Cbonds USA Corporate AA Duration Index

Name: Cbonds USA Corporate AA Duration Index
Creator: Cbonds
License: https://creativecommons.org/licenses/by/4.0/

daily

days

UTC+3

Previous value

2,961 days on 10/06/2025

from

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Quotes by Market Participants

Index description

The weighted average duration of the US corporate bond and Eurobond market index is calculated on the basis of a portfolio of fixed-rate coupon securities issued in US dollars with a remaining maturity of at least 360 days and an issue volume of at least $2 billion. The index includes securities that were quoted on the Cbonds website for at least 16 trading days last month and have a credit rating from AA- to AA+ from at least two leading rating agencies (S&P, Moody's, Fitch). The revision of the list of issues forming the index, as well as the inclusion of new issues, is carried out monthly.

Methodology

Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(163701, date)

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The composition of the index list

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Subgroup indices

Index	Current value	Date
Cbonds USA Corporate AA Duration Index	2,965 days	11/06/2025
Cbonds USA Corporate AA Index TR	108.84	11/06/2025
Cbonds USA Corporate AA Price Index	99.31	11/06/2025
Cbonds USA Corporate AA T-Spread Index	42.13 bps	11/06/2025
Cbonds USA Corporate AA YTM Index	5.35 %	11/06/2025