Cbonds USA Corporate USD T-spread Index (ССС)

The weighted average T-spread according to the Index (ССС) of the American corporate high-risk bonds and Eurobonds market is a cportfolio 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 $100 million. The Index (ССС) 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 B3/B- and not higher than Ba1/BB+ from at least two leading rating agencies. The revision of the list of issues forming the Index (ССС), as well as the inclusion of new issues, is carried out monthly.