BNP Paribas Technology Balanced

Introducing the

BNP PARIBAS TECHNOLOGY BALANCED 7 INDEX

The BNP Paribas Technology Balanced 7 Index (“the Index”) is a rules-based Index that aims to provide a balance between growth potential and asset protection by offering exposure to Nasdaq-100 Index® futures, and adding an additional layer of risk control through the BNP Paribas volatility control overlay.

For a list of selected risk and considerations with the BNP Paribas Technology Balanced 7 Index, please click here

THE BNP PARIBAS TECHNOLOGY BALANCED 7 INDEX Includes

STOCK SELECTION
RISK OVERLAY

The equity portion of the BNP Paribas Technology Balanced 7 Index follows the Nasdaq-100 Index® by seeking exposure to its e-mini futures contracts¹.

The Nasdaq-100 Index® is one of the world’s preeminent large-cap growth indices and is home to some of the world’s most innovative companies.

Allocated towards 100 of the largest US and international non-financial companies listed in the Nasdaq Stock Market based on market capitalization, it includes top performing industries such as:

¹ E-mini refers to an electronically-traded futures contract that is a fraction of the size of a standard contract and tends to be very liquid. The BNP Paribas Technology Balanced 7 Index aims to provide continuous exposure to the E-mini Nasdaq-100 Index® Futures Contracts with the nearest quarterly expiration date.

In an effort to hedge large market movements, on a daily basis, the Index methodology adjusts exposure among e-mini Nasdaq-100 Index® futures, US treasury futures¹, and a hypothetical cash position to target an annualized realized volatility of 7%.

If the volatility level of the equity portion of the Index is higher than 7%, the Index is intended to shift exposure to more stable components by reducing the weight of the equity portion and rebalancing it with fixed income.

If the volatility of the portfolio composed of equity and fixed income is still higher than 7%, the Index is designed to reduce the weight of those components and rebalance the portfolio with a non-remunerable hypothetical cash position.

¹ Exposure to US treasury futures is designed to either go towards 10 year US Treasury Futures or 2 Year US Treasury Futures, depending on performance. The weights of the 10 Year US Treasury Futures and the 2 Year US Treasury Futures can only change by a maximum of 20% per day.

Through a rules-based approach, the BNP Paribas Technology Balanced 7 Index aims to create value by capturing the potential upside appreciation of the Nasdaq-100 Index® while seeking to substantially reduce the volatility of returns by employing a strategic risk reduction mechanism.

DOWNLOAD MATERIAL

BROCHURE

An 8 page overview of the Index with information on
performance and definitions of key terms. Updated quarterly.

FACTSHEET

A more concise overview of the Index with the
latest information on performance. Updated quarterly.

ABOUT BNP PARIBAS

A factsheet with more information about the
Index sponsor, BNP Paribas. Updated annually.

Want to know more about the
BNP Paribas Technology Balanced 7 Index?

technology.balanced.index@us.bnpparibas.com

Important Information

The BNP Paribas Technology Balanced 7 Index (the “Index”) and the BNP Paribas Technology Balanced Index are the exclusive property of BNP Paribas or one of its affiliates (BNP Paribas and its affiliates are hereinafter called “BNPP”) and is determined, composed and calculated by BNPP. “BNP”, “BNPP”, “BNP Paribas”, “BNP Paribas Technology Balanced 7 Index” and “BNP Paribas Technology Balanced Index” (collectively, the “BNPP Marks”) are trademarks or service marks of BNPP.
In calculating the performance of the BNP Paribas Technology Balanced 7 Index (or BNP Paribas Technology Balanced Index), BNPP deducts an annual fee of 0.50% per annum, calculated on a daily basis which reduces the performance of the index in the same way as a cost. In addition, the BNP Paribas Technology Balanced 7 Index (or BNP Paribas Technology Balanced Index) methodology embeds certain costs which cover among other things, rebalancing and replication costs. Such costs (if any) may vary over time with market conditions.
BNPP may license the BNP Paribas Technology Balanced 7 Index (or BNP Paribas Technology Balanced Index) to one or more companies (each, a “Company”) for use in a product offered or issued by the Company. The products are not, in whole or in part, sponsored, structured, priced, endorsed, offered, sold, issued or promoted by BNPP or any of its affiliates, or any third party licensor of information to BNPP. BNPP reserves the right to amend or adjust the BNP Paribas Technology Balanced 7 Index (or BNP Paribas Technology Balanced Index) methodology from time to time and accepts no liability for any such amendment or adjustment. BNPP is not under any obligation to continue the calculation, publication or dissemination of the BNP Paribas Technology Balanced 7 Index (or BNP Paribas Technology Balanced Index) and accepts no liability for any suspension or interruption in the calculation thereof. Neither BNPP nor any of its affiliates accepts any liability in connection with the publication or use of the level of the BNP Paribas Technology Balanced 7 Index (or BNP Paribas Technology Balanced Index) at any given time.
BNPP may enter into derivative transactions or issue financial instruments (the “Index Products”) linked to the BNP Paribas Technology Balanced 7 Index (or BNP Paribas Technology Balanced Index). The BNP Paribas Technology Balanced 7 Index (or BNP Paribas Technology Balanced Index) Products are not in any way sponsored, endorsed, sold or promoted by the sponsor of any index component (or part thereof) which may comprise the BNP Paribas Technology Balanced 7 Index (or BNP Paribas Technology Balanced Index) (the “Underlying Index”) that is not affiliated with BNPP (each such sponsor, an “Underlying Index Sponsor”). The Underlying Index Sponsors make no representation whatsoever, whether express or implied, either as to the results to be obtained from the use of the relevant Underlying Index and/or the levels at which the relevant Underlying Index stands at any particular time on any particular date or otherwise. No Underlying Index Sponsor shall be liable (whether in negligence or otherwise) to any person for any error in the relevant Underlying Index and the relevant Underlying Index Sponsor is under no obligation to advise any person of any error therein. None of the Underlying Index Sponsors makes any representation whatsoever, whether express or implied, as to the advisability of purchasing or investing in, or assuming any risk in connection with, the BNP Paribas Technology Balanced 7 Index (or BNP Paribas Technology Balanced Index) Products. BNPP shall have no liability to any party for any act or failure to act by any Underlying Index Sponsor in connection with the calculation, adjustment or maintenance of the relevant Underlying Index and have no affiliation with or control over any Underlying Index or the relevant Underlying Index Sponsor or the computation, composition or dissemination of any Underlying Index. Although BNPP will obtain information concerning each Underlying Index from publicly available sources that it believes reliable, it will not independently verify this information. Accordingly, no representation, warranty or undertaking (express or implied) is made and no responsibility is accepted by BNPP as to the accuracy, completeness and timeliness of information concerning any Underlying Index.
BNPP may act in a number of different capacities in relation to the BNP Paribas Technology Balanced 7 Index (or BNP Paribas Technology Balanced Index) and/or products linked to the BNP Paribas Technology Balanced 7 Index (or BNP Paribas Technology Balanced Index), which may include, but not be limited to, acting as hedging counterparty, index sponsor and/or index calculation agent.

Introducing the