EMTXsg: [Short EuroMTS Broad Index]
The Short EuroMTS Broad Index is a family of indices measuring the total return of a collateralized short portfolio of eurozone government bonds.
This family is composed of an all-maturity index and six-maturity-based sub-indices and is associated to the EuroMTS Broad Index family, meaning that the bonds used for each Short index are identical to those underlying its associated Broad Index.
The Short EMTX indices, calculated in terms of their associated EuroMTS Broad Indices are characterized by the principles of transparency, tradability and independence of the EuroMTS Index family, offering investors an ideal reference for portfolio with negative duration.
EMTXsg is calculated in real time from 09:00 to 17:30 CET with two Daily Fixings (11:00/17:30 CET).
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