MTS CurveGlobal Basis
CurveGlobal Bobl Future Dec20
Mid-Price
135.3025
Bond ISIN | Bond Description | Conversion Factor | MTS BV Mid | Gross Basis |
|---|---|---|---|---|
| DE0001102382 | DBR 1.000 15/08/25 | 0.801059 | 108.619 | 0.234 |
| DE0001102390 | DBR 0.500 15/02/26 | 0.76103 | 106.709 | 3.74 |
| DE0001141828 | OBL 0 10/10/25 #182 | 0.754571 | 103.649 | 1.554 |
CurveGlobal Bund Future Dec20
Mid-Price
174.6625
Bond ISIN | Bond Description | Conversion Factor | MTS BV Mid | Gross Basis |
|---|---|---|---|---|
| DE0001102473 | DBR 0 15/08/29 | 0.603058 | 105.277 | -0.055 |
| DE0001102499 | DBR 0 15/02/30 | 0.585618 | 105.25 | 2.964 |
| DE0001102507 | DBR 0 15/08/30 | 0.568922 | 105.184 | 5.815 |
CurveGlobal Schatz Future Dec20
Mid-Price
112.3475
Bond ISIN | Bond Description | Conversion Factor | MTS BV Mid | Gross Basis |
|---|---|---|---|---|
| DE0001102309 | DBR 1.500 15/02/23 | 0.910349 | 105.445 | 3.17 |
| DE0001104818 | BKO 0 16/09/22 | 0.902156 | 101.429 | 0.074 |
| DE0001141760 | OBL 0 07/10/22 #176 | 0.899136 | 101.491 | 0.475 |
Time snapshot: 21/09/2020 - 05:30 pm CET
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