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Available Indices

Name
Description
Hedged
Inception date
NORM3D5
NBP Norwegian RM3 Duration 5 Index NOK
NA
01.01.2015
NORM12FRN
NBP Norwegian RM1-RM2 Floating Rate Index NOK
NA
01.01.2015
NORM12D1
NBP Norwegian RM1-RM2 Duration 1 Index NOK
NA
01.01.2015
NORM12D3
NBP Norwegian RM1-RM2 Duration 3 Index NOK
NA
01.01.2015
NORM12D5
NBP Norwegian RM1-RM2 Duration 5 Index NOK
NA
01.01.2015
NORM123FRN
NBP Norwegian RM1-RM3 Floating Rate Index NOK
NA
01.01.2015
NORM123D1
NBP Norwegian RM1-RM3 Duration 1 Index NOK
NA
01.01.2015
NORM123D3
NBP Norwegian RM1-RM3 Duration 3 Index NOK
NA
01.01.2015
NORM123D5
NBP Norwegian RM1-RM3 Duration 5 Index NOK
NA
01.01.2015
NORM23FRN
NBP Norwegian RM2-RM3 Floating Rate Index NOK

NA

01.01.2015
NORM23D1
NBP Norwegian RM2-RM3 Duration 1 Index NOK
NA
01.01.2015
NORM23D3
NBP Norwegian RM2-RM3 Duration 3 Index NOK
NA
01.01.2015
NORM23D5
NBP Norwegian RM2-RM3 Duration 5 Index NOK
NA
01.01.2015
NOGOV
NBP Norwegian Government Aggregated Index NOK
NA
01.01.2015
NOGOVB
NBP Norwegian Government Bonds 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. 

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