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
11 July 2023
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.