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Cbonds-CBI RU 1-3Y G-Spread

daily
bps
UTC+3
value
*** bps on 24/11/2022
from
to
! Max historical depth is 10 years

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Index description

The G-spread index of the total yield of the Russian corporate bond market with maturities from 1 to 3 years. The G-spread for a single issue is calculated as the arithmetic difference between the yield of a bond and the yield value for a point on the Russian government bond zero coupon yield curve (G-curve) with the same duration. It is calculated on the basis of the most liquid securities of the sector.

List of securities for index calculation

Subgroup indices

Index Current value Date
Cbonds-CBI RU 1-3Y G-Spread 180.94 bps 25/11/2022
Cbonds-CBI RU 1-3Y 288.43 25/11/2022
Cbonds-CBI RU 1-3Y D 553 days 25/11/2022
Cbonds-CBI RU 1-3Y PI 102.21 25/11/2022
Cbonds-CBI RU 1-3Y YTM sim 9.54 % 25/11/2022
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