Cbonds Canada Corporate USD YTM Index

The weighted average effective yield to maturity according to the Canadian corporate Bond and Eurobond market index is calculated based on a portfolio of fixed coupon rate 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 rating agencies. The revision of the list of issues forming the index, as well as the inclusion of new issues, is carried out monthly.