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Realtime Indices Analytics

 EMTXc: [Eurozone Covered Bond Indices]

Covered Bond Index - EMTXc 10/03/2010 16:03:30 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 174.428 4.294 4.144 28.194 3.933 4.873 3.626 0.000 0.000 0.000 31/12/1999 3-5Yrs 170.744 3.782 3.663 17.878 4.024 4.103 3.242 0.000 0.000 0.000 31/12/1999 5-7 Yrs 178.906 5.502 5.303 35.412 3.692 6.134 3.744 0.000 0.000 0.000 31/12/1999 7-10 Yrs 183.491 6.925 6.628 56.674 4.385 8.366 4.479 0.000 0.000 0.000 31/12/1999 EMTXc Germany Aggregate 175.801 2.457 2.410 10.519 4.118 2.628 1.954 0.000 0.000 0.000 31/12/1999 3-5Yrs 170.373 2.732 2.683 10.013 4.500 2.869 1.856 0.000 0.000 0.000 31/12/1999 5-7 Yrs 175.479 5.545 5.396 36.455 3.633 6.148 2.769 0.000 0.000 0.000 31/12/1999 EMTXc Oeffentliche Aggregate 131.928 2.873 2.813 14.177 3.951 3.106 2.151 0.000 0.000 0.000 01/10/2003 EMTXc Hypo Aggregate 132.876 2.180 2.141 8.401 4.172 2.314 1.833 0.000 0.000 0.000 01/10/2003 EMTXc France Aggregate 182.873 2.659 2.606 10.252 4.318 2.842 2.048 0.000 0.000 0.000 31/12/1999 EMTXc UK Aggregate 129.729 4.335 4.176 28.242 3.908 4.917 3.825 0.000 0.000 0.000 01/10/2003 EMTXc Ireland Aggregate 127.782 3.689 3.549 18.318 3.791 4.018 3.945 0.000 0.000 0.000 01/10/2003 EMTXc Spain Aggregate 132.196 5.173 4.977 38.166 3.902 5.987 3.930 0.000 0.000 0.000 01/10/2003 7-10 Yrs 134.495 7.107 6.799 59.440 4.412 8.623 4.535 0.000 0.000 0.000 01/10/2003

* change from prior day 16:00 close

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