# Commission Delegated Regulation (EU) 2020/1816 of 17 July 2020 supplementing Regulation (EU) 2016/1011 of the European Parliament and of the Council as regards the explanation in the benchmark statement of how environmental, social and governance factors are reflected in each benchmark provided and published (Text with EEA relevance), Section 3: SOVEREIGN DEBT

Extent: E+W+S+N.I.

ESG FACTORS
DISCLOSURES
Combined ESG factors
Weighted average ESG rating of the benchmark (voluntary).
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.
Environmental
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.
Social
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, UK 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).
Governance
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).

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Source: https://www.legislation.gov.uk/eur/2020/1816/annex/II/section/3 (the official version)
Page: https://openlegislation.uk/eu-regulation-2020-1816/annex-II/section-3
Contains public sector information licensed under the Open Government Licence v3.0. Source: legislation.gov.uk, The National Archives.