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Realtime Indices Analytics

 EMTX: [Eurozone Government Bond Indices]

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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