MTS CurveGlobal Basis
The MTS CurveGlobal Basis table below displays snapshot data of gross basis values calculated using bond prices sourced from the MTS Cash platform and Future prices sourced from the CurveGlobal Markets platform, both operated by the London Stock Exchange Group.
Schatz
Bobl
Bund
CurveGlobal Bobl Future Mar20
Mid-Price
135.135
| Bond ISIN | Bond Description | Conversion Factor | MTS BV Mid | Gross Basis |
|---|---|---|---|---|
| DE0001102374 | DBR 0.500 15/02/25 | 0.770933 | 106.206 | 2.026 |
| DE0001102382 | DBR 1.000 15/08/25 | 0.773842 | 109.572 | 4.999 |
| DE0001141802 | OBL 0 18/10/24 #180 | 0.764587 | 103.429 | 0.107 |
CurveGlobal Bund Future Mar20
Mid-Price
175.7375
| Bond ISIN | Bond Description | Conversion Factor | MTS BV Mid | Gross Basis |
|---|---|---|---|---|
| DE0001102465 | DBR 0.250 15/02/29 | 0.61107 | 107.651 | 0.263 |
| DE0001102473 | DBR 0 15/08/29 | 0.577195 | 105.362 | 3.927 |
| DE0001102499 | DBR 0 15/02/30 | 0.560532 | 105.361 | 6.855 |
CurveGlobal Schatz Future Mar20
Mid-Price
112.14125
| Bond ISIN | Bond Description | Conversion Factor | MTS BV Mid | Gross Basis |
|---|---|---|---|---|
| DE0001104784 | BKO 0 10/12/21 | 0.902984 | 101.297 | 0.035 |
| DE0001104792 | BKO 0 11/03/22 | 0.889855 | 101.468 | 1.679 |
| DE0001135465 | DBR 2.000 04/01/22 | 0.932846 | 105.134 | 0.523 |
| DE0001141752 | OBL 0 08/04/22 #175 | 0.885897 | 101.542 | 2.196 |
Time snapshot: 26/02/2020 - 05:30 pm CET
Gross basis values, and any other data, published on this webpage are made available free of charge to viewers exclusively
for information purposes. MTS CurveGlobal Basis data, and any other data published on this webpage, cannot be redistributed,
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MTS CurveGlobal Gross Basis data, or any other data published on this webpage, without MTS express written consent.
The data above are made available without responsibility on the part of MTS. MTS does not guarantee the accuracy, timeliness,
completeness, performance or fitness for a particular purpose of the above data or of any of the information.
No responsibility is accepted by or on behalf of MTS for any errors, omissions, or inaccurate data or information on this page and on its website.
