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Realtime Indices Analytics

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

Inflation Linked Indices - EMTXi 03/09/2010 11:38:00 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 187.110 8.671 8.547 126.836 2.183 10.251 1.444 1.748 -0.162 0.018 31/12/1998 1-10Yrs 182.992 5.415 5.377 42.124 2.011 5.768 0.697 1.489 -0.200 0.035 30/11/1999 10+Yrs 202.699 15.401 15.100 301.968 2.538 19.519 1.994 2.005 -0.083 0.005 30/11/1999 EMU HICP only Aggregate 165.249 8.902 8.756 136.068 2.227 10.647 1.666 1.730 -0.154 0.017 31/12/2001 1-10Yrs 145.769 5.459 5.413 43.337 2.116 5.863 0.853 1.452 -0.230 0.041 31/12/2002 10+Yrs 149.214 15.929 15.579 325.368 2.454 20.415 2.243 2.023 -0.000 -0.001 31/12/2002 French EMU HICP & Domestic CPI Aggregate 197.637 8.809 8.744 131.888 2.203 10.204 0.747 1.798 -0.275 0.030 31/12/1998 French Domestic CPI Aggregate 194.325 7.870 7.825 94.872 2.028 8.879 0.583 1.849 -0.188 0.023 31/12/1998 Italian EMU HICP Aggregate 135.583 9.390 9.205 147.480 2.257 11.468 2.014 1.852 0.101 -0.011 28/11/2003

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