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Today
Realtime Indices Analytics
EMTXg: [EuroMTS Eurozone Government Broad Index]
- MTS French Government Index
EuroMTS Index
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2010-09-08 16:29:19 CET Index
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| Index |
1-3Y |
3-5Y |
5-7Y |
7-10Y |
10-15Y |
15Y+ |
All Maturity |
| IndexValue | 157.18 | 172.76 | 180.17 | 190.08 | 197.24 | 217.25 | 180.05 |
| Duration | 1.92 | 3.65 | 5.24 | 7.19 | 9.37 | 15.91 | 6.99 |
| Mod Duration | 1.91 | 3.61 | 5.15 | 7.03 | 9.11 | 15.42 | 6.82 |
| Convexity | 5.89 | 17.36 | 33.66 | 62.20 | 105.83 | 354.25 | 97.35 |
| Avg CouponRate | 4.35 | 3.29 | 3.76 | 4.37 | 5.01 | 4.90 | 4.24 |
| Avg Matutrity | 2.01 | 3.89 | 5.84 | 8.49 | 11.92 | 25.99 | 9.52 |
| Avg Yield | 0.76 | 1.31 | 1.88 | 2.41 | 2.78 | 3.17 | 2.52 |
| Daily Price change | -0.13 | -0.35 | -0.46 | -0.40 | -0.55 | -1.09 | -0.45 |
| Daily Yield change | 0.04 | 0.06 | 0.05 | 0.03 | 0.03 | 0.03 | 0.04 |
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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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