FTSE Lifecycle ESG Screened Select Index Series

The FTSE Lifecycle ESG Screened Select Index Series is comprised of eligible global equity securities, which are generally viewed as exhibiting a higher risk profile, and EUR-denominated fixed income securities, which are generally viewed as exhibiting a lower risk profile. Each asset class is represented by a standard FTSE Russell index (“Base Universe”).

The Base Universes in the FTSE Lifecycle ESG Screened Select Index Series are:

Global Equity:

• FTSE Developed ESG Screened Select Index

Fixed Income:

• FTSE Euro Broad Investment-Grade ESG Screened Select Corporate Bond Index
• FTSE EMU Government Bond Select Index
• FTSE EMU Green Government Bond Select Index
• FTSE EMU Government Bond 0-1 Years Select Index
  

FTSE Developed ESG Screened Select Index

The FTSE Developed ESG Screened Select Index is designed to measure the performance of companies that meet specified index inclusion criteria, incorporating FTSE ESG scores, product involvement and conduct related data. The FTSE Developed Index is a sub-set of the FTSE Global Equity Index. Additionally, the index excludes companies based on an ESG score ranking to ensure that at least 20% of the index universe has been removed from the underlying index. Selection by ESG score ranking is with respect to company region/industry.

FTSE Euro Broad Investment-Grade ESG Screened Select Corporate Bond Index

The FTSE Euro Broad Investment Grade ESG Screened Select Corporate Bond Index is designed to measure the performance of bonds issued by select corporate issuers eligible for the FTSE Euro Broad Investment Grade Corporate Index – Developed Markets. The index methodology incorporates FTSE ESG scores, product involvement and conduct related data, and includes an additional screen to exclude least 20% of the Base Universe based on these factors.

FTSE EMU Government Bond Select Index

The FTSE EMU Government Bond Select Index measures the performance of fixed-rate, investment-grade, EUR-denominated sovereign bonds from European Monetary Union (EMU) countries that are eligible for the FTSE World Government Bond Index (WGBI).

FTSE EMU Government Bond 0-1 Year Select Index

The FTSE EMU Government Bond 0-1 Year Select Index measures the performance of fixed-rate, EUR- denominated, investment-grade sovereign bonds issued by EMU countries with a time to maturity below 1 year. It consists of bonds issued by Eurozone countries that are eligible for the FTSE WGBI.

FTSE EMU Green Government Bond Select Index

The FTSE EMU Government Green Bond Select Index measures the performance of fixed-rate, EUR-denominated, EMU-participating, investment-grade sovereign bonds that are classified as a ‘Green Bond’ by the Climate Bond Initiative (CBI). CBI data is intended to identify eligible Green Bonds whose use of proceeds are in line with the Paris Agreement.