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Deutsche Borse REX/Eurex Bond Indices

Deutsche Börse provides an index family for fixed-income securities under the eb.rexx® brand, REX® is one of those brands. REX® contains 30 synthetic German government bonds with a fixed maturity and a fixed coupon. The REX® index is computed on the basis of government bonds which are traded on the German bond market, comprising all federal government bonds, federal debt obligations, and treasury notes with a fixed coupon and remaining term between six months and 10.5 years, issued by the Federal Republic of Germany. The REX Bond index is a weighted price average calculated on the basis of synthetic bonds with a constant maturity. Eurex Bonds was launched as an ECN for off-exchange, wholesale trading in cash bonds. It offers an electronic platform for ex-pit trading and clearing of: all fixed income treasury bonds of the Federal Republic of Germany (Federal Treasury Notes, Federal Notes, Federal Bonds), Interest-free Treasury discount papers (Bubills) of the Federal Republic of Germany, European government bonds, Bonds (Agencies) of supranational institutions and government guaranteed bonds, etc.

Key Features and Coverage on RIMES

For the REX Bond index, RIMES hosts approximately 20 indices, including REX 1-10, JAEHRIGE, GESAMT, and PROZENT.

For the Eurex Bond Index, RIMES hosts 17 indices and approximately 165 bonds, including EB.REXX Government Germany, EB.REXX Jumbo Pfandbriefe, and EB.REXX Money Market.

Some of the data items available for the REX/Eurex indices include:

  • Historical Items: Annual Average Modified Duration, Average Duration, Average Yield, Price Index, Total Return, etc.
  • Current Items: Average Convexity, Database Symbol, Description, Index Weight, Index Weight for REX 6%, 7.5%, 9.0%, Par Weighted Coupon, etc.

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