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Realtime Indices Analytics

 EMTXc: [Eurozone Covered Bond Indices]

Covered Bond Index - EMTXc 01/12/2008 17:30:00 CET Index Value Duration Mod Duration Convexity Avg Coupon Rate Avg Maturity Avg Yield Avg BeFisher Daily Price Change * Dail Yield Change% Base date (100) EMTXc Aggregate Aggregate 156.469 5.054 4.821 35.586 3.949 5.866 4.840 0.000 0.000 0.000 31/12/1999 3-5Yrs 152.427 3.595 3.444 16.058 3.999 3.900 4.393 0.000 0.000 0.000 31/12/1999 5-7 Yrs 157.652 5.279 5.039 32.463 3.773 5.908 4.767 0.000 0.000 0.000 31/12/1999 7-10 Yrs 162.587 6.646 6.325 50.740 3.908 7.815 5.073 0.000 0.000 0.000 31/12/1999 EMTXc Germany Aggregate 162.108 3.283 3.169 15.625 4.321 3.571 3.582 0.000 0.000 0.000 31/12/1999 3-5Yrs 156.110 3.241 3.130 13.511 4.223 3.517 3.527 0.000 0.000 0.000 31/12/1999 5-7 Yrs 157.727 6.250 6.015 44.221 3.250 6.899 3.909 0.000 0.000 0.000 31/12/1999 EMTXc Oeffentliche Aggregate 121.754 3.207 3.097 15.926 4.430 3.532 3.564 0.000 0.000 0.000 01/10/2003 EMTXc Hypo Aggregate 122.359 3.318 3.201 15.259 4.177 3.572 3.633 0.000 0.000 0.000 01/10/2003 EMTXc France Aggregate 166.020 3.718 3.577 17.663 4.311 4.091 3.940 0.000 0.000 0.000 31/12/1999 EMTXc UK Aggregate 113.515 5.256 4.984 36.886 3.904 6.147 5.455 0.000 0.000 0.000 01/10/2003 EMTXc Ireland Aggregate 112.913 4.444 4.210 25.049 3.754 4.957 5.571 0.000 0.000 0.000 01/10/2003 EMTXc Spain Aggregate 118.921 5.857 5.584 46.408 3.879 6.946 4.879 0.000 0.000 0.000 01/10/2003 7-10 Yrs 119.278 6.639 6.326 50.882 3.886 7.821 4.950 0.000 0.000 0.000 01/10/2003

* change from prior day 16:00 close

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