Our rates & index options

Offers exposure to S&P 500® Dividend Aristocrats® Index, consisting of companies in the S&P 500 Index that have consistently increased dividends in each of the past 25 consecutive years, with the added stability of a cash (interest-free) component.

 

Ticker: SPXD5UE

15% VT TCA Index (USD) ER applies an intraday risk control mechanism to provide exposure to the S&P 500 while targeting a 15% volatility level. The index rebalances through the trading day based on volatility observed in seven intraday windows and estimates of future market movements based on hypothetical option prices. The index seeks to take advantage of changing market conditions during the day by adjusting equity exposure up or down and includes a transaction cost adjustment (TCA).

 

Ticker: SPADV15E

This index is designed to deliver exposure to BlackRock’s iShares® Core S&P 500® ETF, three fixed income U.S. Treasury iShares® ETFs, and a cash component, while adaptively rebalancing daily based on macro conditions.

 

Ticker: BAUSE5X

This index is designed to deliver exposure to BlackRock’s iShares® Core S&P 500® ETF, three fixed income U.S. Treasury iShares® ETFs, and a cash component, while adaptively rebalancing daily based on macro conditions.

 

Ticker: BAUSE7X

The BNPP Patriot Technology Index is comprised of American companies with the potential to benefit from strategic investment in technologies as identified by the US Department of Defense Critical Technology List. It seeks to reduce geopolitical risk in an evolving global environment, while mitigating equity volatility through the incorporation of both money market instruments and bond futures that adapt to interest rate environment changes.

Ticker: PATRIOT

The Index aims to provide a notional dynamic exposure to the Nasdaq-100 Index by using an adaptive strategy which applies an intraday trend-following mechanism and targets a 15% volatility level. The notional Index portfolio consists of a dynamic position in the Nasdaq-100 Total Return Index™ and a dynamic position in Nasdaq-100® Index future contract and notional costs and fees are deducted. The Index seeks to achieve its volatility target with intraday rebalancing and by utilizing a proprietary signal developed by Salt Financial LLC, a third party data provider (“Salt”), which Salt calls the truVol® Scalars. The truVol® Scalars are used to increase or decrease portfolio exposure depending on a determination of whether the forecasted estimated volatility of the US large-cap equity market is high or low and increasing or decreasing.

 

Ticker: NDPREM

The Index aims to provide a notional dynamic exposure to the NYSE U.S. 500 Index by using an adaptive strategy which applies an intraday trend-following mechanism and targets a 15% volatility level. The notional Index portfolio consists of a dynamic position in the NYSE U.S. 500 Index and a dynamic position in US Large Cap future contracts and notional costs and fees are deducted. The Index seeks to achieve its volatility target with intraday rebalancing and by utilizing a proprietary signal developed by Salt Financial LLC, a third party data provider (“Salt”), which Salt calls the truVol® Scalars. The truVol® Scalars are used to increase or decrease portfolio exposure depending on a determination of whether the forecasted estimated volatility of the US large-cap equity market is high or low and increasing or decreasing.

Ticker: NYSEPREM