Cbonds Russia Corporate Onshore AAA YTM Index

The weighted average effective yield to maturity according to the Russian corporate Eurobond market index is calculated based on a portfolio of fixed coupon rate securities issued in US dollars with a remaining maturity of at least 360 days and an issue volume of at least $500 million. Ratings of issuers of securities included in the index list are not lower than AAA(RU)/ruAAA from ACRA/RA expert. Quotes are calculated using the Cbonds Estimation Onshore system. The index includes securities that were quoted on the Cbonds website for at least 16 trading days last month. Quotes are calculated using the Cbonds Estimation Onshore system. The revision of the list of issues forming the index, as well as the inclusion of new issues, is carried out monthly.