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Realtime Indices Analytics

 EMTX: [Eurozone Government Bond Indices]

2008-12-01 17:30:02 CET Index

Index 1-3Y 3-5Y 5-7Y 7-10Y 10-15Y 15Y+ 15-25Y 25Y+ Global IndexValue 146.166 153.434 158.680 161.827 164.637 172.315 169.105 175.595 156.678 Duration 1.693 3.583 5.449 7.232 9.270 14.395 12.773 16.647 6.270 Mod Duration 1.648 3.474 5.271 6.974 8.900 13.791 12.220 15.973 6.037 Convexity 4.653 16.487 35.351 61.378 101.576 280.177 211.315 375.849 74.971 Avg CouponRate 4.810 4.708 3.915 4.296 4.301 5.224 5.791 4.437 4.616 Avg Maturity 1.781 3.928 6.111 8.608 11.768 24.193 20.546 29.259 8.532 Avg Yield 2.749 3.142 3.380 3.700 4.160 4.376 4.522 4.221 3.851 Daily Price change 0.016 0.280 0.477 0.523 0.546 1.037 0.797 1.358 0.417 Daily Yield change -0.002 -0.050 -0.055 -0.045 -0.036 -0.042 -0.037 -0.047 -0.041

* change from prior day 16:00 close

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