Bloomberg MSCI issue ESG indices

Bloomberg and MSCI have launched nine new ESG high yield indices.

The fixed income indices are co-branded as the Bloomberg Barclays MSCI ESG High Yield Indices and exclude issuers with substantial revenue derived from adult entertainment, alcohol, gambling, tobacco, controversial military weapons, civilian firearms, nuclear power, and genetically modified organisms. The family of high yield bond benchmarks include three variants across US, Pan-Euro, and Global:

• The Bloomberg Barclays MSCI High Yield SRI Indices: designed to exclude issuers with
substantial revenue derived from sources such as adult entertainment, alcohol,
gambling, tobacco, controversial military weapons, civilian firearms, nuclear power, and
genetically modified organisms (GMOs).

• The Bloomberg Barclays MSCI High Yield Sustainability Indices: designed to include
issuers with higher MSCI ESG Ratings.

• The Bloomberg Barclays MSCI High Yield ESG Weighted Indices: designed to use MSCI
ESG Ratings to adjust issuer market weights.