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Today
Realtime Indices Analytics
EMTXg: [EuroMTS Eurozone Government Broad Index]
- MTS French Government Index
- MTS Deutschland Government Index
EuroMTS Index
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2010-09-09 17:30:02 CET Index
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| Index |
1-3Y |
3-5Y |
5-7Y |
7-10Y |
15Y+ |
All Maturity |
| IndexValue | 156.60 | 172.04 | 183.99 | 186.92 | 219.08 | 180.66 |
| Duration | 1.85 | 3.75 | 5.43 | 7.43 | 15.48 | 6.43 |
| Mod Duration | 1.84 | 3.71 | 5.34 | 7.27 | 15.04 | 6.29 |
| Convexity | 5.49 | 18.26 | 35.90 | 65.37 | 313.10 | 84.09 |
| Avg CouponRate | 3.38 | 3.32 | 3.86 | 3.63 | 4.88 | 3.77 |
| Avg Matutrity | 1.92 | 4.00 | 6.03 | 8.53 | 23.54 | 8.38 |
| Avg Yield | 0.71 | 1.21 | 1.74 | 2.19 | 2.92 | 2.24 |
| Daily Price change | -0.22 | -0.52 | -0.70 | -0.71 | -0.87 | -0.55 |
| Daily Yield change | 0.08 | 0.08 | 0.07 | 0.05 | 0.03 | 0.05 |
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* change from prior day 16:00 close |
- MTS Italy Government Index
Updated every 30 seconds
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