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SHB Fixed Income Indices

Published in Fixed Income Indices

Handelsbanken develops and develops various indices in collaboration with external players. The indices can be linked to shares, commodities, interest rates or currencies. Our strategists and analysts are constantly developing new indices to offer opportunities to invest in new markets. Handelsbanken has the Nordic region’s widest range of investable indexes.

Handelsbanken Sweden All Bond Tradable Index is a market-weighted index whose purpose is to reflect the Swedish market for covered housing bonds and bonds issued by the state and municipality, with benchmark status. The index is rebalanced on a monthly basis and coupons are reinvested in the index continuously. The index is created with liquidity in focus and also meets the UCITS III directive, through distribution requirements and weight restrictions. The index is owned, calculated and published by Handelsbanken and SIX Telekurs AB acts as Index Sponsor.

Key Features and Coverage on RIMES

For this data source, RIMES hosts approximately 555 bonds and 70 indices, including SHB Custom Index HMT, SHB Sweden All Bond Tradable Indices, Gov Fixed Duration Indices, Swedish mortgage Indices and Treasury bills.

Some of the data items available include:

  • Index Items: Average Convexity, Average Coupon, Average Life, Average Macaulay Duration, Average Modified Duration, Average Yield to Maturity, Gross Price Index, Market Capitalization, Next Day Market Capitalization, Price Index, Total Return, Year to Date Cash Payment, etc.
  • Bond Items: Accrued Interest, Base Consumer Price Index, Clean Price, Coupon, Coupon Compensation, Coupon Payment, Currency Code, Daily Total Return Adjusted Investible Weight, Daily Total Return Adjusted Market Value in Local Currency, Date of Portfolio, Date of Previous Rebalance, Dirty Price, Industry Level 1 Description, ISIN Code, Linking Factor (Consumer Price Index), Liquidity, Local ID, Market Value, Market Value in Local Currency, Maturity Date, Modified Duration, Notional Outstanding in Local Currency, Reference Date, Sector Description, Weight in Index, Yield, etc.

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