Cbonds EM Corporate USD Duration Index

The weighted average duration according to the index of the corporate bonds and Eurobonds market of investment quality 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 $750 million. 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 - 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.