BNP Paribas Easy MSCI World SRI PAB Track Privilege Capitalisation

The investment objective of the sub-fund is to replicate the performance of the MSCI World SRI Select PAB (NTR) Index (Bloomberg: M1CXWSC Index) (the “Index”), including fluctuations, and to maintain the Tracking Error between the sub-fund and the Index below 1%. The Index General Description The Index is a global equity index with an objective to provide investors with exposure to companies that have their registered offices or conduct the majority of their business activities in global developed countries, and which have high standard in terms of ESG values, while aiming to comply with the Paris Aligned Benchmark (PAB) targets of reducing greenhouse gas (GHG) intensity by at least 50% relative to the initial investment universe and achieving an additional decarbonisation target of at least 7% each year as defined in the framework of the European Benchmark Regulation.