Section 3 SOVEREIGN DEBT

Overall ESG rating of top ten benchmark constituents by weighting in the benchmark (voluntary).

The percentage of underlying fund management companies signed up to international standards.

Weighted average environmental rating of the benchmark (voluntary).

Exposure of the benchmark portfolio to climate-related physical risks, measuring the effects of extreme weather events on companies’ operations and production or on the different stages of the supply chain (based on issuer exposure) (voluntary).

Top ten and bottom ten constituents by exposure to climate-related physical risks (voluntary).

GHG intensity of the benchmark.

Percentage of reported versus estimated emissions.

Percentage of green bonds in the benchmark portfolio.

Weighted average social rating of the benchmark (voluntary).

Number of benchmark constituents subject to social violations (absolute number and relative number divided by all benchmark constituents), as referred to in international treaties and conventions, United Nations principles and, where applicable, F1UK law.

Average human rights performance of the issuers (including a quantitative indicator and the methodology used to calculate it).

Average income inequality score, measuring the distribution of income and economic inequality among the participants in a particular economy (including a quantitative indicator and the methodology used to calculate it).

Average freedom of expression score measuring the extent to which political and civil society organizations can operate freely (including a quantitative indicator and the methodology used to calculate it).

Weighted average governance rating of the benchmark (voluntary).

Average corruption score measuring the perceived level of public sector corruption (including a quantitative indicator and the methodology used to calculate it).

Average political stability score, measuring the likelihood that the current regime will be overthrown by the use of force (including a quantitative indicator and the methodology used to calculate it).

Average rule of law score, based on the absence of corruption, respect for fundamental rights, and the state of civil and criminal justice (including a quantitative indicator and the methodology used to calculate it).