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Oslo Bors Fixed Income Indices

Published in Fixed Income Indices

Oslo Børs is owned by Oslo Børs VPS Holding ASA. The business concept of Oslo Børs is to offer marketplaces which, with the assistance of the distribution apparatus of investment firms, bring investors and issuers together in an efficient and fair manner. The overall objective of Oslo Børs is to contribute to value creation by its customers and create a return to the shareholders in Oslo Børs VPS Holding ASA by maintaining a highly liquid securities market. The Bond Index Weights product includes information sufficient to calculate the Oslo Børs official bond indexes.
Oslo Børs calculates five bond indices, all of which are ST yield indices, e.g. ST1X – Government Bond Index, ST2X – 0.50 years, ST3X – 1.00 years, ST4X – 3.00 years, ST5X – 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 indexes are not meant to be an investment object.

Key Features and Coverage on RIMES

For this data source, RIMES hosts approximately 45 bonds and 5 indices.

Securities coverage includes:

  • BKK65 – Industry and commercial, BKK81, 90 – Major bond issues, NST – Norwegian government bonds 04-08, 469-473, ST1X-ST5X, STAKR06, STATK02, etc.

Some of the data items available include:

  • Bond Items: Accrued Interest, Clean Price, Database Symbol, Date of Portfolio, Description, Isin Code, Macaulay Duration, Max Spread, Notional Outstanding, Open Price, Open Weight (Source), Type Flag, Yield, etc.
  • Index Items: Average Macaulay Duration, Average Yield, Description, Isin Code, Max Price Spread, Max Spread, Max Yield Spread, Min Percentage Days, Min Percentage Trades, Min Spread, Open Total Return Index Value, Symbol (Source). Target Duration, Total Return, Trade History, etc.

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