FTSE MTS Indexes are a set of benchmarks for European sovereign bond market. The indexes are calculated and distributed by FTSE TMX, or its agent, using pricing data from the MTS platform. All quotes made on the consolidated inter-dealer platform are live and tradable to member dealers. Additionally, market data from the order book is widely distributed via data vendors. The FTSE MTS Italy Bond Indexes are designed to be a measure of the Italian Government Bond market. They are transparent indexes, and are designed to be replicable with individual security holdings and prices disclosed electronically each day.
Key Features and Coverage on RIMES
For this data source, RIMES hosts approximately 1200 bonds and 165 indexes, including FTSE MTS Italy Indexes and FTSE MTS EX-Bank of Italy Indexes. Some of the data items available include:
- Bond Items – Accrued Interest, Clean Price, Convexity, Coupon, Coupon Frequency, Currency Code, Database Source and Symbol Code, Date of Portfolio, Dirty Price, Index Description, Index Symbol (Source), Inflation Linked Ratio, Maturity Date, Modified Duration, Notional Outstanding in Local Currency, Paid Cash, Rating, Yield to Maturity / Years to Maturity, etc.
- Index Items – Average Convexity, Average Coupon, Average Modified Duration, Average Years to Maturity, Average Yield, Average Yield to Maturity, Daily Price Return, Market Capitalization, Month to Date Price Return, Notional Outstanding in Euros, Number of Constituents, Portfolio ID, Price Index, Price Type, Quotation Level, Total Return, Year to Date Price, Year to Date Total Return, etc.