New fixed-income indices track total-return funds

Developed by Credit Suisse, the indices track a series of theoretical portfolios

Credit Suisse has launched a new series of rules-based fixed-income indices designed to be highly correlated to the total return performance of many popular institutional bond funds.

The new Credit Suisse Notional Bond Indices track the total return of theoretical fixed-income portfolios investing in a basket of notional bonds purchased at par. A notional bond is a standardised bond with hypothetical terms for coupon and maturity. The portfolio of bonds will pay semi-annual coupons equal to the

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