Summary
Tradable indices for fixed-interest bonds
STOXX Ltd. calculates fixed income indices for the key German bond market as both performance indices (including price changes and interest income) and price indices. With the eb.rexx® index family, STOXX Ltd. tracks the market for fixed-interest bonds denominated in euros that are traded on the Eurex Bonds® trading platform.
The eb.rexx® Government Germany Overall index contains government bonds with a residual maturity over 1.5 years and a minimum notional amount outstanding of €4 billion. In addition, there are six sub-indices for the individual maturity classes: eb.rexx® Government Germany 1.5-2.5, eb.rexx® Government Germany 2.5-5.5, eb.rexx® Government Germany 5.5-7.5, eb.rexx® Government Germany 7.5-10.5, eb.rexx® Government Germany 5.5-10.5, eb.rexx® Government Germany 10.5+.
The eb.rexx® Government Germany index is a selection index that comprises the 25 largest German government bonds by notional amount with a maturity between 1.5 and 10.5 years.
The eb.rexx® Government Germany 0-1 reflects the development of the German short-dated government bonds with a residual maturity between 1 month and 1 year and and a minimum notional amount outstanding of €4 billion.
Index Guides, Benchmark statement, and other reports are available under the "Data & Methodology" tab.