I. For Benchmark families
|
Data Provider/source |
Data |
Type of Input Data |
|
Bloomberg |
Interest rate (LIBORs) |
Interest rate benchmark |
|
Bloomberg/Morningstar |
Fund/ETF NAVs |
Transaction data |
|
Bloomberg/WM/Reuters |
FX Fixings |
FX benchmark |
|
Index Providers, e.g. S&P, MSCI, STOXX, Solactive, etc. |
Index Levels |
Equity benchmarks |
|
Multiple Exchanges (via Bloomberg or Reuters) |
stock/ETF closing prices, intraday prices and futures settlement prices |
Transaction Data (e.g. prices and volumes) |
II. Priority of Use of Input Data
Where available, Commerzbank uses transaction data, if necessary and appropriate it also uses quotes, or in certain exceptional circumstances estimated prices. Expert judgment is only used in case of extraordinary events as described in the respective index description. For further details on the use of expert judgment please see the Benchmark Statement for the respective Benchmark family.
Last updated December 2021