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The G-spread index of the total yield of the Russian corporate bond market with maturities from 1 to 3 years. The G-spread for a single issue is calculated as the arithmetic difference between the yield of a bond and the yield value for a point on the Russian government bond zero coupon yield curve (G-curve) with the same duration. It is calculated on the basis of the most liquid securities of the sector.
| 指数 | 当前值 | 日期 |
|---|---|---|
| Cbonds-CBI RU 1-3Y | 442,91 | 2026-07-20 |
| Cbonds-CBI RU 1-3Y PI | 103,54 | 2026-07-20 |
| Cbonds-CBI RU 1-3Y YTM | 17,1 % | 2026-07-20 |
| Cbonds-CBI RU 1-3Y D | 582 days | 2026-07-20 |
| Cbonds-CBI RU 1-3Y G-Spread | 252,4 bps | 2026-07-20 |
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