Cbonds India Corporate HY USD Duration Index
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The weighted average duration according to the index of the corporate high-risk bonds and Eurobonds market of India is calculated on the basis of a portfolio of fixed coupon rate securities issued in USD with a remaining maturity of at least 360 days and an issue volume of at least $500 million. The index includes securities that were quoted on the Cbonds website for at least 16 trading days last month and have a credit rating of at least B3/B- and no higher than Ba1/BB+ from at least two leading reviewers of the list of issues forming the index, as well as the inclusion of new issues on a monthly basis.
Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(169385, date)
Cbonds add-in| Index | Current value | Date |
|---|---|---|
| Cbonds India Corporate HY USD Index | 127.95 | 11/08/2026 |
| Cbonds India Corporate HY USD Price Index | 95.49 | 11/08/2026 |
| Cbonds India Corporate HY USD YTM Index | 8.93 % | 11/08/2026 |
| Cbonds India Corporate HY USD Duration Index | 578 days | 11/08/2026 |
| Cbonds India Corporate HY USD T-spread Index | 249.51 bps | 11/08/2026 |
| Cbonds India Corporate HY USD G-spread Index | 259.94 bps | 11/08/2026 |