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Today
Realtime Indices Analytics
EMTXg: [EuroMTS Eurozone Government Broad Index]
- EMTXg: [EuroMTS Eurozone Government Broad Index]
EuroMTS Index
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2008-12-01 17:30:01 CET Index
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| Index |
1-3Y |
3-5Y |
5-7Y |
7-10Y |
10-15Y |
15Y+ |
15-25Y |
25Y+ |
All Maturity |
| IndexValue | 146.68 | 153.94 | 159.00 | 161.87 | 163.64 | 171.13 | 169.05 | 175.57 | 157.30 |
| Duration | 1.90 | 3.68 | 5.38 | 7.18 | 9.36 | 14.39 | 12.77 | 16.65 | 6.33 |
| Mod Duration | 1.85 | 3.57 | 5.21 | 6.92 | 8.99 | 13.79 | 12.22 | 15.97 | 6.09 |
| Convexity | 5.57 | 17.13 | 34.47 | 60.31 | 105.55 | 280.14 | 211.28 | 375.82 | 75.36 |
| Avg CouponRate | 4.29 | 4.58 | 4.03 | 4.17 | 5.21 | 5.22 | 5.79 | 4.44 | 4.53 |
| Avg Matutrity | 1.99 | 4.01 | 6.03 | 8.48 | 12.37 | 24.19 | 20.55 | 29.26 | 8.62 |
| Avg Yield | 2.75 | 3.14 | 3.37 | 3.70 | 4.21 | 4.38 | 4.52 | 4.22 | 3.85 |
| Daily Price change | 0.06 | 0.31 | 0.47 | 0.47 | 0.49 | 0.99 | 0.74 | 1.34 | 0.41 |
| Daily Yield change | -0.02 | -0.05 | -0.05 | -0.04 | -0.03 | -0.04 | -0.03 | -0.05 | -0.04 |
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* change from prior day 16:00 close |
Updated every 30 seconds
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