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Euro-Cbonds IG Russia EUR Index

Group indices archive Euro-Cbonds IG Russia EUR
List of securities for index computention for the current month (by 01/01/2020)
No. Issue Size and currency, mln. Maturity date ISIN ID
1 Gazprom, 2.25% 22nov2024, EUR (44) 750.00 EUR 11/22/2024 XS1721463500 381795
2 Gazprom, 2.5% 21mar2026, EUR (46) 750.00 EUR 03/21/2026 XS1795409082 417485
3 Gazprom, 2.949% 24jan2024, EUR (47) 1,000.00 EUR 01/24/2024 XS1911645049 475635
4 Gazprom, 3.125% 17nov2023, EUR (39) 1,000.00 EUR 11/17/2023 XS1521039054 268719
5 Gazprom, 3.6% 26feb2021, EUR (35) 750.00 EUR 02/26/2021 XS1038646078 67263
6 Gazprom, 4.364% 21mar2025, EUR (31) 500.00 EUR 03/21/2025 XS0906949523 35877
7 RZD, 2.2% 23may2027, EUR 500.00 EUR 05/23/2027 XS1843437036 537103
8 RZD, 3.3744% 20may2021, EUR 1,000.00 EUR 05/20/2021 XS0919581982 36727
9 RZD, 4.6% 6mar2023, EUR 500.00 EUR 03/06/2023 XS1041815116 67931
10 VEB, 4.032% 21feb2023, EUR (8) 500.00 EUR 02/21/2023 XS0893212398 35039
Index list compilation methodology
    Edition as of 01 Aug 2012:
  1. Selecting Eurobonds for the list.
    1. When calculating the index, we primarily take into account all outstanding Eurobonds from the country (Russia, Ukraine, Kazakhstan), the type of debt – senior unsecured debt, the issue structure – LPNs, global Eurobonds or Eurobonds listed on international stock exchanges and rated by at least two international rating agencies (Moody's, S&P, Fitch).
    2. Only coupon Eurobonds with a fixed rate are considered for inclusion in the index.
    3. Eurobonds, denominated in the currency other than US$, are excluded from the list formed according to the principles outlined in paragraph 2; for Euro-Cbonds IG Russia RUB, notes denominated in the currency other than Russian Ruble (RUB) are excluded; for Euro-Cbonds IG Russia EUR, notes denominated in the currency other than Euro (EUR) are excluded.
    4. Eurobonds having maturity of less than 180 days are excluded from the list formed in 3rd paragraph; for Euro-Cbonds IG 3Y, Eurobonds with maturities of more than 1080 days are also excluded.
    5. Low liquidity Eurobonds defined according to the following criteria are excluded from the list formed in 4th paragraph:
      1. The issue amount for Euro-Cbonds Sovereign and Euro-Cbonds IG Indices is under $250 m; for Euro-Cbonds NIG and Euro-Cbonds Corporate it is under $100 m; for Euro-Cbonds IG Russia EUR - less than EUR 200 mn; for Euro-Cbonds IG Russia RUB - less than 3 bn rubles.
      2. The number of days when quotes on this Eurobond issue were not posted on Cbonds exceeds half the trading days of the quarter.
    6. The list of Eurobonds formed in paragraph 5 is filtered according to credit rating levels and sovereign/non-sovereign debt for every index:
      1. Euro-Cbonds Sovereign includes Eurobonds with any rating issued by the government.
      2. Euro-Cbonds IG includes non-sovereign issues rated not lower than Ваа3 by Moody’s and/ or ВВВ by S&P and Fitch (at least by 2 agencies if the issuer is rated by more than one agency).
      3. Euro-Cbonds NIG includes non-sovereign issues rated below Ваа3 by Moody’s and/ or ВВВ by S&P and Fitch (by 2 of 3 agencies, if the issuer is rated by all 3 agencies and at least by 1 agency if the issuer is rated by 2 agencies) but not lower then В3 by Moody’s and В- by S&P and Fitch.
      4. Euro-Cbonds Corporate comprises non-sovereign issues with ratings not lower than В3 (Moody’s) and В- (S&P and Fitch).
    7. Lists created according to the above mentioned criteria for every index are called Index Lists.
    8. Lists are reviewed by Cbonds every 3 months according to this methodology with inclusion of new issues.
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