S&P European Leveraged Loan Index Multi-currency index including all facilities tracked
S&P European LBO Index Multi-currency index including all facilities to issuers backed by a private equity firm
S&P Euro Leveraged Loan Index Single currency index including only Euro denominated facilities
S&P Euro LBO Index Single index including only Euro denominated facilities to issuers backed by a private equity firm
Inception Date January 1, 2002 (base value of 1,000.00)
Calculation Frequency Monthly from 2002-2004; Weekly from 2004-May 2013; Daily since May 2013
Rebalance Frequency Weekly (monthly for 2002-2003)
Interest Accrual Interest is calculated on a 30/360 basis.  It accrues in the facility's native currency on a daily basis, paid on a rolling 90-day basis and is reinvested in the index. 
Inclusion Criteria  
Facility Types Term loans syndicated to European loan investors
Minimum Term One year at inception
Minimum Spread Euribor + 125, initially
Deletion Criteria Facilities are retired when they are repaid or when they are no longer priced by Mark-It Partners/LoanX; defaulted loans will remain in the Index through restructuring.
Data Sources  
Pricing Average Bid from Mark-It Partners/LoanX
Ratings Standard & Poor's ratings and shadow ratings
Facility Data Real-time outstandings and spreads sourced from leading investors in the European loan market
   
Index Calculation Platform Created by Standard & Poor's Index Services group