Cbonds EM Corporate AA YTM Index

The weighted average effective yield to maturity according to the index of corporate bonds and Eurobonds market of developing countries is calculated on the basis of a portfolio of fixed coupon rate 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 of corporate issuers with an issuer rating from AA- to AA+ from at least two leading rating agencies (S&P, Moody's, Fitch). The index includes securities that were quoted on the Cbonds website for at least 16 trading days last month. The revision of the list of issues forming the index, as well as the inclusion of new issues, is carried out monthly.