Cbonds USA Corporate IG USD YTM Index

The weighted average effective yield to maturity according to the index of the American corporate bond and investment-grade Eurobonds market is calculated on the basis of a portfolio of fixed-coupon securities issued in US dollars with a remaining maturity of at least 360 days and an issue volume of at least $2 billion. 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 in national currency 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.