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Realtime Indices Analytics

 EMTX: [Eurozone Government Bond Indices]

2010-09-03 11:37:40 CET Index

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

* change from prior day 16:00 close

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