iBoxx MSCI EUR Senior Corporates Investment Grade ESG Factor Weighted (Version 2)

The iBoxx MSCI EUR Senior Corporates Investment Grade ESG Factor Weighted (Version 2) is designed to measure the performance of investment grade, EUR-denominated senior corporate bonds from developed markets, 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 excludes issuers with MSCI ESG rating of BB and below and those involved in controversial activities. Constituents are weighted based on Business Involvement Screening, Climate Change Metrics and MSCI ESG Ratings exclusions.