iBoxx EUR Breakeven 10-Year Inflation France & Germany

Description

The iBoxx EUR Breakeven 10-Year Inflation France & Germany is designed to measure the performance of breakeven inflation through long positions in inflation-linked bonds and short positions in sovereign bonds from France and Germany. The index includes investment grade, EUR-denominated sovereign bonds, with a minimum amount outstanding of EUR 500 million. Securities must have a remaining time to maturity of at least one year at rebalancing and must contain at least six inflation-linked bonds and six nominal sovereign bonds. The index applies a 28% cap to any inflation-linked bond within the inflation-linked bonds portion and any nominal sovereign bond within the nominal sovereign bonds portion.

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Constituents

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Maturity Breakdown

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Rating Breakdown

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