Indices

Available Indices

Name
Description
Hedged
Inception date
NOHYNU
NBP Norwegian HY Aggregated Index NOK Unhedged
NA
01.01.2015
NOHYNH
NBP Norwegian HY Aggregated Index NOK Hedged

✔️

01.01.2015
NORM
NBP Norwegian RM Aggregated Index NOK
NA
01.01.2015
NORMFIX
NBP Norwegian RM Fixed Rate Index NOK
NA
01.01.2015
NORMFRN
NBP Norwegian RM Floating Rate Index NOK
NA
01.01.2015
NORM1FRN
NBP Norwegian RM1 Floating Rate Index NOK
NA
01.01.2015
NORM2FRN
NBP Norwegian RM2 Floating Rate Index NOK
NA
01.01.2015
NORM3FRN
NBP Norwegian RM3 Floating Rate Index NOK
NA
01.01.2015
NORMD1
NBP Norwegian RM Duration 1 Index NOK
NA
01.01.2015
NORMD3
NBP Norwegian RM Duration 3 Index NOK
NA
01.01.2015
NORMD5
NBP Norwegian RM Duration 5 Index NOK
NA
01.01.2015
NORM1D1
NBP Norwegian RM1 Duration 1 Index NOK
NA
01.01.2015
NORM1D3
NBP Norwegian RM1 Duration 3 Index NOK
NA
01.01.2015
NORM1D5
NBP Norwegian RM1 Duration 5 Index NOK
NA
01.01.2015
NORM2D1
NBP Norwegian RM2 Duration 1 Index NOK
NA
01.01.2015
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Index naming conventions:

NO – Norway, bonds registered in the Norwegian CSD. 

RM – Regular Market, as defined in NBP Index Methodology. 

RM1 – Covered Bonds and Municipalities 

RM2 – Senior Finance 

RM3 – Corporate Bonds and Subordinated Finance (Tier 2) 

RM4 – Hybrid (Tier 1) 

HY – High Yield 

GOV – Government bonds. 

FIX – Fixed interest rate. 

FRN – Floating Rate Note. 

RM# - # indicate which RM-segment(s) is included. 

D# - Duration indices, 3M, 6M, 1(Y), 3(Y) or 5(Y), see further description in NBP Index Methodology. All duration indices consist of fixed rate bonds only. Code is left out to keep Name short.