Nomura launches South Korea Government Bond Index featuring liquidity screening

liquidity
Nomura's tracking tool makes use of liquidity rules

Nomura has launched an index linked to South Korean government bonds that uses a rare tracking tool to provide investors with a high degree of liquidity and coverage to increase portfolio returns.

The South Korea Government Bond Index uses a liquidity screening mechanism that excludes illiquid instruments. "Existing indexes tend to place too little emphasis on investors being able to replicate returns since they often include illiquid instruments,” says Des Supple, head of Asian rates research a

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