The Swedish National Debt Office presented a new policy in the report ’Central Government Borrowing Forecast and Analysis 2007:3’, which means that nominal treasury bonds will retain the benchmark status up to maturity. The new policy leads to changes in OMRX in regards to the handling of the included bonds. Because of the retained benchmark status up to maturity the bonds will not be excluded from the OMRX-index family automatically when time to maturity is shorter than one year. See attached file for more information.
Fixed Income: Launch of a new OMRX-index and changes in handling of nominal treasury bonds in OMRX (6/08)
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