MTS extends EuroMTS AAA Government Index family

MTS announces today the creation of a full EuroMTS AAA Government Index family by adding eight maturity sub-indices to the existing EuroMTS AAA Government All-Maturity Index.

These new indices have been created in response to investor’s requests for high-quality benchmarks to match the duration of their portfolio. The indices are composed of eurozone government bonds listed on MTS platform with more than EUR2 billion outstanding volume and with no less than three AAA credit rating from the major agencies.

The following maturity sub-indices have now been added to the EuroMTS AAA Government Index All-Maturity:

-         EuroMTS AAA Government 1-3 years

-         EuroMTS AAA Government 3-5 years

-         EuroMTS AAA Government 5-7 years

-         EuroMTS AAA Government 7-10 years

-         EuroMTS AAA Government 10-15 years

-         EuroMTS AAA Government 15+ years

-         EuroMTS AAA Government 15-25 years

-         EuroMTS AAA Government 25+ years

These indices are calculated and published in real-time from 9:00 to 17:30 CET, with three daily fixings at 11:00 CET, 16:00 CET and 17:30 CET.

Additional information on the EuroMTS Indices, including historical index data, is freely distributed on www.euromtsindices.com and through a number of data vendors.

 To view the French version, please click here.