Cbonds USA Corporate A YTM Index
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The weighted average effective yield to maturity according to the US corporate Bond and Eurobond market index is calculated on the basis of 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 $2 billion. The index includes securities that were quoted on the Cbonds website for at least 16 trading days last month and have a credit rating from A- to A+ from at least two leading rating agencies (S&P, Moody's, Fitch). 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(163693, date)
Cbonds add-in| Index | Current value | Date |
|---|---|---|
| Cbonds USA Corporate A Index TR | 115.12 | 14/08/2026 |
| Cbonds USA Corporate A Price Index | 97.39 | 14/08/2026 |
| Cbonds USA Corporate A YTM Index | 6.01 % | 14/08/2026 |
| Cbonds USA Corporate A Duration Index | 3,148 days | 14/08/2026 |
| Cbonds USA Corporate A T-Spread Index | 82.81 bps | 14/08/2026 |