iBoxx EUR Sovereigns ESG Tilted 3-5 Select Index

The iBoxx EUR Sovereigns ESG Tilted 3-5 Select Index measures the performance of investment grade, EUR-denominated sovereign bonds issued by central governments of Eurozone member countries, with country weights tilted based on Sustainalytics Country Risk Scores and further reduced for countries ranking within the highest 20% of all countries' Production-Based Carbon Emissions per GDP from the Trucost Sovereign Environmental Dataset. Eligible countries must have a Freedom House Global Freedom Status of Free or Partly Free, must not have a Sustainalytics Country-Risk Category of Severe and must not be included on the EU's list of non-cooperative jurisdictions for tax purposes. Bonds must have a minimum issue amount outstanding of EUR 2 billion and a minimum issuer-level amount outstanding of EUR 5 billion. The index comprises fixed-rate bonds with a time to maturity of three to five years.