MSCI EUR HY SRI P-Series Corporate Bond Index

The MSCI EUR HY SRI Sustainable Corporate Bond Index is based on the MSCI EUR HY Corporate Bond Index, its parent index, and includes corporate bonds issued in euros. The index consists of high-yield (HY) bonds, which are rated below investment grade (BB+ or lower but not lower than CCC by S&P and Fitch, or Ba1 or lower but not lower than Caa by Moody’s). It applies exclusion criteria based on involvement in controversial weapons, civilian firearms, nuclear weapons, tobacco, and adult entertainment, and selects companies with a better overall ESG profile.