Cbonds Russia Corporate CNY YTM Index

The weighted average effective yield to maturity according to the index of the Russian market of corporate bonds and Eurobonds issued in yuan is calculated on the basis of a portfolio of securities with a fixed coupon rate, with a remaining maturity of at least 360 days and an issue volume of at least ¥500 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 B3/B 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.