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Available Indices
Name | Description | Hedged | Inception date |
|---|---|---|---|
SERMCORPFIX | NBP Swedish RM Corporate Fixed Rate Index | NA | 01.10.2023 |
SERMCORPFRN | NBP Swedish RM Corporate Floating Rate Index | NA | 01.10.2023 |
SERMCORP | NBP Swedish RM Corporate Index | NA | 01.10.2023 |
SERM | NBP Swedish Regular Market Aggregated Index | NA | 01.10.2023 |
NCHYSH | NBP Nordic HY Aggregated Index SEK Hedged | ✔️ | 01.01.2022 |
NCHYSU | NBP Nordic HY Aggregated Index SEK Unhedged | NA | 01.01.2022 |
NCHYNH | NBP Nordic HY Aggregated Index NOK Hedged | ✔️ | 01.01.2022 |
NCHYNU | NBP Nordic HY Aggregated Index NOK Unhedged | NA | 01.01.2022 |
NOLIQSTD | NBP Liquidity Standard Index NOK | NA | 01.01.2015 |
NOLIQLOWRISK | NBP Liquidity Low Risk Index NOK | NA | 01.01.2015 |
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 |
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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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