MSCI EUR Corporates IG Climate Change ESG Select CTB Index

The MSCI EUR IG Climate Change Select Screens Corporate Bonds Index represents a strategy that integrates climate-related considerations in EUR-denominated investment grade corporate bonds, in line with the EU Climate Transition Benchmark requirements. Constructed from a filtered universe of eligible bonds, the index excludes issuers involved in activities such as controversial weapons, tobacco, thermal coal, certain oil and gas operations, and those with weak performance on human rights and environmental issues. An optimization process is applied to improve the low carbon transition profile while capping issuer weights at 4%.