BNP PARIBAS MULTI ASSET DIVERSIFIED 5 INDEX

A multi asset index that leverages diversification by providing exposure to a range of asset classes and geographic regions based on momentum investing principles.

Bloomberg ticker: BNPIMAD5 Index

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BNP PARIBAS MULTI ASSET DIVERSIFIED X INDEX

Aims to provide exposure to a range of asset classes and geographic regions based on momentum investing principles. The Index is comprised of nine components – four equity futures indices, three bond futures indices and two commodity futures indices.

Bloomberg ticker: BNPIMADX Index

S&P 500 FUTURES DEFINED VOLATILITY

Tracks the performance of the S&P 500® and deploys leverage with the objective of maintaining a 35% level of Implied Volatility, less a fixed amount of 6% per year.

Bloomberg ticker: SPXFD356 Index

NASDAQ-100 FUTURES DEFINED VOLATILITY

Tracks the performance of the Nasdaq-100 Index and deploys leverage with the objective of maintaining a 35% level of Implied Volatility, and a 6% Synthetic Dividend.

Bloomberg ticker: NXQDV356 Index

NASDAQ NIGHT OWL INDEX

Designed to extract the “night effect” of the Nasdaq-100® while targeting an annual realized volatility of 15%.

Bloomberg ticker: NIGHTOWL Index