Cbonds Australia Corporate USD Duration Index
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The weighted average duration of the Australian 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 $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 - from at least two leading ones, the list of issues forming the index is revised, as well as new issues are included on a monthly basis.
Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(62331, date)
Cbonds add-in| Index | Current value | Date |
|---|---|---|
| Cbonds Australia Corporate USD Index | 139.36 | 11/08/2026 |
| Cbonds Australia Corporate USD Price Index | 94.36 | 11/08/2026 |
| Cbonds Australia Corporate USD YTM Index | 5.62 % | 11/08/2026 |
| Cbonds Australia Corporate USD Duration Index | 1,830 days | 11/08/2026 |
| Cbonds Australia Corporate USD T-spread Index | 76.01 bps | 11/08/2026 |
| Cbonds Australia Corporate USD G-spread Index | 94.16 bps | 11/08/2026 |