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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
• MTS Italy Government Index
  

  2010-09-08 15:58:54 CET Index

  Index 1-3Y 3-5Y 5-7Y 7-10Y 10-15Y 15Y+ All Maturity IndexValue 158.05 170.77 179.24 185.91 184.91 185.09 174.61 Duration 2.02 3.90 5.63 7.38 9.55 13.37 7.03 Mod Duration 1.98 3.80 5.47 7.12 9.17 12.78 6.77 Convexity 6.22 19.09 37.67 63.68 109.61 237.86 85.14 Avg CouponRate 3.79 3.72 4.32 4.34 5.35 5.55 4.48 Avg Matutrity 2.12 4.20 6.38 8.75 12.71 22.15 9.73 Avg Yield 1.93 2.53 3.02 3.59 4.08 4.63 3.85 Daily Price change 0.04 -0.02 -0.17 0.04 0.30 0.22 0.07 Daily Yield change -0.00 0.01 0.02 0.00 -0.01 -0.01 -0.00

  * change from prior day 16:00 close