Cbonds Substitute bonds Price Index
FIND, SAVE & TRACK INVESTMENTS WITH CBONDS WATCHLIST
With Cbonds Watchlist you can always stay updated on your investments to make conscious decisions!
With Cbonds Watchlist you can always stay updated on your investments to make conscious decisions!
Everything you need for fixed income research and monitoring.
The price index of the Russian corporate replacement bond market is calculated on the basis of a portfolio of fixed coupon rate securities issued in US dollars with a remaining maturity of at least 120 days and an issue volume of at least $100 million. The index includes securities that have a credit rating of at least B from at least one of the two national rating agencies: ACRA/RA expert. The quotes are calculated using the Cbonds Estimation Onshore system. The revision of the list of issues forming the index, as well as the inclusion of new issues, is carried out monthly.
Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(98890, date)
Cbonds add-in| Index | Current value | Date |
|---|---|---|
| Cbonds Substitute bonds Index | 128.1 | 11/08/2026 |
| Cbonds Substitute bonds Price Index | 105.58 | 11/08/2026 |
| Cbonds Substitute bonds Index (YTM) | 9.07 % | 11/08/2026 |
| Cbonds Substitute bonds Index (Duration) | 1,020 days | 11/08/2026 |