Cbonds CBI AA+ notch G-spread Index

The weighted average G-spread according to the index of the Russian corporate bond market is calculated on the basis of a portfolio of fixed-rate coupon securities issued in rubles with a remaining maturity of at least 360 days and an issue volume of at least 1 billion rubles. The index includes securities that were quoted on the Cbonds website for at least a third of the trading days of the last quarter and have an AA+ credit rating from at least one leading rating agency. Quotes are calculated using the Cbonds Estimation Onshore system. The revision of the list of issues forming the index, as well as the inclusion of new issues, is carried out quarterly.