ICEX - New Bond Index

ICEX is introducing a new bond index for inflation-indexed bonds. The index has a fixed duration of five years. ICEX already calculates four bond indices, one inflation-indexed with a duration of ten years and three non-indexed of three-month, one-year and five-year duration. The new index is calculated using the same methodology as the already existing indices. Historical series has been constructed back to the beginning of 1998. A description of the indices can be found on ICEX?s website under Quotes and markets/Bond Indices/About bond indices. To subscribe to the indices, please send an e-mail to Unnur Maria Thorvaldsdottir (unnur@icex.is).