Danish Bond Indices reflect the performance of DKK denominated Danish Mortgage Covered Bonds and Danish Government Bonds. Covered bonds are debt instruments, which give bondholders a preferential claim on a given cover pool normally consisting of residential mortgage loans, commercial mortgage loans and public-sector debt either in separated or mixed pools. Denmark has a variety of mortgage institutions that issue various types of covered bonds from different cover pools that are issued to investors. Covered bonds in Denmark are classified differently according to Danish covered bond legislation.
Danish Bond Indices are weighted baskets of Danish Bonds. The indices are calculated on a daily basis at the close of business using the weighted sums of constituent bond dirty prices. The nominal weights associated with each index are fixed and are recalculated at the monthly rebalancing date, which occurs two index business days before the first of each month. Nordea Bank uses IHS Markit Index Administration Services for its benchmark calculations, methodologies, periodic auditing and data distribution on indices referencing Danish government and mortgage bonds.
Key Features and Coverage on RIMES
For this data source, RIMES hosts approximately 24 securities, including:
- Main Indices: Danish Government Bond Index, Danish Mortgage Bond Index, Danish Callable Mortgage Bond Index, Danish Non-callable Mortgage Bond Index, Danish Non-callable Mortgage Bond Short Maturity Index, and Danish Non-callable Mortgage Bond Long Maturity Index.
- Plus: Constant-maturity indices and Currency-hedged Indices
Some of the Nordea Digital Markets data items include:
- Description (Company Domain, Current Portfolio Item)
- Database Source (Company Domain, Current Portfolio Item)
- Database Symbol (Company Domain, Current Portfolio Historical Item)
- Total Return (Index Domain, Historical)
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