Cbonds USA Corporate IG USD Duration Index

The weighted average duration according to the index of the American corporate bond market and investment-grade Eurobonds 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 $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.