- GPW Benchmark has announced the composition of five new government bond (fixed income) indices which cover portfolios of bonds with different maturities and are part of the Treasury Bond Index Family
- Publication of the indices starts on 28 November 2022
- The input data for the provision of the new bond indices are the TBSP reference prices used in the TBSP.Index method
- The Family also includes TBSP.Index
GPW Benchmark has announced the composition of five new government bond (fixed income) indices which cover portfolios of bonds with different maturities and are part of the Treasury Bond Index Family. The input data for the provision of the new bond indices are the TBSP reference prices used in the TBSP.Index method.
The indices in the Treasury Bond Index Family measure the reality and trends of the wholesale fixed-rate and zero-coupon government bond market organised by BondSpot. Each Index tracks changes in the reference prices of the government bonds in its composition, the amount of accrued interest, and the income from the reinvestment of interest coupons (total return indices).
The base values of the indices are 1,000.00 points as at 31 December 2016. The historical index values have been recalculated as of this date and will be available on the GPW Benchmark website on the first day of publication.
Click here for full details.