iBoxx MSCI ESG EUR Corporates 0-1 TCA

The iBoxx MSCI ESG EUR Corporates 0-1 TCA is designed to measure the transaction cost-adjusted performance of investment grade, EUR-denominated corporate bonds, with a minimum amount outstanding of EUR 500 million. Bonds must have a remaining time to maturity of up to one year at rebalancing. The index excludes issuers involved in controversial activities, as well as those having an ESG rating of BB or below or having severe ESG controversies. The index applies a 3% issuer cap and a minimum of 20% of issuers must be excluded from the benchmark at each rebalance based on ESG criteria.