Detailed country specific analysis with 240 Individual Indices

The admittance of bonds to the indices of the TASS Wertpapierhandelsbank is subject to strict quality standards. The only bonds who make it into the TASS FRN indices are existing bonds with ISIN or WKN that are also listed on our Bloomberg and Reuters pages. By assignment the country of origin of the issuer, the maturity band and the rating class are all taken into consideration. If a title falls out of a rating class because of a rating change, it will be adjusted to the new category on the next day. All index products of the TASS Wertpapierhandelsbank are not synthetic indices but rather price indices. After daily collection of all data the individual credit spreads, meaning discounted margins, are added to the closing price basis and divided through the number of titles per index.

Following exemplary country categories are available, each in various rating classes and maturities:

• Deutsche Landesbanks and Covered Bonds
• Issuers from the countries Asia, Australia, Belgium, Benelux, Canada, France, Greece, Great Britain, Ireland, Italy, Middle East, Netherlands, Scandinavian countries, Austria, Portugal, Spain, United States of America
• European Covered Bonds without Germany
• International issuers with and without Corporates

Following branch categories are available, each in various rating classes and maturities:

• Corporate Issuers
• Building Society and Car Industry issuers
• Financials without US Broker

Other categories in various rating classes and maturities:

• Domestic & foreign 0% risk weighting and
• Government Guaranteed Bonds

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