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Monthly longevity data for new products |
Currently Xpect is the only longevity index ready for trading. London based Broker Tullett Prebon www.tullettprebon.com started operating the first survivor swap market in June 2010.
Standardized ISDA-type longevity swaps are already tradable based on Xpect Cohort Indices for England & Wales, the Netherlands and Germany. Swap prices are publicly available on Bloomberg and Thomson Reuters.