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 EMTX: [Eurozone Government Bond Indices] EuroMTS Index

      2010-03-11 16:08:11 CET Index

Index
1-3Y
3-5Y
5-7Y
7-10Y
10-15Y
15Y+
15-25Y
25Y+
Global
IndexValue
154.772
165.554
171.896
174.436
177.704
181.142
181.771
179.005
167.569
Duration
1.629
3.687
5.368
7.245
9.453
14.166
12.720
16.545
6.303
Mod Duration
1.609
3.604
5.217
6.998
9.079
13.571
12.189
15.844
6.087
Convexity
4.419
17.496
34.347
62.047
106.503
269.880
209.002
369.986
74.768
Avg CouponRate
4.928
4.162
3.589
4.345
4.780
5.167
5.645
4.381
4.527
Avg Maturity
1.713
3.991
5.939
8.652
12.319
23.574
20.056
29.361
8.548
Avg Yield
1.246
2.291
2.892
3.533
4.119
4.386
4.354
4.427
3.561
Daily Price change
-0.055
-0.131
-0.164
-0.252
-0.237
-0.262
-0.235
-0.306
-0.166
Daily Yield change
0.024
0.023
0.020
0.022
0.016
0.011
0.012
0.011
0.017
* change from prior day 16:00 close

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