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The iBoxx EUR Liquid Corporates Top 75 Mid Price TCA is designed to measure the transaction cost-adjusted performance of investment grade, EUR-denominated corporate bonds, with a minimum outstanding amount of EUR 750 million for new entries and EUR 500 million for existing constituents. Securities must have a remaining time to maturity of at least 1.5 years at rebalancing. The index includes bonds with a maximum age of three years for new entrants and four years for existing bonds, requiring a maximum permissible minimum lot size of EUR 100,000, a maximum minimum increment of EUR 1,000 and a minimum run of one year. The index includes up to 75 bonds, with a limit of one bond per issuer. The index calculation is based on mid prices.
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