuilding

SGS SA 2C Switzerland Professional Services

Tennant Company 2C USA Electrical Equipment and Machinery

Currently more than

800 companies have

committed Science

Based Target

The iStoxx Climate

Ambition PAB index is

designed to

incentivize non

committed companies

together with our

direct Engagement

with them

Example of companies with verified Science Based carbon footprint reduction target


https://sciencebasedtargets.org/




1

2

3


Appendices

61

Parameter Solactive iCPR Climate Credit PAB Index

Parent Solactive Euro IG Corporate Index

Company level filters

• UNGC standards (source : Sustainalytics)

• Controversial Weapons (source : Sustainalytics)

• Tobacco sector

• Fossil fuels Coal (1%+ revenues)

Oil (10%+ revenues)

Natural Gas (50%+ revenues)

Electricity producers with carbon intensity of lifecycle GHG emissions higher than 100gCO2e/kWh (50%+ revenues)

Coal mining or coal-fired electricity generation (10%+ revenues)

Climate filters

• Unrated securities – Missing Sustainalytics data or CDP data (CDP rating or GHG Data or revenues

from fossil fuels)

• Divestment of companies with CDP rating not equal to A or B, except if they are rated C and have SBTi

commitment

Alignment with Paris Aligned

Benchmark constraints

• Average GHG emission1 reduction by 50% compared to parent index

• Average GHG emission1 reduction by 7% per annum

Security Weighting

• Parent security weights are computed to maximize market value while respecting all constraints PAB constraints

Sector deviation compared to parent index lower than 7.5%

Ratings deviation compared to parent index lower than 5%

Duration buckets2 deviation compared to parent index lower than 5%

Regional3 deviation compared to parent index lower than 7,5%

Issuer weight lower than 3%

2 ways turnover in excess of parent index capped to 5%

Rebalancing Frequency – Monthly (with annual updating of CDP ratings and GHG data)

Solactive iCPR Climate Credit PAB - Methodology

1. Gradual inclusion of scope 32. Duration buckets: 1-5 years, 5-10 years, 10-15 years, 15-20 years, 20-25 years and 25+ years3. Regional: European companies versus non-European companies


CDP is a worldwide-reaching NGO, pioneer in carbon disclosure

CDP is the only global environmental disclosure system that is compliant

with the TCFD1

CDP score gives a clear picture of what a company’s current level is with respect to environmental stewardship1. Task Force on Climate-related Financial Disclosures

Companies are asked for data on

their environmental performance with

detailed questionnaires, and specific

questions for each sector

CDP transforms the data into detailed

analysis on critical environmental

risks, opportunities and impact

Each level is translated into a single

letter representing a company’s

overall score


65

To learn more


Find out more on

www.amundietf.com

or on Bloomberg

ETFA<GO>

Contact us

[email protected]

Capital Markets

[email protected]

+33 1 76 33 93 06

Amundi ETF Main Risks

Risk of the loss of

invested capital. Investors

may not get back the

original amount invested

and may lose all of their

investment.

Risk associated with the

markets to which the ETF

is exposed.

The price and value of

investments are linked to

the liquidity risk of the

components. Investments

can go up as well

as down.

Risk associated with the

volatility of the

securities/currencies

composing the underlying

index.

The fund investment

objective may only be

partially reached.

The policy regarding portfolio transparency and information on the funds’ assets are available on amundietf.com. Indicative net asset

value is published by stock exchanges. The Funds’ units purchased on the secondary market cannot usually be sold directly back to

the Funds. Investors must buy and sell units on a secondary market with the assistance of an intermediary (e.g. a stockbroker) and

may incur fees for doing so. In addition, investors may pay more than the current net asset value when buying units and may receive

less than the current net asset value when selling them.

For further details regarding risks of Amundi ETF products, please refer to Key Investor Information Document (KIID) and prospectus for the

relevant fund, which are available in many languages upon request to Amundi or online on www.amundietf.com


DISCLAIMER 1/6

KNOWING YOUR RISK

It is important for potential investors to evaluate the risks described below and in the fund’s Key Investor Information Document (“KIID”) and prospectus available on our websites

www.amundietf.com or www.lyxoretf.com (as the case may be).

CAPITAL AT RISK - ETFs are tracking instruments. Their risk profile is similar to a direct investment in the underlying index. Investors’ capital is fully at risk and investors may not get back the

amount originally invested.

UNDERLYING RISK - The underlying index of an ETF may be complex and volatile. For example, ETFs exposed to Emerging Markets carry a greater risk of potential loss than investment in

Developed Markets as they are exposed to a wide range of unpredictable Emerging Market risks.

REPLICATION RISK - The fund’s objectives might not be reached due to unexpected events on the underlying markets which will impact the index calculation and the efficient fund

replication.

COUNTERPARTY RISK - Investors are exposed to risks resulting from the use of an OTC swap (over-the-counter) or securities lending with the respective counterparty(-ies). Counterparty(-

ies) are credit institution(s) whose name(s) can be found on the fund’s website amundietf.com or lyxoretf.com. In line with the UCITS guidelines, the exposure to the counterparty cannot

exceed 10% of the total assets of the fund.]

CURRENCY RISK – An ETF may be exposed to currency risk if the ETF is denominated in a currency different to that of the underlying index securities it is tracking. This means that

exchange rate fluctuations could have a negative or positive effect on returns.

LIQUIDITY RISK – There is a risk associated with the markets to which the ETF is exposed. The price and the value of investments are linked to the liquidity risk of the underlying index

components. Investments can go up or down. In addition, on the secondary market liquidity is provided by registered market makers on the respective stock exchange where the ETF is

listed. On exchange, liquidity may be limited as a result of a suspension in the underlying market represented by the underlying index tracked by the ETF; a failure in the systems of one of the

relevant stock exchanges, or other market-maker systems; or an abnormal trading situation or event.

VOLATILITY RISK – The ETF is exposed to changes in the volatility patterns of the underlying index relevant markets. The ETF value can change rapidly and unpredictably, and potentially

move in a large magnitude, up or down.

CONCENTRATION RISK – Thematic ETFs select stocks or bonds for their portfolio from the original benchmark index. Where selection rules are extensive, it can lead to a more

concentrated portfolio where risk is spread over fewer stocks than the original benchmark.

IMPORTANT INFORMATION

This material is solely for the attention of professional and eligible counterparties, as defined in Directive MIF 2014/65/UE of the European Parliament acting solely and exclusively on their

own account. It is not directed at retail clients. In Switzerland, it is solely for the attention of qualified investors within the meaning of Article 10 paragraph 3 a), b), c) and d) of the Federal Act

on Collective Investment Scheme of June 23, 2006.

This information is not for distribution and does not constitute an offer to sell or the solicitation of any offer to buy any securities or services in the United States or in any of its territories or

possessions subject to its jurisdiction to or for the benefit of any U.S. Person (as defined in the prospectus of the Funds or in the legal mentions section on www.amundi.com,

www.amundietf.com and www.lyxoretf.com). The Funds have not been registered in the United States under the Investment Company Act of 1940 and units/shares of the Funds are not

registered in the United States under the Securities Act of 1933.

This document is of a commercial nature. The Funds described in this document may not be available to all investors and may not be registered for public distribution with the relevant

authorities in all countries. It is each investor’s responsibility to ascertain that they are authorised to subscribe, or invest into this product. Prior to investing in the product, investors should seek

independent financial, tax, accounting and legal advice.

This is a promotional and non-contractual information which should not be regarded as an investment advice or an investment recommendation, a solicitation of an investment, an offer or a

purchase, from Amundi Asset Management (“Amundi”) nor any of her subsidiaries, nor Lyxor International Asset Management (“Lyxor”) and Lyxor Asset Management UK LLP (“Lyxor UK”).


DISCLAIMER 2/6

The Funds are respectively Amundi UCITS ETFs (“Amundi ETF”) and Lyxor UCITS ETFs (“Lyxor ETF”). Amundi ETF designates the ETF business of Amundi and includes the funds under

both Amundi ETF and Lyxor ETF denomination.

The Funds are French or Luxemburg open ended mutual investment funds respectively approved by the French Autorité des Marchés Financiers or by the Luxemburg Commission de

Surveillance du Secteur Financier, and authorized for marketing of their units or shares in various European countries (the Marketing Countries) pursuant to the article 93 of the 2009/65/EC

Directive. The Funds can be sub-funds of the following umbrella structures:

For Amundi ETF: Amundi Index Solutions, Luxemburg SICAV, RCS B206810, located 5, allée Scheffer, L-2520, managed by Amundi Luxembourg S.A.

For Lyxor ETF:

- Multi Units France, French SICAV, RCS 441 298 163, located 91-93, boulevard Pasteur, 75015 Paris, France, managed by Lyxor International Asset Management

- Multi Units Luxembourg, RCS B115129 and Lyxor Index Fund, RCS B117500, both Luxemburg SICAV located 28-32, place de la Gare, L-1616 Luxemburg, and managed by Lyxor

International Asset Management

- Lyxor SICAV, Luxemburg SICAV, RCS B140772, located 22, boulevard Royal, L-2449 Luxemburg, managed by Lyxor Funds Solutions

Before any subscriptions, the potential investor must read the offering documents (KIID and prospectus) of the Funds. The prospectus in French for French UCITS ETFs and in English for

Luxemburg UCITS ETFs, and the KIID in the local languages of the Marketing Countries are available free of charge on www.amundi.com, www.amundietf.com and www.lyxoretf.com or

upon request to [email protected]. They are also available from the headquarters of the Amundi Index Solutions SICAV, or the headquarters of Lyxor International Asset

Management (as the management company of Multi Units Luxembourg, Multi Units France and Lyxor Index Fund) or of Lyxor Funds Solutions (as the management company of Lyxor

SICAV).

Investment in a fund carries a substantial degree of risk (i.e. risks are detailed in the KIID and prospectus). Past Performance does not predict future returns. Investment return and the

principal value of an investment in funds or other investment product may go up or down and may result in the loss of the amount originally invested. All investors should seek professional

advice prior to any investment decision, in order to determine the risks associated with the investment and its suitability.

It is the investor’s responsibility to make sure his/her investment is in compliance with the applicable laws she/he depends on, and to check if this investment is matching his/her investment

objective with his/her patrimonial situation (including tax aspects).

Please note that the management company may de-notify arrangements made for marketing as regards units/shares of the Fund in a Member State of the EU in respect of which it has

made a notification.

A summary of information about investors’ rights and collective redress mechanisms can be found in English on the regulatory page at https://about.amundi.com/Metanav-

Footer/Footer/Quick-Links/Legal-documentation with respect to Amundi ETFs, and, at https://www.lyxor.com/en/investors-rights-2021-en with respect to Lyxor ETFs.

This document was not reviewed, stamped or approved by any financial authority.

This document is not intended for and no reliance can be placed on this document by persons falling outside of these categories in the below mentioned jurisdictions. In jurisdictions other

than those specified below, this document is for the sole use of the professional clients and intermediaries to whom it is addressed. It is not to be distributed to the public or to other third

parties and the use of the information provided by anyone other than the addressee is not authorised.

This material is based on sources that Amundi for Amundi ETF, and Lyxor and Lyxor UK for Lyxor ETF consider to be reliable at the time of publication. Data, opinions and analysis may be

changed without notice. Amundi, Lyxor and Lyxor UK accept no liability whatsoever, whether direct or indirect, that may arise from the use of information contained in this material. Amundi or

Lyxor can in no way be held responsible for any decision or investment made on the basis of information contained in this material.

Updated composition of the product’s investment portfolio is available on www.amundietf.com or www.lyxoretf.com. Units of a specific UCITS ETF managed by an asset manager and

purchased on the secondary market cannot usually be sold directly back to the asset manager itself. Investors must buy and sell units on a secondary market with the assistance of an

intermediary (e.g. a stockbroker) and may incur fees for doing so. In addition, investors may pay more than the current net asset value when buying units and may receive less than the

current net asset value when selling them.


DISCLAIMER 3/6

Indices and the related trademarks used in this document are the intellectual property of index sponsors and/or its licensors. The indices are used under license from index sponsors. The

Funds based on the indices are in no way sponsored, endorsed, sold or promoted by index sponsors and/or its licensors and neither index sponsors nor its licensors shall have any liability

with respect thereto. The indices referred to herein (the “Index”) are neither sponsored, approved or sold by Amundi nor Lyxor nor Lyxor Funds Solutions. Neither Amundi nor Lyxor nor Lyxor

Funds Solutions shall assume any responsibility in this respect.

In EEA Member States, the content of this document is approved by Amundi and Lyxor for use with Professional Clients (as defined in EU Directive 2004/39/EC) only and shall not be

distributed to the public.

Information reputed exact as of the date mentioned above.

Reproduction prohibited without the written consent of Amundi.

FRANCE

Some information may constitute a general investment recommendation as defined in the article 3. (35) of 596/2014/UE regulation. This material has not been produced with the aim at

promoting the independency of financial analysis, and Amundi, as an investment services provider, has no restriction in negotiating any financial instruments described in this material before

its issue.

For Amundi ETF: The prospectus in English and KIID are available on www.amundietf.com, and free of charge from Amundi Asset Management, 91-93 boulevard Pasteur, 75015 Paris,

France - 437 574 452 RCS Paris France, or from the “centralisateur” of the Funds which in the case of Amundi Index Solutions SICAV is CACEIS Bank SA, 1-3 place Valhubert, 75013 Paris,

France.

For Lyxor ETF: The prospectus in English and KIID are available on www.lyxoretf.com, and upon request to [email protected], and also free of charge from:

- Lyxor International Asset Management, 91-93 boulevard Pasteur, 75015 Paris, France – société par actions simplifiée – registered under number 419 223 375 with RCS of Nanterre

(management company of Multi Units France, Multi Units Luxembourg and Lyxor Index), or

- Lyxor Funds Solutions, 22 boulevard Royal, L-2449 Luxemburg, Grand-Duché du Luxembourg – registered under number B139351 with the RCS of Luxemburg (management company of

Lyxor SICAV)

Reservation thresholds are set by applying a percentage variation, indicated in the prospectus of the Funds mentioned in this Document, on either side of the Indicative Net Asset Value or

“NAV” of these Funds, published by Euronext Paris SA and updated as estimates during the stock exchange trading session based on the variation in the index of each of the Funds

indicated in this document. The Market Maker ensures that the market price of the Funds units does not deviate more than the percentage indicated in the prospectus of the Funds

mentioned in this Document, and on the other hand from the net asset value of the UCITS, in order to comply with the reservation thresholds set by Euronext Paris SA.

GERMANY

The Funds are French or Luxemburg collective investment schemes respectively approved by the French Autorité des Marchés Financiers or by the Luxemburg Commission de Surveillance

du Secteur Financier.

For Amundi ETF: For additional information on the Funds, a free prospectus may be requested from Amundi Deutschland GmbH, Arnulfstr. 124-126 80636 Munich, Germany (Tel.

+49.89.99.226.0). The regulatory documents of Amundi ETFs registered for public distribution in Germany are available free of charge on request, and as printed version, from Marcard, Stein

& Co. AG, Ballindamm 36, 20095 Hamburg, Germany.

For Lyxor ETF: The regulatory documents of Lyxor ETFs registered for public distribution in Germany are available free of charge on request, and as printed version, from Lyxor International

Asset Management S.A.S. Deutschland (Lyxor Deutschland), Neue Mainzer Strasse 46-50, 60311 Frankfurt am Main, Germany.


DISCLAIMER 4/6

UNITED KINGDOM

In the UK, this document is issued by Amundi (UK) Limited, 77 Coleman Street, London, EC2R 5BJ, United Kingdom and Lyxor Asset Management UK LLP (“Lyxor UK”), One Bank Street,

Canary Wharf, London, United Kingdom , E14 4SG. Amundi (UK) Limited is authorised and regulated by the Financial Conduct Authority (“FCA”) and entered on the FCA’s Financial

Services Register under number 114503. Lyxor UK is authorized and regulated by the FCA entered on the FCA’s Financial Services Register under number 435658. This may be checked at

https://register.fca.org.uk/ and further information of its authorisation is available on request.

Amundi Index Solutions SICAV is recognised schemes for the purposes of Section 264 of the Financial Services and Markets Act 2000 (the “FSMA”) of the UK and can be promoted and

sold direct to the public in the United Kingdom subject to compliance with the FSMA and applicable regulations made thereunder. Where a fund is an unregulated collective investment

scheme under the FSMA it will not carry the protection provided by the UK regulatory system. This document is addressed only to those persons in the UK falling within one or more of the

following exemptions from the restrictions in s 238 FSMA:

- Authorised firms under FSMA and certain other investment professionals falling within article 14 of the FSMA (Promotion of Collective Investment Schemes) (Exemptions) Order 2001, as

amended (the “CIS Order”) and their directors, officers and employees acting for such entities in relation to investment

- High value entities falling within article 22 CIS Order and their directors, officers and employees acting for such entities in relation to investment;

- Other persons who are in accordance with the Rules of the FCA prior to 1 November 2007 classified as Intermediate Customers or Market Counterparties or on or thereafter classified as

Professional Clients or Eligible Counterparties.

The distribution of this document to any person in the UK not falling within one of the above categories is not permitted by Amundi (UK) Limited and may contravene FSMA. No person in the

UK falling outside those categories should rely or act on it for any purposes whatsoever. Where a fund is an unregulated collective investment scheme under the UK Financial Services and

Markets Act 2000 (“FSMA”) it will not carry the protection provided by the UK regulatory system.

Potential investors in the UK should be aware that none of the protections afforded by the UK regulatory system will apply to an investment in the Funds and that compensation will not be

available under the UK Financial Services Compensation Scheme.

SPAIN

The Funds are foreign undertakings for collective investment registered with the CNMV. Luxemburg Funds were approved for public distribution in Luxemburg by the Commission de

Surveillance du Secteur Financier of Luxemburg. French Funds were approved by the French Autorité des Marchés Financiers.

For Amundi ETF: Amundi ETFs approved by the Commission de Surveillance du Secteur Financier are numbered: Amundi Index Solutions (1495). Amundi Index Solutions is a Luxemburg

SICAV, RCS B206810, located 5, allée Scheffer, L-2520 Luxemburg.

For Lyxor ETF: Lyxor ETFs approved by the French Autorité des Marchés Financiers are numbered: Multi Units France (319). Multi Units France is a French SICAV, RCS 441 298 163,

located 91-93, boulevard Pasteur, 75015 Paris, France. Lyxor ETFs approved by the Commission de Surveillance du Secteur Financier are numbered:

- Multi Units Luxembourg (920), RCS B115129 and Lyxor Index Fund (760), RCS B117500, both located 28-32, place de la Gare, L-1616 Luxemburg, and

- Lyxor SICAV, RCS B140772, located 22, boulevard Royal, L-2449 Luxemburg.

Information and documents are available on www.lyxoretf.com, and upon request to [email protected], and also free of charge from:

- Lyxor International Asset Management, 91-93 boulevard Pasteur, 75015 Paris, France – société par actions simplifiée – registered under number 419 223 375 with RCS of Nanterre

(management company of Multi Units France, Multi Units Luxembourg and Lyxor Index), or

- Lyxor Funds Solutions, 22, boulevard Royal, L-2449 Luxemburg – registered under number B139351 with the RCS of Luxemburg (management company of Lyxor SICAV)

Any investment in the Funds must be made through a registered Spanish distributor. Amundi Iberia SGIIC, SAU, is the main distributor of the Funds in Spain, registered with number 31 in the

CNMV's SGIIC registry, with address at Pº de la Castellana 1, Madrid 28046, Spain. A list of all Spanish distributors may be obtained from the CNMV at www.cnmv.es. Units/shares may only

be acquired on the basis of the most recent prospectus, key investor information document and further current documentation, which may be obtained from the CNMV.

The legal documentation of the Funds is also available on the web page www.amundi.com and www.lyxoretf.com.


DISCLAIMER 5/6

AUSTRIA

For Amundi ETF: The regulatory documentation of the Amundi ETFs registered for public marketing in Austria are available free of charge, as printed copies, from Société Générale, Vienna

Branch, Prinz Eugen Strasse 8, 10/5/Top 11, A-1040 Vienna, Austria, which acts as a paying agent and tax representative, and at www.amundietf.com.

For Lyxor ETF: The regulatory documentation of the Lyxor ETFs registered for public marketing in Austria are available free of charge, as printed copies, from: Erste Bank der Österreichische

Sparkassen AG, Am Belvedere 1, A-1100 Vienna, Austria, which acts as a paying agent and tax representative, and at www.lyxoretf.de.

SWITZERLAND

Amundi Suisse SA is distributing in Switzerland and from Switzerland the collective investment schemes managed by Amundi Asset Management and /or Amundi Luxembourg. In this respect,

Amundi Suisse SA informs investors that it collects, from Amundi Asset Management and/ or Amundi Luxembourg, a compensation under article 34 al. 2bis in the Ordinance on collective

investment schemes (Ordonnance sur les placements collectifs de capitaux, OPCC). This compensation can constitute a part of the management fees stated in the prospectus. Additional

information regarding the existence, nature and calculation method for the compensation received by Amundi Suisse SA within the frame of its distribution activity in Switzerland or from Switzerland

may be provided upon written request to Amundi Suisse, SA 6-8 rue de Candolle, 1205 Genève, Suisse.

This document is for qualified investors (as defined in Swiss Federal Act on Collective Investment Schemes of 23 June 2006 as amended or supplemented) use only and shall not be offered to the

public.

For Amundi ETF: The Representative and Paying Agent for Funds registered for public offering in Switzerland is for Amundi Index Solutions SICAV: Representative - CACEIS (Switzerland) SA

and Paying Agent, CACEIS Bank, Nyon Branch both at 35 Route de Signy, Case postale 2259, CH-1260 Nyon. Free copies of the prospectus, key investor information documents, annual and

semi-annual reports, management regulations and other information are available at the representative’saddress shown above.

For Lyxor ETF: The Representative and the Paying Agent of the Fund(s) in Switzerland is Société Générale, Paris, Zurich Branch, Talacker 50, CH-8001 Zurich. The prospectus or offering

memorandum, the key investor information documents, the management regulation, the articles of association and/or any other constitutional documents as well as the annual and semi-annual

financial reports may be obtained free of charge from the Representative in Switzerland. The prospectus, the key investor information documents, the articles of association and/or the annual

reports may be obtained free of charge from the Representative in Switzerland.

SWEDEN

The Funds have been passported into Sweden pursuant to the Swedish Securities Funds Act (as amended) (Sw. lag (2004:46) om värdepappersfonder), implementing the UCITS IV Directive and

may accordingly be distributed to Swedish investors. The Key Investor Information Document (“KIID”) (in Swedish) and the prospectuses for the funds, as well as the annual and semi-annual

reports are also available from the Swedish paying agent free of charge.

For Amundi ETF and Lyxor ETF: The name and details of the Swedish paying agent are Skandinaviska Enskilda Banken AB (publ) through its entity Transaction Banking, SEB Merchant Banking,

with its principaloffices at Kungsträdgårdsgatan 8, SE-106 40 Stockholm,Sweden.

DENMARK

For Amundi ETF: The regulatory documentation of the Amundi ETFs registered for public marketing in Denmark are available free of charge, as printed copies, from Deloitte Tax & Consulting,

established and having its registered office at 20 boulevard Kockelscheuer, L-1821 Luxemburg, which acts as a facilities agent, and at www.amundietf.com

For Lyxor ETF: The regulatory documentationof the Lyxor ETFs registered for public marketing in Denmark are available at www.lyxoretf.com.


DISCLAIMER 6/6

SINGAPORE

In Singapore, this document is provided solely for the use of distributors and financial advisors only and is not to be distributed to the retail public. Distribution occurs through Amundi Singapore Ltd,

80 Raffles Place, UOB Plaza 1, #23-01, Singapore 048624. This document contains information about certain sub-funds of Amundi Index Solutions SICAV which may be registered as recognised

schemes in Singapore under the Securities and Futures Act (Cap. 289) of Singapore (“SFA”), or notified as restricted schemes under the Sixth Schedule to the Securities and Futures (Offers of

Investments) (Collective Investment Schemes) Regulations 2005. For the sub-funds or relevant unit/share classes notified as restricted schemes in Singapore, such sub-funds or relevant unit/share

classes are not authorised or recognised by the Monetary Authority of Singapore ("MAS") and are not allowed to be offered to the Singapore retail public. Accordingly, this document and the

material contained within, may not be circulated or distributed, nor may the relevant units/shares be offered or sold, or be made the subject of an invitation for subscription or purchase, whether

directly or indirectly, to persons in Singapore other than (i) to an institutional investor under Section 304 of the SFA, (ii) to a relevant person pursuant to Section 305(1), or any person pursuant to

Section 305(2), and in accordance with the conditions specified in Section 305 of the SFA, or (iii) otherwise pursuant to, and in accordance with the conditions of, any other applicable provision of

the SFA. In other Asian jurisdictions, for use by licensed intermediaries only and not to be distributed to the public.

72

Amundi Asset Management

French “Société par Actions Simplifiée” - SAS with a share capital of €1 143 615 555

Portfolio management company approved by the French Financial Markets Authority (Autorité des Marchés Financiers) under no.GP 04000036

Head office: 91-93, boulevard Pasteur, 75015 Paris - France

Postal address: 91, boulevard Pasteur, CS 21564, 75730 Paris Cedex 15 - France

Tel : +33 (0)1 76 33 30 30

Siren no. 437 574 452 RCS Paris


Amundi Climate ETFs | March 2022

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