iBoxx EUR Contingent Convertible Liquid Developed Market AT1 Index

The iBoxx EUR Contingent Convertible Liquid Developed Market AT1 Index is designed to measure the performance of EUR-denominated Additional Tier 1 (AT1) contingent convertible bonds from developed market financial institutions and insurance companies, with a minimum amount outstanding of EUR 500 million per issue and EUR 1 billion per issuer. Securities must have a remaining time to maturity of at least one year at rebalancing, with the first call date considered as the workout date for dated and undated callable financial hybrid capital bonds.