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Realtime Indices Analytics

 EMTXi: [Eurozone Inflation-Linked Indices]                          Break-Even [Realtime Indices Analytics]

Inflation Linked Indices - EMTXi 11/03/2010 17:30:00 CET Index Value Duration Mod Duration Convexity Avg Coupon Rate Avg Maturity Avg Yield BE Spread Daily Price Change * Dail Yield Change * Base date (100) EMU HICP & Domestic CPI Aggregate 180.187 8.375 8.232 121.579 2.184 10.009 1.747 1.933 -0.305 0.034 31/12/1998 1-10Yrs 177.028 4.614 4.575 31.368 1.970 4.877 0.852 1.729 -0.121 0.023 30/11/1999 10+Yrs 192.841 14.197 13.891 261.195 2.514 17.951 2.203 2.104 -0.586 0.040 30/11/1999 EMU HICP only Aggregate 160.592 9.101 8.930 139.147 2.267 10.995 1.921 1.911 -0.328 0.033 31/12/2001 1-10Yrs 141.556 4.804 4.756 32.566 2.125 5.111 1.005 1.672 -0.122 0.021 31/12/2002 10+Yrs 143.848 14.293 13.972 267.919 2.439 18.105 2.298 2.086 -0.575 0.038 31/12/2002 French EMU HICP & Domestic CPI Aggregate 184.482 7.815 7.716 112.728 2.186 9.253 1.288 2.001 -0.248 0.030 31/12/1998 French Domestic CPI Aggregate 182.976 6.411 6.342 74.026 1.957 7.339 1.084 2.035 -0.242 0.037 31/12/1998 Italian EMU HICP Aggregate 131.808 9.598 9.407 151.761 2.257 11.661 2.036 1.981 -0.189 0.018 28/11/2003

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