The NASDAQ Credit SEK Index series are designed to provide exposure to a portfolio of corporate and municipality investment-grade bonds denominated in Swedish Krona (SEK).
This series is computed and disseminated once per Swedish business day. End-of-day index closing values and key statistics are calculated and disseminated at 5.15 pm CET and at 1.15 pm CET at days with market early close. Indexes are published at the end of each business day in NASDAQ Genium Consolidated Feed (GCF) and Global Index Dissemination Service (GIDS) market data feeds, as well as in Global Index Watch (GIW) service.
The base date for the NASDAQ Credit SEK Index series (Price and Total return indexes) is December 30th, 2010 with a base value at 1000.00 and 101.18 for the Spread index.
Key Features and Coverage on RIMES
For this data source, RIMES hosts 4 indices, including the NOMX Credit SEK Total Return Index and FRN Total Return Index, along with approximately 1700 bonds.
Some of the data items available include:
- Index items: Average Convexity, Average Coupon, Average Macaulay Duration, Average Modified Duration, Average Yield, Divisor Factor in Local Currency, Market Capitalization, Notional Outstanding, Number of Constituents, Total Return, etc.
- Bond items: Accrued Interest, Convexity, Corporate Actions Event Flag, Country Code/Description, Coupon Payment, Daily Total Return, Date of Portfolio, Dirty Price, Investable Weight, Issue/Issuer Description, Macaulay Duration, Market Identifier Code, Market Value in Local Currency, Modified Duration, Next Date of Portfolio, Notional Outstanding in Local Currency, Opening Dirty Price, Opening Weight in Index, Opening Market Value in Local Currency, Opening Notional Outstanding, Opening Yield, Price Risk, Sedol Code, Ticker, Yield, etc.
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