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What is the EuroMTS Inflation linked index?

April 26, 2017euromts index inflation linked

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What is the EuroMTS Inflation linked index?

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The EuroMTS Inflation linked Index has been designed to accurately measure the performance of the Euro zone government bond inflation linked market. The Inflation linked EuroMTS Index tracks the total return of the Eurozone debt securities market covering all maturities over one year. Its construction, methodology and philosophy ensure optimal homogeneity, independence, transparency, and representation. These four design principles enhance the value of the index to bond portfolio managers. The EuroMTS Inflation linked Index is calculated using real-time bond prices from over 250 market participants on the inter-dealer MTS electronic trading system. Consequently the index provides investors, banks and analysts with a performant tool and an optimal transparency. EuroMTS has acquired the intellectual property rights of the government bond indices developed by the French Bond Association (known as CNO, Comité de Normalisation Obligataire).