iBoxx MSCI EUR Corporates Carbon and Governance Tilted

The iBoxx MSCI EUR Corporates Carbon and Governance Tilted is designed to measure the performance of investment grade, EUR-denominated corporate bonds, with a minimum outstanding amount of EUR 500 million. Securities must have a remaining time to maturity of at least one year at rebalancing. The index applies ESG tilts based on issuers' carbon intensity (Scope 1 and 2 emissions normalized by sales) and governance pillar scores, underweighting bonds from issuers with carbon intensity above the 75th percentile threshold and governance pillar scores below the 30th percentile, using notional capping factors of 0.25, 0.35 or 0.5. The index excludes issuers based on Shell Asset Management Company B.V. exclusion lists. Eligible bonds must be fixed-rate with predetermined cash flows.