Summary
The iSTOXX Europe Collateral Indices represent diversified baskets of securities that meet broadly accepted criteria for general collaterals. The index constituents are derived from the STOXX® Europe 600 Index and satisfy criteria for liquidity and borrowing costs. In addition, only components that have no pending corporate event or dividend distribution are eligible for the indices.
The components of the respective index are determined by the ISIN country code and exchanges that are included. The indices are divided into groups depending upon the currency of the ex-change, and on whether its country applies a financial transaction tax (FTT), stamp duty or turnover tax. Some of the indices are separated by market capitalization into large- and mid-cap indices.
The indices are weighted by free-float market capitalization, with a cap at component level.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Top 10 Components
| UNICREDIT | Banks | IT |
| BANCO BPM | Banks | IT |
| BANK OF IRELAND GROUP | Banks | IE |
| MEDIOBANCA | Financial Services | IT |
| KINGSPAN GRP | Construction and Materials | IE |
| PRYSMIAN | Industrial Goods and Services | IT |
| ASSICURAZIONI GENERALI | Insurance | IT |
| INTESA SANPAOLO | Banks | IT |
| FINECOBANK | Banks | IT |
| RYANAIR | Travel and Leisure | IE |