We now carry MTS’s indices for Euro Area fixed income in the core database. This includes indices for bills, nominal and inflation linked bonds for sovereigns as well as covered bonds. The available metrics are total return as well as yield, convexity, coupon and duration measures.
The data is available under: Economics – by country major > Euro Area > Interest & Exchange Rates > Fixed Income Indices
For more information go to the MTS website: http://www.mtsindices.com/