iBoxx EUR Eurozone Sovereigns Green Bonds Capped

The iBoxx EUR Eurozone Sovereigns Green Bonds Capped measures the performance of investment grade, EUR-denominated sovereign green bonds issued by central governments of Eurozone member countries. Bonds must have a minimum amount outstanding of EUR 1 billion, a minimum time to maturity of 12 months rebalancing and a minimum initial time to maturity of 18 months. Bonds must be classified as green bonds by the Climate Bonds Initiative. Issuers must have a Freedom House Global Freedom Status of Free or Partly Free, and issuers with a Sustainalytics Country-Risk Category of Severe are excluded. The aggregate weight for any issuer country is capped at 35% and any single bond is capped at 25%, with the index maintaining a minimum of six bonds at all times.