Cbonds Asia Corporate IG USD Duration Index

The weighted average duration of the Asian investment-grade corporate bond and Eurobond market index (excluding Japan) 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 $500 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 Baa3/BBB– from at least two leading rating agencies. The revision of the list of issues forming the index, as well as the inclusion of new issues, is carried out monthly.