Guide EUR Benchmark Indices

iBoxx EUR Benchmark Index Family


Index Guide
















March 2007 
Contents

1. iBoxx EUR Indices ....................................................................................................................5
1.1. Structure of the iBoxx EUR Benchmark Indices.....................................................................5
1.2. Publication of the iBoxx EUR Benchmark Indices..................................................................6
2. iBoxx EUR Index Rules.............................................................................................................7
2.1. Criteria for iBoxx EUR Bonds .................................................................................................7
2.1.1. Bond Type .................................................................................................................7
2.1.2. Bond classification.....................................................................................................8
2.1.3. Rating.........................................................................................................................8
2.1.4. Time to Maturity .........................................................................................................9
2.1.5. Amount Outstanding..................................................................................................9
2.1.6. Monthly Rebalancing of the Indices.................. ...