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Available Indices
Name | Description | Hedged | Inception date |
|---|---|---|---|
NOLIQLOWRISK | NBP Liquidity Low Risk Index NOK | 01.01.2015 | |
NOLIQSTD | NBP Liquidity Standard Index NOK | 01.01.2015 | |
NORM | NBP Norwegian RM Aggregated Index NOK | 01.01.2015 | |
NORM123D1 | NBP Norwegian RM1-RM3 Duration 1 Index NOK | 01.01.2015 | |
NORM123D3 | NBP Norwegian RM1-RM3 Duration 3 Index NOK | 01.01.2015 | |
NORM123D5 | NBP Norwegian RM1-RM3 Duration 5 Index NOK | 01.01.2015 | |
NORM123FRN | NBP Norwegian RM1-RM3 Floating Rate Index NOK | 01.01.2015 | |
NORM12D1 | NBP Norwegian RM1-RM2 Duration 1 Index NOK | 01.01.2015 | |
NORM12D3 | NBP Norwegian RM1-RM2 Duration 3 Index NOK | 01.01.2015 | |
NORM12D5 | NBP Norwegian RM1-RM2 Duration 5 Index NOK | 01.01.2015 | |
NORM12FRN | NBP Norwegian RM1-RM2 Floating Rate Index NOK | 01.01.2015 | |
NORM1D1 | NBP Norwegian RM1 Duration 1 Index NOK | 01.01.2015 | |
NORM1D3 | NBP Norwegian RM1 Duration 3 Index NOK | 01.01.2015 | |
NORM1D5 | NBP Norwegian RM1 Duration 5 Index NOK | 01.01.2015 | |
NORM1FRN | NBP Norwegian RM1 Floating Rate Index NOK | 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.
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