The iBoxx EUR Liquid Sovereigns Capped AAA-AA 1-5Y Index is designed to measure the performance of EUR-denominated sovereign bonds issued by central governments of Eurozone member countries, with a minimum amount outstanding of EUR 2 billion. Bonds must be rated AAA or AA and have a remaining time to maturity between 1.5 and 5.5 years at rebalancing. The index includes a maximum of 15 bonds with country weights capped at 30% and requires a minimum of three bonds for index calculation, with a maximum of three bonds per issuer.