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Overview EMTX: EuroMTS Index (ex-CNO Etrix): The EuroMTS indices are a euro-denominated total return index range originally derived from the well established CNO Etrix index and has been designed to measure the performance of a number of Eurozone fixed income asset classes. Based on real time tradable prices from the inter-dealer MTS platform, the largest electronic marketplace for cash bond trading in the Eurozone, the indices set new market standards for transparency, replicability and independence, qualities previously only exhibited by equity indices. EuroMTS indices are calculated by EuroMTS, the market standard for Eurozone government securities trading and pricing.
In common with the EuroMTS range’s predecessor, the CNO Etrix, the goals
of the indices are tracking accuracy and ease of replication of the broad fixed
income markets using a more concentrated (and liquid) selection of securities.
Range EMTX: EuroMTS Index (ex-CNO Etrix):
Overview EMTXg: EuroMTS Eurozone Government Broad Index: The EuroMTS Government Index is a euro-denominated total return index series which measures the performance of the eurozone government bond market. The EuroMTS Government Index, is composed of all the eurozone Government bonds listed on the MTS platforms, with more than EUR2 billion outstanding volume and at least one year to maturity. The series comprises six maturity bands sub-indices and is split in several country indices families.
Range EMTXg: EuroMTS Eurozone Government Broad Index:
Overview EMTXc: EuroMTS Covered Bond Index The EuroMTS Covered Bonds Index (EMTXc) measures the performance of the euro-denominated
covered bonds from non-sovereign EU issuers, listed on the MTS trading platforms
and with at least one year to maturity. These securities include German Oeffentliche
and Hypothekenpfandbriefe, French Obligations Foncières, Spanish Cedulas,
Irish ACS and UK bonds backed with mortgages and/or public loans
Range EMTXi: EuroMTS Inflation Linked Index
Range EMTXc: EuroMTS Covered Bond Index
Overview EMTXi: EuroMTS Inflation Linked Index The EuroMTS Inflation Linked Index is the first independent,
Eurozone Inflation linked sovereign debt based on tradable underlying
prices taken from the new EuroMTS Linkers market segment.
Overview Overview EMTXz: EuroMTS Government Bills index The EuroMTS Government Bill Index measures the total return of a portfolio of sovereign bills issued by the Eurozone countries and listed on the MTS platforms. Currently the index represents seven issuers: France, Germany, Spain, Italy, Belgium, Netherlands and Portugal. The weight of each individual issuer is capped within the index to a maximum of 34.5%. The EuroMTS Government Bill Index (“EMTT6C”) is published every 30 seconds and with an end-of-day fixing at 17:30 CET. Overview EMTX3a: EuroMTS Government AAA Index The EuroMTS Government AAA Index is a euro-denominated total return index which measures the performance of the best-rated government bonds. It is composed of all bonds, listed on MTS platform, with more than EUR2 billion outstanding volume and issued by eurozone governments with the highest credit rating (AAA). The index is calculated in real time with three daily fixings: 11:00 CET, 16:00 CET and 17:30 CET. Indices
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