Cbonds USA Corporate BBB T-Spread Index

Name: Cbonds USA Corporate BBB T-Spread Index
Creator: Cbonds
License: https://creativecommons.org/licenses/by/4.0/

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daily

bps

UTC+3

Previous value

on 27/08/2026

from

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Index description

The weighted average T-spread on the US corporate bond and Eurobond market index is calculated on the basis of a portfolio of fixed-rate coupon 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 BBB- to BBB+ from at least two leading rating agencies (S&P, Moody's, Fitch)

Methodology

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Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(163685, date)

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Quotes by Market Participants

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Subgroup indices

Index	Current value	Date
Cbonds USA Corporate BBB Index TR	119.08	28/08/2026
Cbonds USA Corporate BBB Price Index	100.27	28/08/2026
Cbonds USA Corporate BBB YTM Index	6.23 %	28/08/2026
Cbonds USA Corporate BBB Duration Index	2,614 days	28/08/2026
Cbonds USA Corporate BBB T-Spread Index	107.26 bps	28/08/2026
Cbonds USA Corporate BBB G-Spread Index	124.27 bps	28/08/2026

The composition of the index list

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