Guide Sterling Benchmark Indices

iBoxx GBP Benchmark Index Family


Index guide
















July 2006 
Contents
1. iBoxx GBP Indices............................................................................................................................. 5
1.1. Structure of the iBoxx GBP Benchmark Indices ........................................................................... 5
1.2. Publication of the iBoxx GBP Benchmark Indices ........................................................................ 6
2. iBoxx GBP Index Rules..................................................................................................................... 7
2.1. Criteria for iBoxx GBP Bonds ....................................................................................................... 7
2.1.1. Bond Type...............................................................................................................................7
2.1.2. Bond classification ..................................................................................................................8
2.1.3. Rating......................................................................................................................................9
2.1.4. Time to Maturity ....................................................................................................................10
2.1.5. Amount Outstanding ................................................................... ...