The iBoxx GBP Liquid Corporates Large Cap Interest Rate Hedged Index is designed to measure the performance of investment grade, GBP-denominated corporate bonds from developed countries, with an interest rate hedging overlay. The index takes a long position in the Markit iBoxx GBP Liquid Corporates Large Cap Index while maintaining a short position in Long Gilt front-month quarterly futures contracts to achieve neutral duration. Eligible bonds have a minimum amount outstanding of GBP 300 million and minimum issuer amount outstanding of GBP 750 million. Bonds must have a minimum initial time to maturity of 18 months at issuance and a remaining time to maturity of at least one year at rebalancing. The index applies a 4% issuer cap.

• iBoxx GBP Corporates
• iBoxx GBP Liquid Corporates 100 Index
• iBoxx GBP Liquid Corporates Large Cap Index
• iBoxx GBP Non-Financials
• iBoxx GBP Liquid Investment Grade Ultrashort Index