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 EMTXg: [EuroMTS Eurozone Government Broad Index]

  • EMTXg: [EuroMTS Eurozone Government Broad Index]
    EuroMTS Index

          2010-03-11 17:30:03 CET Index

    Index
    1-3Y
    3-5Y
    5-7Y
    7-10Y
    10-15Y
    15Y+
    15-25Y
    25Y+
    All Maturity
    IndexValue
    155.42
    166.14
    172.11
    174.56
    176.53
    179.76
    181.62
    178.78
    168.36
    Duration
    1.92
    3.72
    5.42
    7.22
    9.47
    14.16
    12.72
    16.54
    6.38
    Mod Duration
    1.89
    3.63
    5.27
    6.97
    9.09
    13.57
    12.18
    15.83
    6.16
    Convexity
    5.80
    17.69
    35.06
    61.51
    107.38
    269.69
    208.89
    369.66
    75.15
    Avg CouponRate
    4.26
    3.91
    3.74
    4.42
    4.90
    5.17
    5.64
    4.38
    4.36
    Avg Matutrity
    2.01
    4.01
    6.04
    8.60
    12.44
    23.57
    20.06
    29.36
    8.64
    Avg Yield
    1.45
    2.33
    2.94
    3.54
    4.16
    4.39
    4.36
    4.43
    3.57
    Daily Price change
    -0.13
    -0.26
    -0.34
    -0.38
    -0.41
    -0.44
    -0.39
    -0.53
    -0.30
    Daily Yield change
    0.05
    0.05
    0.04
    0.03
    0.03
    0.02
    0.02
    0.02
    0.03
    * change from prior day 16:00 close


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