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Bond Index Weights
- Index values
- Index weights
- Index composition
The Bond Index Weights product includes information sufficient to calculate the Oslo Børs official bond indices.
Oslo Børs calculates five bond indices, all of which are yield indices:
- ST1X - Government Bond Index, fix modified duration of 0.25 years
- ST2X - Government Bond Index, fix modified duration of 0.50 years
- ST3X - Government Bond Index, fix modified duration of 1.00 years
- ST4X - Government Bond Index, fix modified duration of 3.00 years
- ST5X - Government Bond Index, fix modified duration of 5.00 years
The aim of the government bond indices is to represent a reference for portfolios at each point of the term structure. Accordingly, the indices are not meant to be an investment object.
Information content
- Index open and close values
- Index yield
- Constituent open and close values
- Constituent weight
- Constituent accrued interest
- Constituent maximum spread
- Constituent yield
- Constituent duration
- Constituent outstanding amount