Kindly note that the below exclusion criteria has been added to the ESG screening criteria of the iTraxx MSCI ESG Screened Europe index:
Companies are excluded if they are deriving combined revenues of 5% or more from: - Unconventional oil and gas extraction such as revenues from oil sands, oil shale (kerogen-rich deposits), shale gas, shale oil, coal seam gas, and coal bed methane; or
- Arctic Oil and Arctic Gas production
The iTraxx MSCI ESG Screened Europe index rules will be updated to reflect this above change, and will be applicable for the September 2023 roll.