| eb.rexx |
The German bond market is one of the largest in Europe. Deutsche Börse covers this market via liquid and tradable indices. eb.rexx® is Deutsche Börse’s trademark for a unique family of fixed-income indices based on actual market prices for bonds. The indices are based on price data of Eurex Bonds®, the electronic trading platform which unites the cash and derivatives market in a central order book, using Xetra® and Eurex® trading systems. The eb.rexx® Government Germany selection index tracks the 25 most liquid German government bonds with a remaining term of 1.5 to 10.5 years, with individual maturity ranges covered by four additional sub-indices. Each bond is weighted in the index on the basis of its market capitalisation. The maximum weighting of any individual bond in the indices is limited to 30 percent. The eb.rexx® Jumbo Pfandbriefe index tracks the 25 most liquid Jumbo-Pfandbriefe (jumbo mortgage bonds) with a remaining term of 1.5 to 10.5 years, with individual maturity ranges covered by four additional sub-indices. Each bond is weighted in the index on the basis of its market capitalisation. The maximum weighting of any individual bond in the eb.rexx® Jumbo Pfandbriefe indices is limited to 20 percent. The eb.rexx® Money Market index tracks the performance of the German Money Market. The index is composed of German Government bonds with a maturity of less than one year. Each bond is weighted in the index on the basis of its market capitalisation. |
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