Home Statistics PEX yields

>> Please note: The PEX-calculation will be put out of service by 31 March 2012.
Please be assured that the access to the historical data of the PEX index (1987-2012) is still granted. <<

Here the Association provides files with Pfandbrief yields based on the PEX index. For 1- to 10-year maturities the data is compiled going back to 30.12.1987.

PEX-yields_1987 - current.pdf PEX-yields_1987 - current.xls

NB: The PEX is a synthetic index. Like the German government bond index REX it relies on the so-called "notional-bond-concept". The indexportfolio consists of 30 synthetic Pfandbriefe with maturities from 1 to 10 years and cupon classes of 6%, 7,5% und 9%. The index is calculated daily on account of corresponding data of a majority of Pfandbrief-issuers by Bloomberg. The most important figures are the overall price index, the overall performance index as well as the related subindices for 1- to 10 year maturities.

If you would like to receive more information on the PEX just write us an e-mail.
 

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