The STOXX Climate Transition Benchmark Fixed Income Indices are based on respective ICE BofA Fixed Income Indices. The indices are constructed to follow the EU Climate Transition Benchmark (EU CTB) requirements outlined in the Commission Delegated Regulation (EU) 2020/1818 supplementing Regulation (EU) 2016/1011 of the European Parliament and of the Council as regards minimum standards for EU Climate Benchmarks.

Companies identified as non-compliant based on ISS Sustainability Norms-Based Screening and involved in controversial weapons are not eligible for selection. Tobacco producers, as identified by ISS Sustainability, are also not eligible.

The weighting process follows an optimization process. The STOXX Climate Transition Benchmark Indices aim to reduce their greenhouse gas intensity by at least 30% when compared to their underlying benchmarks. They are also designed to meet the year on year 7% decarbonization target.

The indices also overweight securities with Science Based Targets, as verified by the Science Based Target initiative (SBTi). The green to brown revenue ratio of the Climate Transition Benchmark indices is at least equivalent to that of the parent.

Index calculation and review-related reports can be found on the ICE Data Indices, LLC (ICE Data) Index Platform.