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Euro-Cbonds Sovereign Eastern Europe Index

List of securities for index computention for the current month (by 07/01/2019)
No. Issue Size and currency, mln. Maturity date ISIN ID
1 Croatia, 5.5% 4apr2023, USD 1,500.00 USD 04/04/2023 XS0908769887 36351
2 Croatia, 6% 26jan2024, USD 1,750.00 USD 01/26/2024 XS0997000251 59237
3 Croatia, 6.375% 24mar2021, USD 1,500.00 USD 03/24/2021 XS0607904264 14831
4 Croatia, 6.625% 14jul2020, USD 1,250.00 USD 07/14/2020 XS0525827845 12871
5 Hungary, 5.375% 21feb2023, USD 2,000.00 USD 02/21/2023 US445545AH91 35013
6 Hungary, 5.375% 25mar2024, USD 2,000.00 USD 03/25/2024 US445545AL04 70023
7 Hungary, 5.75% 22nov2023, USD 2,000.00 USD 11/22/2023 US445545AJ57 58949
8 Hungary, 6.375% 29mar2021, USD 3,000.00 USD 03/29/2021 US445545AE60 15043
9 Hungary, 7.625% 29mar2041, USD 1,250.00 USD 03/29/2041 US445545AF36 15045
10 Lithuania, 6.125% 9mar2021, USD 1,500.00 USD 03/09/2021 XS0602546136 14611
11 Lithuania, 6.625% 1feb2022, USD 1,500.00 USD 02/01/2022 XS0739988086 25381
12 Poland, 3% 17mar2023, USD 2,000.00 USD 03/17/2023 US731011AT95 30871
13 Poland, 3.25% 6apr2026, USD 1,750.00 USD 04/06/2026 US731011AU68 208775
14 Poland, 4% 22jan2024, USD 2,000.00 USD 01/22/2024 US857524AC63 64067
15 Poland, 5% 23mar2022, USD 3,000.00 USD 03/23/2022 US857524AB80 22227
16 Poland, 5.125% 21apr2021, USD 2,000.00 USD 04/21/2021 US857524AA08 16385
17 Romania, 4.375% 22aug2023, USD 1,500.00 USD 08/22/2023 US77586TAC09 35035
18 Romania, 4.875% 22jan2024, USD 1,000.00 USD 01/22/2024 US77586TAD81 64073
19 Romania, 5.125% 15jun2048, USD 1,200.00 USD 06/15/2048 XS1837994794 436765
20 Romania, 6.125% 22jan2044, USD 1,000.00 USD 01/22/2044 US77586TAE64 64055
21 Romania, 6.75% 7feb2022, USD 2,250.00 USD 02/07/2022 US77586TAA43 25539
22 Serbia, 7.25% 28sep2021, USD 2,000.00 USD 09/28/2021 XS0680231908 21387
23 Slovakia, 4.375% 21may2022, USD 1,500.00 USD 05/21/2022 XS0782720402 27967
24 Slovenia, 5.25% 18feb2024, USD 2,523.37 USD 02/18/2024 XS0982709221 66861
25 Slovenia, 5.50% 26oct2022, USD 2,250.00 USD 10/26/2022 XS0847086237 32107
26 Slovenia, 5.85% 10may2023, USD 2,500.00 USD 05/10/2023 XS0927637818 37729
Archive:
Index list compilation methodology
  1. When calculating the index, we primarily take into account all outstanding sovereign international bonds from the region (CIS, Eastern Europe, Middle East, Africa, Asia, Latin America), 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 Sovereign Eastern Europe (EUR) and Euro-Cbonds Sovereign Eastern Europe (EUR) IG – any currency other than EURO (EUR).
  4. Eurobonds having a maturity of less than 360 days are excluded from the list formed in 3rd paragraph.
  5. Low liquidity Eurobonds defined according to the following criteria are excluded from the list formed in 4th paragraph:
    1. The issue amount is under $1 bn; for Euro-Cbonds EM it is under $2 bn, and for Euro-Cbonds Middle East and Africa – is less than $500 m.
    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 for every index:
    1. Euro-Cbonds Sovereign – includes all issues rated not lower than Ва3 by Moody’s and/ or ВВ- by S&P and Fitch (at least by 2 agencies), and for Middle East and Africa not lower than В3 by Moodys and/ or В- by S&P and Fitch (2 of 3).
    2. Euro-Cbonds IG – includes all issues rated not lower than Ваа3 by Moodys and/ or ВВВ- by S&P and Fitch (at least by 2 agencies).
    3. Euro-Cbonds NIG - includes all issues rated not higher than Ва1 by Moodys and/ or ВB+ by S&P and Fitch, (at least by 2 agencies).
  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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