Cbonds Russia Subordinated USD Price Index
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With Cbonds Watchlist you can always stay updated on your investments to make conscious decisions!
The price index of the Russian USD-denominated subordinated bond market is calculated based on a portfolio of fixed-rate coupon bonds placed both publicly and privately, with a remaining maturity or time to offer of at least 180 days. The index includes securities that had Moscow Exchange quotes for at least 10 trading days of the previous month. Moscow Exchange T+ quotes are used for the index calculation. The list of issues forming the index is reviewed, and new issues are included, on a monthly basis.
Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(226325, date)
Cbonds add-in| Index | Current value | Date |
|---|---|---|
| Cbonds Russia Subordinated USD Index | 121.55 | 07/10/2026 |
| Cbonds Russia Subordinated USD Price Index | 80.27 | 07/10/2026 |
| Cbonds Russia Subordinated USD YTM Index | 28.68 % | 07/10/2026 |
| Cbonds Russia Subordinated USD Duration Index | 639 days | 07/10/2026 |
| Cbonds Russia Subordinated USD G-spread Index | 4,566.14 bps | 07/10/2026 |
| Cbonds Russia Subordinated USD T-spread Index | 4,571.15 bps | 07/10/2026 |