Valuation of floating rate notes with the Neutral Pricing System

Graphical depiction of spread developments in 14 main segments including the liquidity ratios

The Basic Subscription offers you with the FRN Main Credit Indices a market overview of 14 main index categories, including Sovereigns, Financials, Landesbanks and Covered Bonds. The graphical depiction of the indices is clearly structured and includes liquidity ratios that are available for all of the index products of the TASS Wertpapierhandelsbank. They make the fluctuations of risk premiums visible and can be used as a further indicator for determining the activity level of market participants.

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