Description

The Short iBoxx Euro Sovereigns Eurozone TR Index aims to reflect the short performance of the following market: EUR-denominated bonds issued by governments of the Eurozone Exposure across the whole yield curve (minimum time to maturity of 1 year) Investment grade bonds only Minimum amount outstanding of EUR 1 billion per bond On a daily basis this index return is the daily return of the underlying index (Markit iBoxx Euro Sovereigns Eurozone Index) plus the returns of both EONIA and Repo rate. Additional information on the Index and the general methodology behind the Markit iBoxx indices can be found on Markit iBoxx website ( https://www.markit.com ).