Everything you need for fixed income research and monitoring.
The index reflects the dynamics of spreads in the credit market, providing an assessment of the cost of default protection.
Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(163799, date)
Cbonds add-in| 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 |
Bond Screener