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Realtime Indices Analytics

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

Inflation Linked Indices - EMTXi 01/12/2008 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 159.972 7.989 7.761 109.709 2.084 9.616 2.934 1.009 0.511 -0.064 31/12/1998 1-10Yrs 158.865 4.720 4.595 31.056 1.838 4.984 2.716 0.575 0.531 -0.113 30/11/1999 10+Yrs 168.061 14.600 14.164 268.766 2.583 18.985 3.078 1.331 0.470 -0.032 30/11/1999 EMU HICP only Aggregate 142.703 8.325 8.079 119.776 2.116 10.138 3.037 1.050 0.521 -0.062 31/12/2001 1-10Yrs 127.279 4.591 4.466 29.462 1.887 4.871 2.788 0.601 0.601 -0.132 31/12/2002 10+Yrs 125.699 14.612 14.163 271.875 2.501 19.007 3.169 1.331 0.384 -0.026 31/12/2002 French EMU HICP & Domestic CPI Aggregate 163.215 7.783 7.588 107.360 2.150 9.288 2.568 0.943 0.611 -0.079 31/12/1998 French Domestic CPI Aggregate 162.041 6.995 6.819 79.909 1.990 8.073 2.574 0.872 0.483 -0.070 31/12/1998 Italian EMU HICP Aggregate 114.366 7.781 7.530 108.332 1.952 9.481 3.342 1.134 0.293 -0.037 28/11/2003

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