Description

The iBoxx MSCI ESG USD FRN Investment Grade Corporates TCA is designed to measure the transaction cost adjusted performance of investment grade, USD-denominated floating rate corporate bonds from developed markets, with a minimum amount outstanding of USD 300 million. Securities must have a minimum initial time to maturity of one year at issuance and a remaining time to maturity of at least one month at rebalancing. The index applies a 3% issuer cap and must exclude a minimum of 20% of issuers from its benchmark. The index excludes issuers involved in controversial activities, as well as those having an MSCI ESG rating of BB and below or having severe ESG controversies.

Documents

Methodology
iBoxx MSCI ESG USD FRN Investment Grade Corporates TCA Index Methodology

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Index-Linked Products

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Product Name Product Type Exchange Ticker
Amundi Fltng Rt USD Corp ESG - DR USD(C) ETF Euronext - Euronext Paris AFLT
Amundi IS FltngRt$CorpESG ETF DR H EUR C ETF Euronext - Euronext Paris AFLE
Amundi IS FltngRt$CorpESG ETF DR H MXN C ETF N/A

Characteristics

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Product Name: Direxion Daily S&P Biotech Bear 3X Shares
Product Type: ETF
Exchange: ASX - ALL MARKETS
Ticker: LABD
Product Name: Amundi Fltng Rt USD Corp ESG - DR USD(C)
Product Type: ETF
Exchange: Euronext - Euronext Paris
Ticker: AFLT
Product Name: Amundi IS FltngRt$CorpESG ETF DR H EUR C
Product Type: ETF
Exchange: Euronext - Euronext Paris
Ticker: AFLE
Product Name: Amundi IS FltngRt$CorpESG ETF DR H MXN C
Product Type: ETF
Exchange:
Ticker: N/A

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This list includes investable products traded on certain exchanges currently linked to this selection of indices. While we have tried to include all such products, we do not guarantee the completeness or accuracy of such lists. Please refer to the disclaimers here for more information about S&P Dow Jones Indices' relationship to such third party product offerings.

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