Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Luxembourg Stock Exchange To Launch Expanded Data Offering For Average Bond Yields

Date 26/06/2014

On 1 July 2014, the Luxembourg Stock Exchange will release thirty-two new indices for average bond yields.

Each of the thirty-two indices is composed of a maximum of fifteen fixed rate straight bonds that are listed on the Luxembourg Stock Exchange and rated AAA-BBB. They cover the three main market sectors: Corporate, Financial and SSA (sovereign, supranational and agency).

The yields are quoted in the two most important currencies: EUR and USD, and there is one each for Chinese renminbi (CNY) and Russian rubles (RUB).

There are five groupings for maturities, ranging from one-to-three years to more than ten years.

New average bond yields structure on the Luxembourg Stock Exchange by sector and maturity 

 

Corporate

Financial

SSA

All sectors

1-3 years

EUR and USD

EUR and USD

EUR and USD

 

3-5 years

EUR and USD

EUR and USD

EUR and USD

 

5-7 years

EUR and USD

EUR and USD

EUR and USD

 

7-10 years

EUR and USD

EUR and USD

EUR and USD

 

+ 10 years

EUR and USD

EUR and USD

EUR and USD

 

All maturities

 

 

 

CNY and RUB

 

In launching these average yields, the Luxembourg Stock Exchange intends to provide a more accurate reflection of its bond market, as well as to further raise awareness and transparency among investors.

The new average bond yields of the Luxembourg Stock Exchange will be available at https://www.bourse.lu/average-yields from 1 July 2014.