Liquid Eastern European Corp Index

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As of February 12, 2025
Index Level
3-Month
6-Month
1-Year
YTD
Price Return
Index Level
53.4
3-Month
0.2%
6-Month
1.8%
1-Year
4.2%
YTD
0.9%
Total Return
Index Level
258.9
3-Month
1.9%
6-Month
5.3%
1-Year
11.5%
YTD
1.7%

Overview

The Credit Suisse Eastern European Credit Index is a market cap weighted benchmark covering USD denominated Corporate debt of corporations domiciled in Eastern Europe. (Note: The index will be rebranded in May of 2025 to: VettaFi Liquid Eastern European Index)
Asset class
Fixed Income
Category
Fixed Income Benchmark
Region
EMEA
Rebalance frequency
Monthly

Tickers

Price return
EEIPR
Total return
EEITR
Net total return

Characteristics

Number of issues
106
Total Market Value
$58.63 Billion
Remaining term
5.17 years
Modified duration
3.35 years
Yield
7.13%
Benchmark spread
289.38 bps
Asset swap spread
307.84 bps

Resources

No resources found.

Composition

Top constituents

As of
February 12, 2025
Company Name
Company Name
Weight

10.8%

Company Name
Company Name
Weight

10.8%

Company Name
Company Name
Weight

10.8%

Company Name
Company Name
Weight

10.8%

Company Name
Company Name
Weight

10.8%

Company Name
Company Name
Weight

10.8%

Company Name
Company Name
Weight

10.8%

Company Name
Company Name
Weight

10.8%

Company Name
Company Name
Weight

10.8%

Company Name
Company Name
Weight

10.8%

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