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Today
Realtime Indices Analytics
EMTX: [Eurozone Government Bond Indices]
EuroMTS Index
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2010-09-03 11:37:40 CET Index
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| Index |
1-3Y |
3-5Y |
5-7Y |
7-10Y |
10-15Y |
15Y+ |
15-25Y |
25Y+ |
Global |
| IndexValue | 156.016 | 168.779 | 177.188 | 179.851 | 182.880 | 199.231 | 198.719 | 198.862 | 173.393 |
| Duration | 2.006 | 3.836 | 5.432 | 7.145 | 9.350 | 14.645 | 12.954 | 17.462 | 6.592 |
| Mod Duration | 1.973 | 3.754 | 5.291 | 6.923 | 8.997 | 14.120 | 12.491 | 16.833 | 6.388 |
| Convexity | 6.295 | 18.748 | 35.571 | 60.185 | 104.746 | 289.556 | 216.388 | 411.467 | 81.125 |
| Avg CouponRate | 4.473 | 3.958 | 3.842 | 4.243 | 4.789 | 5.109 | 5.588 | 4.309 | 4.387 |
| Avg Maturity | 2.106 | 4.150 | 6.096 | 8.404 | 12.169 | 23.578 | 19.811 | 29.855 | 8.823 |
| Avg Yield | 1.679 | 2.168 | 2.651 | 3.207 | 3.921 | 3.719 | 3.703 | 3.738 | 3.195 |
| Daily Price change | 0.006 | 0.069 | 0.069 | -0.058 | -0.074 | -0.623 | -0.483 | -0.850 | -0.092 |
| Daily Yield change | 0.000 | -0.010 | -0.006 | 0.006 | 0.006 | 0.024 | 0.021 | 0.028 | 0.010 |
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* change from prior day 16:00 close |
Updated every 30 seconds
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