iBoxx Contingent Convertible Liquid Developed Europe AT1 (CHF Hedged)

The iBoxx Contingent Convertible Liquid Developed Europe AT1 (CHF Hedged) is designed to measure the performance of Additional Tier 1 contingent convertible bonds issued by banks in Austria, Belgium, Denmark, Finland, France, Germany, Ireland, Italy, Luxembourg, the Netherlands, Norway, Portugal, Spain, Sweden, Switzerland and the United Kingdom. The index includes bonds denominated in EUR, USD and GBP with minimum outstanding amounts of EUR 700 million, USD 700 million and GBP 700 million, respectively. Bonds must have a minimum iBoxx rating of B and be issued after January 1, 2013. Issuers must have minimum outstanding amounts of EUR/USD/GBP 1 billion in their respective currencies. The index excludes issuers involved in tobacco, controversial weapons, thermal coal, small arms, arctic oil & gas exploration, oil sands and shale energy extraction, as well as those that are non-compliant with UN Global Compact Principles.