Cbonds Netherlands Corporate HY EUR T-spread Index

The weighted average T-spread according to the index of the Dutch corporate high-risk bonds and Eurobonds market is a portfolio of fixed coupon rate securities issued in EUR with a remaining maturity of at least 360 days and an issue volume of at least 500 million euros. 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- and at least Ba1/BB+ 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.