The iBoxx USD Corporates 0-3 Yield Plus is designed to measure the performance of investment grade, USD-denominated corporate bonds, with a minimum amount outstanding of USD 500 million per bond, and issuers must have a total amount outstanding of USD 1 billion. Securities must have a minimum time to maturity of 18 months at inclusion and a remaining time to maturity of at least three months at rebalancing, with a maximum average life threshold of three years. Bonds rated BB- or higher are eligible, with BB rated bonds capped at 20% by market value. The index applies a 50% cap by economic sector classification, a 20% cap on subordinated debt, a 2% issuer cap and a 20% cap on emerging markets country of risk, with countries requiring a minimum notional outstanding of USD 1.5 billion in the selected universe to be eligible.

• iBoxx USD Corporates
• Dow Jones Equal Weight U.S. Issued Corporate Bond Index
• S&P 500 Bond Index
• S&P 500 Bond Mega 30 Investment Grade 1-3 Year Index
• iBoxx JUST Capital USD Investment Grade Index