BNP PARIBAS EASY € Corp bond SRI Fossil Free 7-10Y Track Privilege Distribution/  LU2742533040  /

The Product seeks to replicate (with a maximum tracking error* of 1%) the performance of the Bloomberg MSCI 7-10 Year Euro Corporate SRI Sustainable Select Ex Fossil Fuel (NTR) Index (Bloomberg: I38479 Index) ("the Index") with the objective to provide investors with exposure to investment-grade corporate bonds with 7-10 Y maturity issued in Euro, which have high standard in terms of sustainable values. The Product seeks to replicate the Index by investing in corporate bonds issued by companies included in the Index, respecting the Index's weightings (full replication), or in a sample of debt securities (corporate bonds) issued by companies included in the Index (optimised replication). When investing in a sample of debt securities, the Product's tracking error may be higher. The Index is composed of securities selected on the basis of Environmental, Social and Corporate Governance (ESG) criteria (such as environmental opportunity, pollution and waste, human capital, corporate governance, etc.). As a result, companies involved in sectors with a potentially high negative ESG impact and those involved in severe ESG-related controversies are excluded from the index. The Product applies a Best-in-universe (type of ESG selection consisting in giving priority to the issuers best rated from a non-financial viewpoint irrespective of their sector of activity, and accepting sector biases, because the sectors which are considered more virtuous on the whole will be more heavily represented) approach. The extra-financial strategy of the Index may comprise methodological limitations such as the risk related to ESG investment or the Index rebalancing.

The Product seeks to replicate (with a maximum tracking error* of 1%) the performance of the Bloomberg MSCI 7-10 Year Euro Corporate SRI Sustainable Select Ex Fossil Fuel (NTR) Index (Bloomberg: I38479 Index) ("the Index") with the objective to provide investors with exposure to investment-grade corporate bonds with 7-10 Y maturity issued in Euro, which have high standard in terms of sustainable values.