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Euro-Cbonds Russia BB+/Ba1 Index

Group indices archive Euro-Cbonds Russia BB+/Ba1
List of securities for index computention for the current month (by 01/01/2020)
No. Issue Size and currency, mln. Maturity date ISIN ID
1 Alfa Bank, 7.75% 28apr2021, USD 1,000.00 USD 04/28/2021 XS0620695204 16435
2 ALROSA, 4.65% 9apr2024, USD 500.00 USD 04/09/2024 XS1843441731 522673
3 ALROSA, 7.75% 3nov2020, USD 1,000.00 USD 11/03/2020 XS0555493203 13642
4 DME Airport, 5.075% 15feb2023, USD 300.00 USD 02/15/2023 XS1772800204 407649
5 DME Airport, 5.875% 11nov2021, USD 350.00 USD 11/11/2021 XS1516324321 265985
6 Evraz plc, 5.25% 2apr2024, USD 700.00 USD 04/02/2024 XS1843443273 520121
7 Evraz plc, 5.375% 20mar2023, USD 750.00 USD 03/20/2023 XS1533915721 300701
8 Evraz plc, 6.75% 31jan2022, USD 500.00 USD 01/31/2022 XS1405775377 225843
9 Evraz plc, 8.25% 28jan2021, USD 750.00 USD 01/28/2021 XS1319822752 181853
10 Gazprom Neft, 4.375% 19sep2022, USD 1,500.00 USD 09/19/2022 XS0830192711 30849
11 Gazprom Neft, 6% 27nov2023, USD 1,500.00 USD 11/27/2023 XS0997544860 59079
12 Gazprom, 4.95% 19jul2022, USD (26) 1,000.00 USD 07/19/2022 XS0805570354 29503
13 Gazprom, 4.95% 23mar2027, USD (41) 750.00 USD 03/23/2027 XS1585190389 301561
14 Gazprom, 4.95% 6feb2028, USD (29) 900.00 USD 02/06/2028 XS0885736925 34667
15 Gazprom, 5.15% 11feb2026, USD (48) 1,250.00 USD 02/11/2026 XS1951084471 499783
16 Gazprom, 5.999% 23jan2021, USD (25) 600.00 USD 01/23/2021 XS0708813810 22695
17 Gazprom, 6.51% 7mar2022, USD (9) 1,300.00 USD 03/07/2022 XS0290580595 7071
18 Gazprom, 7.288% 16aug2037, USD (12) 1,250.00 USD 08/16/2037 XS0316524130 7694
19 Gazprom, 8.625% 28apr2034, USD (2) 1,200.00 USD 04/28/2034 XS0191754729 2307
20 HC Metalloinvest, 4.85% 2may2024, USD 800.00 USD 05/02/2024 XS1603335610 312329
21 Lukoil, 4.563% 24apr2023, USD 1,500.00 USD 04/24/2023 XS0919504562 36847
22 Lukoil, 4.75% 2nov2026, USD 1,000.00 USD 11/02/2026 XS1514045886 263117
23 Lukoil, 6.125% 9nov2020, USD 1,000.00 USD 11/09/2020 XS0554659671 13648
24 Lukoil, 6.656% 7jun2022, USD 500.00 USD 06/07/2022 XS0304274599 7393
25 MMK, 4.375% 13jun2024, USD 500.00 USD 06/13/2024 XS1843434959 545839
26 Mobile TeleSystems (MTS), 5% 30may2023, USD 500.00 USD 05/30/2023 XS0921331509 38363
27 NLMK, 4% 21sep2024, USD 500.00 USD 09/21/2024 XS1577953174 353431
28 NLMK, 4.5% 15jun2023, USD 700.00 USD 06/15/2023 XS1405775617 225543
29 NLMK, 4.7% 30may2026, USD 500.00 USD 05/30/2026 XS1843435337 541711
30 Norilsk Nickel, 3.375% 28oct2024, USD 750.00 USD 10/28/2024 XS2069992258 621417
31 Norilsk Nickel, 3.849% 8apr2022, USD 500.00 USD 04/08/2022 XS1622146758 319929
32 Norilsk Nickel, 4.1% 11apr2023, USD 1,000.00 USD 04/11/2023 XS1589324075 308369
33 Norilsk Nickel, 5.55% 28oct2020, USD 1,000.00 USD 10/28/2020 XS0982861287 52077
34 Norilsk Nickel, 6.625% 14oct2022, USD 1,000.00 USD 10/14/2022 XS1298447019 168745
35 NOVATEK, 4.422% 13dec2022, USD 1,000.00 USD 12/13/2022 XS0864383723 33083
36 NOVATEK, 6.604% 3feb2021, USD 650.00 USD 02/03/2021 XS0588433267 14241
37 Phosagro, 3.949% 24apr2023, USD 500.00 USD 04/24/2023 XS1752568144 401783
38 Phosagro, 3.95% 3nov2021, USD 500.00 USD 11/03/2021 XS1599428726 312499
39 Rosneft, 4.199% 6mar2022, USD 2,000.00 USD 03/06/2022 XS0861981180 32983
40 RZD, 3.45% 6oct2020, USD 500.00 USD 10/06/2020 XS1501561739 254873
41 RZD, 4.375% 1mar2024, USD 500.00 USD 03/01/2024 XS1574068844 296355
42 RZD, 5.70% 5apr2022, USD 1,400.00 USD 04/05/2022 XS0764220017 26923
43 Sberbank, 5.717% 16jun2021, USD 1,000.00 USD 06/16/2021 XS0638572973 17651
44 Sberbank, 6.125% 7feb2022, USD 1,500.00 USD 02/07/2022 XS0743596040 25489
45 Severstal, 3.15% 16sep2024, USD 800.00 USD 09/16/2024 XS2046736919 602691
46 Severstal, 3.85% 27aug2021, USD 500.00 USD 08/27/2021 XS1567051443 294575
47 Severstal, 5.9% 17oct2022, USD 750.00 USD 10/17/2022 XS0841671000 31359
48 SIBUR Holding, 3.45% 23sep2024, USD 500.00 USD 09/23/2024 XS2010044621 606829
49 SIBUR Holding, 4.125% 5oct2023, USD 500.00 USD 10/05/2023 XS1693971043 360631
50 Sovcomflot, 5.375% 16jun2023, USD 900.00 USD 06/16/2023 XS1433454243 225797
51 STLC, 4.949% 18feb2026, USD 550.00 USD 02/18/2026 XS2010044381 609825
52 STLC, 5.125% 31may2024, USD 500.00 USD 05/31/2024 XS1577961516 318751
53 STLC, 5.95% 17apr2025, USD 500.00 USD 04/17/2025 XS1713473608 525051
54 STLC, 5.95% 19jul2021, USD 500.00 USD 07/19/2021 XS1449458915 236399
55 VEB, 5.942% 21nov2023, USD 1,150.00 USD 11/21/2023 XS0993162683 59033
56 VEB, 6.025% 5jul2022, USD 1,000.00 USD 07/05/2022 XS0800817073 29135
57 VEB, 6.80% 22nov2025, USD 1,000.00 USD 11/22/2025 XS0559915961 13690
58 VEB, 6.902% 9jul2020, USD 1,600.00 USD 07/09/2020 XS0524610812 12850
59 VimpelCom, 7.748% 2feb2021, USD 1,000.00 USD 02/02/2021 XS0587031096 14219
60 VTB, 6.250% 30jun2035, USD (6) 1,000.00 USD 06/30/2035 XS0223715920 4546
61 VTB, 6.551% 13oct2020, USD 1,000.00 USD 10/13/2020 XS0548633659 13452
Archive:
Index list compilation methodology
    Edition as of 01 Aug 2012:
  1. Selecting Eurobonds for the list.
    1. When calculating the index, we primarily take into account all outstanding Eurobonds from the country (Russia, Ukraine, Kazakhstan), the type of debt – senior unsecured debt, the issue structure – LPNs, global Eurobonds or Eurobonds listed on international stock exchanges and rated by at least two international rating agencies (Moody's, S&P, Fitch).
    2. Only coupon Eurobonds with a fixed rate are considered for inclusion in the index.
    3. Eurobonds, denominated in the currency other than US$, are excluded from the list formed according to the principles outlined in paragraph 2; for Euro-Cbonds IG Russia RUB, notes denominated in the currency other than Russian Ruble (RUB) are excluded; for Euro-Cbonds IG Russia EUR, notes denominated in the currency other than Euro (EUR) are excluded.
    4. Eurobonds having maturity of less than 180 days are excluded from the list formed in 3rd paragraph; for Euro-Cbonds IG 3Y, Eurobonds with maturities of more than 1080 days are also excluded.
    5. Low liquidity Eurobonds defined according to the following criteria are excluded from the list formed in 4th paragraph:
      1. The issue amount for Euro-Cbonds Sovereign and Euro-Cbonds IG Indices is under $250 m; for Euro-Cbonds NIG and Euro-Cbonds Corporate it is under $100 m; for Euro-Cbonds IG Russia EUR - less than EUR 200 mn; for Euro-Cbonds IG Russia RUB - less than 3 bn rubles.
      2. The number of days when quotes on this Eurobond issue were not posted on Cbonds exceeds half the trading days of the quarter.
    6. The list of Eurobonds formed in paragraph 5 is filtered according to credit rating levels and sovereign/non-sovereign debt for every index:
      1. Euro-Cbonds Sovereign includes Eurobonds with any rating issued by the government.
      2. Euro-Cbonds IG includes non-sovereign issues rated not lower than Ваа3 by Moody’s and/ or ВВВ by S&P and Fitch (at least by 2 agencies if the issuer is rated by more than one agency).
      3. Euro-Cbonds NIG includes non-sovereign issues rated below Ваа3 by Moody’s and/ or ВВВ by S&P and Fitch (by 2 of 3 agencies, if the issuer is rated by all 3 agencies and at least by 1 agency if the issuer is rated by 2 agencies) but not lower then В3 by Moody’s and В- by S&P and Fitch.
      4. Euro-Cbonds Corporate comprises non-sovereign issues with ratings not lower than В3 (Moody’s) and В- (S&P and Fitch).
    7. Lists created according to the above mentioned criteria for every index are called Index Lists.
    8. Lists are reviewed by Cbonds every 3 months according to this methodology with inclusion of new issues.
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