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EuroMTS Highest Rated Macro-Weighted Government 3-5

daily
UTC+3
Previous value
on 30/11/2023
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Index description

Index uses weighting method based on a balanced selection of macro-economic indicators measuring the short to long-term economic performance of euro- zone countries with the highest credit rating. Algorithm takes into account the real economic situation of Euro zone countries and the involved risks. The methodology uses the following indicators in establishing each country’s weight within the index: - government debt as a percentage of GDP - current account as a percentage of GDP - quarter-on-quarter GDP growth - long-term interest rates

Methodology

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Subgroup indices

Index Current value Date
Americas Government Bonds Performance Index in USD 238.19 USD 28/02/2019
Asia-Pacific Government Bonds Performance Index in USD 138.89 USD 28/02/2019
Eurozone Government Bonds Performance Index in EUR 245.62 28/02/2019
Global Government Bonds Performance Index in EUR 189.02 28/02/2019
Global Government Bonds Performance Index in USD 214.03 28/02/2019
US Government Bonds Performance Index 233.57 28/02/2019
US Government Bonds Performance Index 1-3 years 170.4 28/02/2019
US Government Bonds Performance Index 10-30 years 357.7 28/02/2019
US Government Bonds Performance Index 3-5 years 217.66 28/02/2019
US Government Bonds Performance Index 5-7 years 255.51 28/02/2019
US Government Bonds Performance Index 7-10 years 277.5 28/02/2019
Americas Government Bonds Price Index in USD 117.88 USD 28/02/2019
Asia-Pacific Government Bonds Price Index in USD 102.29 USD 28/02/2019
Eurozone Government Bonds Price Index in EUR 114.79 28/02/2019
Global Government Bonds Price Index in EUR 103.88 28/02/2019
Global Government Bonds Price Index in USD 117.65 28/02/2019
US Government Bonds Price Index 116.16 28/02/2019
US Government Bonds Price Index 1-3 years 95.59 28/02/2019
US Government Bonds Price Index 10-30 years 145 28/02/2019
US Government Bonds Price Index 3-5 years 112.7 28/02/2019
US Government Bonds Price Index 5-7 years 123.82 28/02/2019
US Government Bonds Price Index 7-10 years 132.38 28/02/2019
Americas Government Bonds in USD Duration 6.31 days 28/02/2019
Asia-Pacific Government Bonds in USD Duration 8.92 days 28/02/2019
Eurozone Government Bonds in EUR Duration 7.92 years 28/02/2019
Global Government Bonds in EUR Duration 7.86 years 28/02/2019
Global Government Bonds in USD Duration 7.86 years 28/02/2019
US Government Bonds Duration 6.26 28/02/2019
US Government Bonds Duration 1-3 years 1.82 28/02/2019
US Government Bonds Duration 10-30 years 16.46 28/02/2019
US Government Bonds Duration 3-5 years 3.72 28/02/2019
US Government Bonds Duration 5-7 years 5.46 28/02/2019
US Government Bonds Duration 7-10 years 7.5 28/02/2019
Americas Government Bonds in USD YTM 2.82 % 28/02/2019
Asia-Pacific Government Bonds in USD YTM 0.25 % 28/02/2019
Eurozone Government Bonds in EUR YTM 1.13 % 28/02/2019
Global Government Bonds in EUR YTM 1.42 % 28/02/2019
Global Government Bonds in USD YTM 1.42 % 28/02/2019
US Government Bonds YTM 2.84 % 28/02/2019
US Government Bonds YTM 1-3 years 2.55 % 28/02/2019
US Government Bonds YTM 10-30 years 3.05 % 28/02/2019
US Government Bonds YTM 3-5 years 2.54 % 28/02/2019
US Government Bonds YTM 5-7 years 2.6 % 28/02/2019
US Government Bonds YTM 7-10 years 2.69 % 28/02/2019
EuroMTS Eurozone Government Broad All Maturities 209.82 07/10/2022
EuroMTS Global Index 206.45 07/10/2022
EuroMTS Highest Rated Government Bond 1-3Y 154.67 07/10/2022
EuroMTS Highest Rated Macro-Weighted Government 1-3 156.45 01/12/2023
EuroMTS Highest Rated Macro-Weighted Government 3-5 183.01 01/12/2023
EuroMTS Highest Rated Macro-Weighted Government 5-7 209.59 01/12/2023
EuroMTS Lowest-Rated Eurozone IG Government Bond 227.67 01/12/2023
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