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 ISINBond DescriptionConversion FactorMTS BV MidGross Basis
DE0001102374DBR 0.500 15/02/250.770933106.2062.026
DE0001102382DBR 1.000 15/08/250.773842109.5724.999
DE0001141802OBL 0 18/10/24 #1800.764587103.4290.107
CurveGlobal Bund Future Mar20
Mid-Price
175.7375
Bond ISINBond DescriptionConversion FactorMTS BV MidGross Basis
DE0001102465DBR 0.250 15/02/290.61107107.6510.263
DE0001102473DBR 0 15/08/290.577195105.3623.927
DE0001102499DBR 0 15/02/300.560532105.3616.855
CurveGlobal Schatz Future Mar20
Mid-Price
112.14125
Bond ISINBond DescriptionConversion FactorMTS BV MidGross Basis
DE0001104784BKO 0 10/12/210.902984101.2970.035
DE0001104792BKO 0 11/03/220.889855101.4681.679
DE0001135465DBR 2.000 04/01/220.932846105.1340.523
DE0001141752OBL 0 08/04/22 #1750.885897101.5422.196
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, nor licensed or sublicensed, for or without consideration. Viewers cannot create derived data having as underlying the 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.