MTS CurveGlobal Basis
CurveGlobal Bobl Future Jun20
Mid-Price
135.1525
Bond ISIN | Bond Description | Conversion Factor | MTS BV Mid | Gross Basis |
|---|---|---|---|---|
| DE0001102374 | DBR 0.500 15/02/25 | 0.781056 | 105.466 | -0.096 |
| DE0001102382 | DBR 1.000 15/08/25 | 0.78283 | 108.646 | 2.845 |
| DE0001141810 | OBL 0 11/04/25 #181 | 0.75445 | 103.093 | 1.127 |
CurveGlobal Bund Future Jun20
Mid-Price
172.4525
Bond ISIN | Bond Description | Conversion Factor | MTS BV Mid | Gross Basis |
|---|---|---|---|---|
| DE0001102465 | DBR 0.250 15/02/29 | 0.61946 | 106.668 | -0.159 |
| DE0001102473 | DBR 0 15/08/29 | 0.585712 | 104.411 | 3.404 |
| DE0001102499 | DBR 0 15/02/30 | 0.568803 | 104.329 | 6.238 |
CurveGlobal Schatz Future Jun20
Mid-Price
112.05375
Bond ISIN | Bond Description | Conversion Factor | MTS BV Mid | Gross Basis |
|---|---|---|---|---|
| DE0001104792 | BKO 0 11/03/22 | 0.90302 | 101.152 | -0.035 |
| DE0001104800 | BKO 0 10/06/22 | 0.889996 | 101.319 | 1.592 |
| DE0001135473 | DBR 1.750 04/07/22 | 0.919645 | 105.019 | 1.969 |
| DE0001135499 | DBR 1.500 04/09/22 | 0.908342 | 104.89 | 3.107 |
| DE0001141752 | OBL 0 08/04/22 #175 | 0.898993 | 101.162 | 0.426 |
Time snapshot: 29/05/2020 - 05:15 pm CET
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