The iBoxx $ Liquid Investment Grade Index (CAD Hedged) measures the performance of investment grade, USD-denominated liquid corporate bonds, hedged against fluctuations of the Canadian dollar. Bonds must be issued by public or private corporations domiciled, incorporated and with country of risk in developed markets. Securities must have a minimum amount outstanding of USD 750 million and an issuer amount outstanding of at least USD 2 billion. Bonds must have a remaining time to maturity of at least three years at rebalancing, while new insertions require between six months and three years. The index is market-value weighted with a 3% issuer cap. Bonds must settle through DTCC or be Rule 144A with registration rights, and Eurobonds are excluded. A three-month lockout period applies to bonds that drop out and a six-month minimum run applies to new entrants. Bonds subject to a firm call or tender offer in the following month are excluded.

• 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