The BlackRock iBLD® Endura® VC5.5 ER Index (the “Index”) seeks to provide the potential for more consistent Returns than a traditional stock index and may help reduce losses during declining markets while still experiencing gains during rising markets. The index comprises U.S. equities with daily Volatility Controls to help mitigate downside risk. The daily Volatility Controls determine an allocation to short-term U.S. Treasury bonds. Index Constituents are comprised of iShares® ETF’s. The Index tracks the Excess Return of the selected iShares® ETF constituents above the Return on cash.