Core bond indices

The Oslo Børs Bond Index Weights product includes sufficient information to calculate the core indices for Oslo Børs government bonds.

The core bond indices aims at representing a reference for portfolios at each point of the term structure. Accordingly, the indices are not meant to be an investment object. Oslo Børs calculates the following indices:

  • Government Bond Index, fix modified duration of 0.25 years (ST1X)
  • Government Bond Index, fix modified duration of 0.50 years (ST2X)
  • Government Bond Index, fix modified duration of 1.00 years (ST3X)
  • Government Bond Index, fix modified duration of 3.00 years (ST4X)
  • Government Bond Index, fix modified duration of 5.00 years (ST5X)

 

Index products

Oslo Børs offers index weights with delivery either on a daily on or a monthly basis. The index weights are file based and delivered by FTP (get) or email. 

For information on custom made indices please contact us.

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