Cbonds Russia Corporate USD (16D Quotes) T-spread Index

The weighted average T-spread on the Russian corporate bond market index is calculated based on a portfolio of fixed-coupon securities issued in US dollars with a remaining maturity of at least 120 days and an issue volume of at least 100 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 B from at least one leading rating agency. The quotes are calculated based on data from the Moscow Stock Exchange. The revision of the list of issues forming the index, as well as the inclusion of new issues, is carried out monthly.