Cbonds EM Corporate BBB T-Spread Index

The weighted average T-spread according to the index of corporate bonds and Eurobonds of developing countries 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 of corporate issuers with an issuer rating from BBB- to BBB+ 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.