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Today
Realtime Indices Analytics
EMTXg: [EuroMTS Eurozone Government Broad Index]
- MTS French Government Index
EuroMTS Index
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2009-01-07 12:13:19 CET Index
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| Index |
1-3Y |
3-5Y |
5-7Y |
7-10Y |
10-15Y |
15Y+ |
All Maturity |
| IndexValue | 147.86 | 155.27 | 159.13 | 163.59 | 165.84 | 176.80 | 157.99 |
| Duration | 1.99 | 3.70 | 5.46 | 7.13 | 9.28 | 15.54 | 6.64 |
| Mod Duration | 1.95 | 3.60 | 5.29 | 6.89 | 8.93 | 14.93 | 6.41 |
| Convexity | 6.06 | 17.39 | 35.35 | 59.62 | 104.93 | 338.13 | 85.00 |
| Avg CouponRate | 4.38 | 4.58 | 3.62 | 4.09 | 5.62 | 5.02 | 4.53 |
| Avg Matutrity | 2.09 | 4.03 | 6.04 | 8.37 | 12.33 | 27.13 | 9.19 |
| Avg Yield | 2.17 | 2.73 | 3.06 | 3.50 | 3.89 | 4.10 | 3.56 |
| Daily Price change | 0.21 | 0.21 | 0.03 | -0.10 | -0.43 | -1.00 | -0.11 |
| Daily Yield change | -0.07 | -0.03 | 0.00 | 0.01 | 0.03 | 0.04 | 0.01 |
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* change from prior day 16:00 close |
- MTS Deutschland Government Index
- MTS Italy Government Index
Updated every 30 seconds
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