OMRX is a family of fixed income indexes with the aim of illustrating the changes in value for a particular type of passively managed portfolio of liquid Swedish interest-bearing securities. The underlying purpose of the index family is accurately reflecting such passively managed fully-invested portfolios.
To improve and maintain the accuracy of the OMRX Index family, Nasdaq will implement the following changes during the March monthly rebalancing, which is effective prior to market open on March 12, 2018.
- Municipality benchmark bonds, issued by Kommuninvest will be eligible for inclusion in the indexes: OMRX All Index (OMRXALL), OMRX Bond All Index (OMRXBONDALL), OMRX Bond All 1-3 y Index (OMRXBOND13), OMRX Bond All 3-5 y Index (OMRXBOND35) and OMRX Bond All 5- y Index (OMRXBOND5).
- Two indexes will be terminated: OMRX All plus Muni Index (OMRXALLMUNI) and OMRX Bond All plus Muni Index (OMRXBONDALLMUN).
- Five new indexes will be launched: OMRX All ex Muni Index (OMRXALLXMUNI), OMRX Bond All ex Muni Index (OMRXBONDALLXMUN), OMRX Bond All ex Muni 1-3 y Index (OMRXBONDXMUNI13), OMRX Bond All ex Muni 3-5 y Index (OMRXBONDXMUNI35) and OMRX Bond All ex Muni 5- y Index (OMRXBONDXMUNI5).
These updates will also be made to the OMRX Index family Index methodology document, which is available on the Global Index Watch, https://indexes.nasdaqomx.com/.
For further information concerning this notice please contact:
Nasdaq Global Indexes Operation Team, telephone US - + 1 844 717-0708 or International Callers – Non-US Callers - + 1 301 978 8311 or email at indexes@nasdaq.com.
Nasdaq Nordic Fixed Income Team, telephone +46 8 405 6000 or email at fixedincomesweden@nasdaq.com.