BNP PARIBAS EASY € Corp Bond SRI PAB 3-5Y UCITS ETF Capitalisation/  LU2446383338  /

The Product seeks to replicate (with a maximum tracking error* of 1%) the performance of the Bloomberg MSCI 3-5 Year Euro Corporate SRI Sustainable Select Ex Fossil Fuel PAB (NTR) Index (Bloomberg: I34794EU Index) ( the Index ) by investing in the debt securities issued by companies included in the Index, respecting the Index's weightings (full replication), or in a sample of debt securities 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.) and based on their efforts to reduce their exposure to coal and unconventional fossil fuels. As a result, companies involved in sectors with a potentially high negative ESG impact, those subject to significant violations of the UN Global Compact principles and those involved in severe ESG-related controversies are excluded from the index.

The Product seeks to replicate (with a maximum tracking error* of 1%) the performance of the Bloomberg MSCI 3-5 Year Euro Corporate SRI Sustainable Select Ex Fossil Fuel PAB (NTR) Index (Bloomberg: I34794EU Index) ( the Index ) by investing in the debt securities issued by companies included in the Index, respecting the Index's weightings (full replication), or in a sample of debt securities issued by companies included in the Index (optimised replication).