Cbonds Russian Subordinated G-spread Index
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The weighted average G-spread of the Russian subordinated bond market index is calculated based on a portfolio of fixed-rate coupon bonds and Eurobonds placed both publicly and privately, with a remaining maturity of at least 180 days.The index includes securities that had Moscow Exchange quotes for at least 10 trading days of the previous month. Moscow Exchange T+ quotes are used for the index calculation. The list of issues forming the index is reviewed, and new issues are included, on a monthly basis.
Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(226237, date)
Cbonds add-in| Index | Current value | Date |
|---|---|---|
| Cbonds Russia Subordinated Price Index | 71.36 | 25/09/2026 |
| Cbonds Russia Subordinated YTM Index | 26.51 % | 25/09/2026 |
| Cbonds Russia Subordinated Duration Index | 962 days | 25/09/2026 |
| Cbonds Russian Subordinated G-spread Index | 5,750.94 bps | 25/09/2026 |
| TEST Cbonds Russian Subordinated Index | 159.63 | 25/09/2026 |