iBoxx MSCI ESG GBP Non-Gilts

The iBoxx MSCI ESG GBP Non-Gilts is designed to measure the performance of GBP-denominated non-gilt bonds. The index includes investment grade sovereign (except U.K.), sub-sovereign, collateralized and corporate bonds, with a minimum amount outstanding of GBP 250 million for bonds settled after Dec. 31, 2010, and GBP 100 million for bonds settled on or before that date. Securities must have a remaining time to maturity of at least one year at rebalancing. The index excludes issuers involved in controversial activities, as well as those having an ESG rating below B or having severe ESG controversies.