Nykredit Index

Nykredit Markets has built a number of bond indices that track the Danish mortgage market.

DMB & Total Index

The Nykredit Danish Mortgage Bond Index (the DMB Index) is comprised of a portfolio of the most liquid Danish mortgage covered bonds listed on Nasdaq Copenhagen. The Nykredit Total Index comprises the entire actively traded part of the Danish fixed-rate callable covered bond market. The index is made up of a number of subindices segmenting callable mortgage bonds according to four typical investment strategies.

The Nykredit Total Index is described in the research note "Nykredit Danish Mortgage Bond Index & Total Index". Nykredit's bond indices are "non-significant benchmarks" based on regulated data, see the Benchmark Regulation.

Upcoming rebalancing date

  • 14 January 2025

 

Because of an error, all Constant Maturity indices were recalculated as at 7 February 2020. The incorrect data are still available upon request. Contact Nykredit Markets for more information.

Index values

Retrieve the index values for the latest trading day and the index portfolio, as well as the historical index values below.

Benchmark Statement
Total Index
DMB Index

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