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REX Bond Indices Guide.pdf

Guide_to_the_REX_Bond_Indices.pdf
Preview of REX Bond Indices Guide
🔗 Source: stoxx.com
📊 Size: 506 KB
👤 Author: STOXX
⬇️ Downloads: 188

Summary

Deutsche Börse AG transferred administration of the REX Indices to STOXX Ltd in August 2019. STOXX Ltd develops and publishes indices, including the REX Bond Indices, which are governed by their respective index methodologies. The REX Bond Indices are based on a notional bond concept, representing prices of bonds with an average coupon and constant remaining term. The indices are calculated daily using reference prices from Börse Frankfurt, with a minimum nominal amount outstanding of 500 million Euro required for eligibility. The REX® index is a weighted price average of 30 synthetic bonds, while the REXP® is the performance index version, covering price changes and interest income.

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Description

Deutsche Börse AG transferred administration of the REX Indices to STOXX Ltd in August 2019.

Technical Information

  • File Format: PDF
  • File Size: 506 KB
  • Pages: 25
  • Language: EN
  • Author: STOXX
  • Total Downloads: 188
  • Last Updated: 5 hours ago

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