Pfandbrief yields based on the PEX index 1987-2012
These are historical Pfandbrief yields based on the PEX index. For 1- to 10-year maturities the data is compiled for each trading day from 30 December 1987 until 30 March 2012.PEX-yields 1987 - 30 March 2012 PEX-yields 1987 - 30 March 2012
Due to the outdated concept and coupon-classes and given the low number of participants delivering data it was decided to discontinue the PEX-calculation by 30 March 2012.
NB: The PEX is a synthetic index. Like the German government bond index REX it relies on the so-called "notional-bond-concept". The indexportfolio consists of 30 synthetic Pfandbriefe with maturities from 1 to 10 years and cupon classes of 6%, 7,5% und 9%. The index is calculated daily on account of corresponding data of a majority of Pfandbrief-issuers by Bloomberg. The most important figures are the overall price index, the overall performance index as well as the related subindices for 1- to 10 year maturities.
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