Launch of NASDAQ OMX Credit SEK FRN indexes

GCF ID codes now available


Reminder: On April 7, 2014, NASDAQ OMX will launch 60 new fixed income indexes which are designed to provide exposure to a portfolio of corporate and municipality investment grade Floating Rate bonds denominated in Swedish krona (SEK).

NASDAQ OMX Credit SEK FRN Indexes will be available as spread, price- and total return index versions and calculated and disseminated once per Swedish business day. End of day index closing values are calculated and disseminated at 17.15 CET on regular business days and 13.15 CET on business days with early close. Historical values from December 30, 2004, will be provided after index launch. The indexes will be published in Genium Consolidated Feed (GCF) and added to the Nordic Fixed Income products. Index weights, components and key statistics data distributed through File Delivery Service (FDS) are available to licensees only.

New indexes as of April 7, 2014 (GCF ID now available): (file enclosed)

Full Name Symbol ISIN Source Id GCF id
NOMX Credit SEK FRN Total Spread Index NOMXCRFRNSP SE0005850328 9101 14110
NOMX Credit SEK FRN Total Price Index NOMXCRFRNPR SE0005850344 9102 14112
NOMX Credit SEK FRN Total Return Index NOMXCRFRNTR SE0005850351 9103 14114
NOMX Credit SEK FRN 1M-10Y Spread Index NOMXCRFRN1M10YSP SE0005850369 9155 14218
NOMX Credit SEK FRN 1M-10Y Price Index NOMXCRFRN1M10YPR SE0005850377 9156 14220
NOMX Credit SEK FRN 1M-10Y Total Index NOMXCRFRN1M10YTR SE0005850401 9157 14222
NOMX Credit SEK Rated FRN Total Spread Index NOMXCRRFRNSP SE0005850435 9104 14116
NOMX Credit SEK Rated FRN Total Price Index NOMXCRRFRNPR SE0005850450 9105 14118
NOMX Credit SEK Rated FRN Total Return Index NOMXCRRFRNTR SE0005850468 9106 14120
NOMX Credit SEK Rated FRN 1M-10Y Spread Index NOMXCRRFRN1M10YSP SE0005850476 9158 14224
NOMX Credit SEK Rated FRN 1M-10Y Price Index NOMXCRRFRN1M10YPR SE0005850492 9159 14226
NOMX Credit SEK Rated FRN 1M-10Y Total Index NOMXCRRFRN1M10YTR SE0005850526 9160 14228
NOMX Credit SEK FRN Non-Financial Spread Index NOMXCRFRNNFSP SE0005850559 9107 14122
NOMX Credit SEK FRN Non-Financial Price Index NOMXCRFRNNFPR SE0005850583 9108 14124
NOMX Credit SEK FRN Non-Financial Return Index NOMXCRFRNNFTR SE0005850625 9109 14126
NOMX Credit SEK Rated FRN Non-Financial Spread Index NOMXCRRFRNNFSP SE0005850641 9110 14128
NOMX Credit SEK Rated FRN Non-Financial Price Index NOMXCRRFRNNFPR SE0005850674 9111 14130
NOMX Credit SEK Rated FRN Non-Financial Return Index NOMXCRRFRNNFTR SE0005850682 9112 14132
NOMX Credit SEK FRN Financial Spread Index NOMXCRFRNFSP SE0005850716 9113 14134
NOMX Credit SEK FRN Financial Price Index NOMXCRFRNFPR SE0005850732 9114 14136
NOMX Credit SEK FRN Financial Return Index NOMXCRFRNFTR SE0005850757 9115 14138
NOMX Credit Rated SEK FRN Financial Spread Index NOMXCRRFRNFSP SE0005850781 9116 14140
NOMX Credit SEK Rated FRN Financial Price Index NOMXCRRFRNFPR SE0005850807 9117 14142
NOMX Credit SEK Rated FRN Financial Return Index NOMXCRRFRNFTR SE0005850823 9118 14144
NOMX Credit SEK FRN 1-18M Total Spread Index NOMXCRFRN18SP SE0005850849 9119 14146
NOMX Credit SEK FRN 1-18M Total Price Index NOMXCRFRN18PR SE0005850864 9120 14148
NOMX Credit SEK FRN 1-18M Total Return Index NOMXCRFRN18TR SE0005850880 9121 14150
NOMX Credit SEK Rated FRN 1-18M Total Spread Index NOMXCRRFRN18SP SE0005850906 9122 14152
NOMX Credit SEK Rated FRN 1-18M Total Price Index NOMXCRRFRN18PR SE0005850914 9123 14154
NOMX Credit SEK Rated FRN 1-18M Total Return Index NOMXCRRFRN18TR SE0005850922 9124 14156
NOMX Credit SEK FRN 1-18M Non-Financial Spread Index NOMXCRFRN18NFSP SE0005850385 9125 14158
NOMX Credit SEK FRN 1-18M Non-Financial Price Index NOMXCRFRN18NFPR SE0005850393 9126 14160
NOMX Credit SEK FRN 1-18M Non-Financial Return Index NOMXCRFRN18NFTR SE0005850419 9127 14162
NOMX Credit SEK Rated FRN 1-18M Non-Financial Spread Index NOMXCRRFRN18NFSP SE0005850427 9128 14164
NOMX Credit SEK Rated FRN 1-18M Non-Financial Price Index NOMXCRRFRN18NFPR SE0005850443 9129 14166
NOMX Credit SEK Rated FRN 1-18M Non-Financial Return Index NOMXCRRFRN18NFTR SE0005850484 9130 14168
NOMX Credit SEK FRN 1-18M Financial Spread Index NOMXCRFRN18FSP SE0005850500 9131 14170
NOMX Credit SEK FRN 1-18M Financial Price Index NOMXCRFRN18FPR SE0005850518 9132 14172
NOMX Credit SEK FRN 1-18M Financial Return Index NOMXCRFRN18FTR SE0005850534 9133 14174
NOMX Credit SEK Rated FRN 1-18M Financial Spread Index NOMXCRRFRN18FSP SE0005850542 9134 14176
NOMX Credit SEK Rated FRN 1-18M Financial Price Index NOMXCRRFRN18FPR SE0005850567 9135 14178
NOMX Credit SEK Rated FRN 1-18M Financial Return Index NOMXCRRFRN18FTR SE0005850575 9136 14180
NOMX Credit SEK FRN 1-30M Total Spread Index NOMXCRFRN30SP SE0005850591 9137 14182
NOMX Credit SEK FRN 1-30M Total Price Index NOMXCRFRN30PR SE0005850609 9138 14184
NOMX Credit SEK FRN 1-30M Total Return Index NOMXCRFRN30TR SE0005850617 9139 14186
NOMX Credit SEK Rated FRN 1-30M Total Spread Index NOMXCRRFRN30SP SE0005850633 9140 14188
NOMX Credit SEK Rated FRN 1-30M Total Price Index NOMXCRRFRN30PR SE0005850658 9141 14190
NOMX Credit SEK Rated FRN 1-30M Total Return Index NOMXCRRFRN30TR SE0005850666 9142 14192
NOMX Credit SEK FRN 1-30M Non-Financial Spread Index NOMXCRFRN30NFSP SE0005850690 9143 14194
NOMX Credit SEK FRN 1-30M Non-Financial Price Index NOMXCRFRN30NFPR SE0005850708 9144 14196
NOMX Credit SEK FRN 1-30M Non-Financial Return Index NOMXCRFRN30NFTR SE0005850724 9145 14198
NOMX Credit SEK Rated FRN 1-30M Non-Financial Spread Index NOMXCRRFRN30NFSP SE0005850740 9146 14200
NOMX Credit SEK Rated FRN 1-30M Non-Financial Price Index NOMXCRRFRN30NFPR SE0005850765 9147 14202
NOMX Credit SEK Rated FRN 1-30M Non-Financial Return Index NOMXCRRFRN30NFTR SE0005850773 9148 14204
NOMX Credit SEK FRN 1-30M Financial Spread Index NOMXCRFRN30FSP SE0005850799 9149 14206
NOMX Credit SEK FRN 1-30M Financial Price Index NOMXCRFRN30FPR SE0005850815 9150 14208
NOMX Credit SEK FRN 1-30M Financial Return Index NOMXCRFRN30FTR SE0005850831 9151 14210
NOMX Credit SEK Rated FRN 1-30M Financial Spread Index NOMXCRRFRN30FSP SE0005850856 9152 14212
NOMX Credit SEK Rated FRN 1-30M Financial Price Index NOMXCRRFRN30FPR SE0005850872 9153 14214
NOMX Credit SEK Rated FRN 1-30M Financial Return Index NOMXCRRFRN30FTR SE0005850898 9154 14216

 


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NASDAQ OMX Credit SEK FRN indexes_incl_GCF_ID.xlsx
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