Cbonds-CBI RU BBB/ruAA- G-Spread

daily

bps

UTC+3

value

*** bps on 24/11/2022

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Index description

The G-spread index of the total yield of the Russian BBB/ruAA- rated corporate bond market. 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.

Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(22187, date)

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Subgroup indices

Index	Current value	Date
Cbonds-CBI RU BBB/ruAA-	261.44	25/11/2022
Cbonds-CBI RU BBB/ruAA- D	768 days	25/11/2022
Cbonds-CBI RU BBB/ruAA- G-Spread	92.5 bps	25/11/2022
Cbonds-CBI RU BBB/ruAA- PI	96.28	25/11/2022
Cbonds-CBI RU BBB/ruAA- YTM	9.03 %	25/11/2022