The iBoxx EUR Liquid Corporates 100 Interest Rate Hedged Index is designed to measure the performance of investment grade, EUR-denominated corporate bonds, while minimizing the effect of changes in market interest rates as represented by Germany government bond yields. The index takes long positions in financial sector corporate bonds and short positions in Euro-Schatz, Euro-Bobl and Euro-Bund front month quarterly futures contracts to achieve zero duration through interest rate hedging. Securities must have a minimum outstanding amount of EUR 750 million. Securities must have a minimum initial time to maturity of three years at issuance and a remaining time to maturity of at least two years at rebalancing. The index includes bonds with a maximum permissible minimum lot size of EUR 100,000 and maximum increment of EUR 1,000, with a maximum of two bonds per issuer and a minimum run of one year.