MSCI CAD High Yield Climate Change Corporate Bond Index

The MSCI CAD High Yield (HY) Climate Change Corporate Bond Index is based on the MSCI CAD Corporate Bond Index, its parent index, and includes corporate bonds issued in Canadian dollars. It applies a climate-focused methodology that seeks to reduce exposure to carbon-intensive issuers while increasing allocation to companies with lower emissions and strong climate transition strategies.
Name of the benchmark administrator
MSCI LIMITED
Does this benchmark pursue ESG objectives?
Yes
Index Code
737162
Inception Date
Aug. 31, 2018
Years to Maturity
17.71
Modified Duration
7.83
Yield to Worst
4.63
Average credit rating
BB
OAS (Option Adjusted Spreads)
243.81
Number of Securities
35
Number of Issuers
25
Index Market Cap
$12.47 B
Data as of Jan. 30, 2026 

ESG metrics

Summary

MSCI CAD High Yield Climate Change Corporate Bond Index

Implied Temperature Rise
> 2.0°C - < 3.2°C
100.0% coverage

MSCI CAD High Yield Corporate Bond Index

Implied Temperature Rise
> 3.2°C
84.6% coverage
MSCI CAD High Yield Climate Change Corporate Bond Index
Score
Coverage
ESG Score
6.4
87.8%
UN Global Compact Violations % (*)
0.0%
87.8%
Red Flag ESG Controversies % (*)
0.0%
87.8%
MSCI CAD High Yield Corporate Bond Index
Score
Coverage
ESG Score
6.7
74.3%
UN Global Compact Violations % (*)
0.0%
76.9%
Red Flag ESG Controversies % (*)
0.0%
76.9%

(*) Additional ESG factor not mentioned in the regulation but provided for transparency purposes.

Data available as of Jan. 2026. The information was updated as part of the regular monthly update cycle. Data available as of Jan. 2026. The information was updated as part of the regular monthly update cycle.

MSCI ESG and climate ratings, research and data are produced by MSCI ESG Research LLC, a subsidiary of MSCI Inc. MSCI ESG Indexes, Analytics, Real Assets, and Private Capital Solutions are products of MSCI Inc. that utilize information from MSCI ESG Research LLC. MSCI Indexes are administered by MSCI Limited and MSCI Deutschland GmbH.

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