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 EMTXg: [EuroMTS Eurozone Government Broad Index]

  • MTS French Government Index
  • MTS Deutschland Government Index
  • MTS Italy Government Index
    EuroMTS Index

          2009-01-07 11:46:57 CET Index

    Index
    1-3Y
    3-5Y
    5-7Y
    7-10Y
    10-15Y
    15Y+
    All Maturity
    IndexValue
    148.09
    153.59
    159.19
    161.98
    159.46
    157.53
    154.67
    Duration
    1.90
    3.49
    5.33
    7.05
    9.00
    13.25
    6.82
    Mod Duration
    1.85
    3.37
    5.13
    6.76
    8.60
    12.59
    6.52
    Convexity
    5.55
    15.52
    33.73
    58.39
    97.56
    235.88
    83.12
    Avg CouponRate
    4.21
    4.48
    4.08
    4.38
    5.09
    5.60
    4.70
    Avg Matutrity
    2.01
    3.82
    6.05
    8.51
    12.01
    23.07
    9.85
    Avg Yield
    2.89
    3.62
    3.86
    4.27
    4.69
    5.26
    4.61
    Daily Price change
    0.44
    0.60
    0.86
    0.89
    0.74
    1.11
    0.76
    Daily Yield change
    -0.15
    -0.11
    -0.10
    -0.08
    -0.05
    -0.05
    -0.07
    * change from prior day 16:00 close


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