ACB Price Index 20

Name: ACB Price Index 20
Creator: Cbonds
License: https://creativecommons.org/licenses/by/4.0/

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daily

UTC+3

Previous value

on 30/01/2024

from

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The index reflects price changes in the credit market, providing an indicator of market activity in archival data.

Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(163771, date)

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Index	Current value	Date
ACB Core 70	100.75	29/01/2024
ACB Index Core 20	100.32	31/01/2024
ACB Index Core Unconstrained	104	31/01/2024
ACB Index Duration 20	462 days	31/01/2024
ACB Index Duration 70	510 days	29/01/2024
ACB Index Duration No restrictions	522 days	31/01/2024
ACB Index Spread 20	0 bps
ACB Index YTM No restrictions	13 %	31/01/2024
ACB Price Index 20	96.05	31/01/2024
ACB Price Index 70	96.95	29/01/2024
ACB Price Index Unconstrained	96	31/01/2024
ACB Spread 70	12 bps	29/01/2024
ACB Spread Index No restrictions	4 bps	31/01/2024
ACB YTM Index 20	13.72 %	31/01/2024
ACB YTM Index 70	12.93 %	29/01/2024

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