Cbonds USA Corporate BB YTM Index

The weighted average effective yield to maturity according to the US corporate Bond and Eurobond market index is calculated on the basis of a portfolio of fixed coupon rate 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 from BB- to BB+ from at least two leading rating agencies (S&P, Moody's, Fitch). The revision of the list of issues forming the index, as well as the inclusion of new issues, is carried out monthly.