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Realtime Indices Analytics

 EMTXg: [EuroMTS Eurozone Government Broad Index]

• EMTXg: [EuroMTS Eurozone Government Broad Index]

• MTS French Government Index
• MTS Deutschland Government Index
  

  2009-01-07 12:49:29 CET Index

  Index 1-3Y 3-5Y 5-7Y 7-10Y 15Y+ All Maturity IndexValue 148.61 156.44 163.88 163.95 175.71 160.78 Duration 1.93 3.83 5.62 7.35 15.14 6.04 Mod Duration 1.89 3.74 5.47 7.13 14.56 5.85 Convexity 5.83 18.55 37.37 63.20 299.41 73.64 Avg CouponRate 4.17 4.22 3.72 4.03 4.94 4.24 Avg Matutrity 2.01 4.13 6.21 8.57 24.29 8.01 Avg Yield 1.83 2.40 2.78 3.12 4.00 3.23 Daily Price change 0.20 0.31 0.26 -0.08 -0.82 0.03 Daily Yield change -0.06 -0.05 -0.03 0.01 0.03 0.00

  * change from prior day 16:00 close

• MTS Italy Government Index