BNP P.Easy JPM ESG EMBI Gl. Divers. Comp.Tr IH Dis GBP

The Product is passively managed. The Product seeks to replicate (with a maximum tracking error* of 1%) the performance of the J.P. Morgan Screened, Tilted and Reweighted EMBI Global Diversified Composite (TR) Index (TR) index ( Bloomberg: JESGEMGD index) ( the Index ) by investing in the debt securities issued by countries included in the Index, respecting the Index's weightings (full replication), or in a sample of debt securities issued by countries 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 emerging market debt securities with an Environmental, Social and Governance (ESG) scoring and screening methodology (such as environmental conventions, labour rights conventions, human rights, etc.) to tilt toward issuers ranked higher on ESG criteria, and to underweight or remove issuers that rank lower. As a result, 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 type of approach implemented here is Best-effort (a type of ESG selection consisting of giving priority to the issuers demonstrating an improvement in or good prospects for their ESG practices and performance over time). The investment team also applies BNP PARIBAS ASSET MANAGEMENT's Sustainable Investment Policy, which takes into account Environmental, Social and Governance (ESG) criteria such as but not limited to reduction of emissions of greenhouse gas, respect of human rights, respect of minority shareholders rights, at each step of the investment of the Product.The extra-financial strategy of the Index may comprise methodological limitations such as the risk related to ESG investment or the Index rebalancing. Further information on the index, its composition, calculation and rules for monitoring and periodic rebalancing, as well as information on the general methodology common

PIR compliant

No

PEA compliant

No

PEA-PME compliant

No