iBoxx Euro SRI Corporate Bond Custom Index

The iBoxx Euro SRI Corporate Bond Custom Index measures the performance of investment grade, EUR-denominated corporate bonds that meet socially responsible investment criteria. The index comprises fixed-rate bonds issued by public or private corporations, with a minimum amount outstanding of EUR 500 million for EUR-issued bonds and EUR 1 billion for legacy bonds converted from pre-EUR currencies.Bonds must have a minimum time to maturity of 18 months at issuance and 12 months at rebalancing. The index includes bonds whose cash flow can be determined in advance, excluding sinking funds, amortizing bonds, floating rate notes, convertible bonds, CDOs and retail bonds.