Cbonds-CBI RU 3-5Y G-Spread UTC+3
previous value: 89.75 bps on 06/12/2021
The G-spread index of the total yield of the Russian corporate bond market with maturities from 3 to 5 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.