Cbonds USA Corporate USD YTM Index (ССС)

The weighted average duration according to the Index (ССС) of the American market of corporate high-risk bonds and Eurobonds 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 $100 million. The Index (ССС) 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- and not higher than Ba1/BB+ from at least two leading rating agencieweighted average duration according to the Index (ССС) of the American market of corporate high-risk bonds and Eurobonds 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 $100 million. The Index (ССС) 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- and not higher than Ba1/BB+ from at least two leading rating agencies. The revision of the list of issues forming the Index (ССС), as well as the inclusion of new issues, is carried out monthly.