INDEX SERIES FTSE PUBLICATIONS

FTSE MTS Indices

About FTSE TMX Global Debt Capital Markets

FTSE TMX Global Debt Capital Markets is a leading global provider of fixed income indices. Formed in 2013, FTSE TMX Global Debt Capital Markets is a joint venture that combines the fixed income index businesses of FTSE Group, TMX and MTS.

This rapidly expanding business offers both global indices and analytical systems, and provides the flagship domestic benchmarks for a growing number of regions including Canada, UK and Eurozone.

Through partnering with local industry leaders, FTSE TMX Global Debt Capital Markets is also extending its offerings for China, Australia and Latin America. Key index series include the FTSE Global Bond Index Series, FTSE TMX Canadian Series, FTSE Actuaries UK Gilts Index Series, FTSE BOCHK Offshore RMB Bond Index Series, FTSE PiP Index Series and the FTSE MTS Index Series.

For more information please visit www.ftse.com/products/FTSETMX

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FTSE MTS Indices: The benchmark for European fixed income

The FTSE MTS Indices track the performance of the largest and most widely traded government issued securities in European bonds.

The indices serve as the reference for numerous financial instruments such as exchange traded funds (ETFs), structured products, bond funds and index certificates.

The indices are calculated using real time executable bond prices from over 500 unique counterparties on the MTS electronic trading system, providing high levels of transparency and replicability.

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IndependentFTSE MTS indices are the first independent total return indices measuring the performance of the largest securities in the euro bond market.

TransparentThe availability of executable bond prices offers a level of transparency and replicability that is unique in the bond markets.

TradableAccurate  and stable methodology and real market prices facilitate the creation of tradable instruments tracking the FTSE MTS Indices.

Market PricingUnderlying constituents of FTSE MTS Indices rely exclusively on market prices, eschewing single source, modelled, derived or differential prices.

InnovativeUnderstanding the needs of market participants, deliver the right index solutions and being committed to setting new standards in innovation.

Strong GovernanceIndependent committees oversee our indices to ensure that they meet market needs.

FTSE MTS Indices

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FTSE MTS Difference

Transparency Independence TradabilityReliability

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FTSE MTS Index Series: Indices measuring the performance of the Eurozone government debt market

via a selection of representative bonds and based on the well-established algorithm originally designed by the CNO.

FTSE MTS Government Broad Indices: Indices representing the performance of the Eurozone government bond markets.

FTSE MTS Government Indices: Country  indices measuring the performance of the local government bond market. 

FTSE MTS Investment Grade Index Series: Indices for European Government issues with more than two investment grade

ratings.

FTSE Short MTS Broad Index Series: Indices representing fully collateralised short portfolios of European government

bonds.

FTSE MTS Inflation-Linked Index Series: Indices that represent inflation-linked European government debt securities.

Indices Offered

FTSE MTS Indices

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FTSE MTS Highest Rated Index Series: Indices for the Eurozone government debt issues with the highest notes  from the

major rating agencies.

FTSE MTS Lowest Rated Index Series: Indices for the lowest Investment Grade Eurozone government debt issues.

FTSE MTS Macro-Weighted Indices: Indices for Eurozone government bonds using alternative weighting method based

on macro economic indicators.

FTSE MTS Target Maturity Index Series: Indices for Eurozone government bonds which target a specific maturity.

FTSE MTS Covered Bond Index Series: UK, German, Italian, Spanish, French and Irish covered bond indices.

FTSE MTS Deposit Index Series: Indices that represent the rolling deposit in the overnight interbank market.

Includes the EuroMTS Eonia Total Return Index and EuroMTS FedFunds Index.

FTSE MTS Italy Indices & FTSE MTS Italy ex-Bank of Italy: Indices that are composed exclusively of Italian government debt securities.

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EMTX 15-25 years

EMTX

1-3

yea

rs

EMTX

3-5

yea

rs

EMTX

5-7

yea

rs

EMTX

7-1

0 ye

ars

EMTX

10-

15 y

ears

EMTX

15+

yea

rs

Eurozone Government Bond Index All Maturity

EMTX 25+ years

Eurozone Inflation Linked Aggregate Government Bond Index

HICP – Harmonised Index of Consumer Prices (ex. Tobacco)CPI – Consumer Price Index (ex. Tobacco)FRCPI – French Consumer Price Index (ex. Tobacco)

EMTX

i Agg

rega

gte

1–10

yea

rs

EMTX

i Agg

rega

gte

10+

year

s

EMTXiF France AggFRCPI+HICP

EMTXi France FranceFRCPI

EMTXiI Italy HICPEMTXi HICP

All maturity

EMTXi HICP10+ years

EMTXi HICP1-10 years

FTSE MTS Indices

FTSE MTS Euro Government Bond Index

FTSE MTS Inflation-Linked Bond Index

FTSE MTS Index Series Family Trees

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Covered Bonds Aggregate Index All Maturity

EMTX

c Ag

greg

ate

(5-7

yea

rs)

EMTX

c Ag

greg

ate

(7-1

0 ye

ars)

EMTX

c Ag

greg

ate

(3–5

yea

rs)

EMTX

c Ge

rman

y (3

-5 y

ears

)

EMTX

c Ge

rman

y(5

-7 y

ears

)

EMTX

c H

ypo

(all-

mat

urity

)

EMTX

c Ge

rman

y(a

ll-m

atur

ity)

EM

TXc

Oef

fent

liche

(all-

mat

urity

)

EMTX

c Fr

ance

(all-

mat

urtit

y)

EMTX

c U

K(a

ll-m

atur

tity)

EMTX

c Ire

land

(all-

mat

urtit

y)

EMTX

c Sp

ain

(all-

mat

urity

)EM

TXc

Spai

n(7

-10

year

s)

Deposit Indices

EMTX Fed Funds Investable

EMTX Eonia Investable

EMTX Eonia EMTX Fed Funds

FTSE MTS Covered Bond Indices

FTSE MTS Deposit Index

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FTSE MTS Indices

FTSE MTS Italy Aggregate – Ex-Bank of ItalyAll BOTs, BTPs, CTZs & CCTs listed on the MTS platform

FTSE MTS ItalyCCT – Ex-Bank

of Italy All CCTs listed on MTS

FTSE MTS ItalyBTPi – Ex-Bank

of Italy All BTPi listed on MTS

FTSE MTS Italy Composite – Ex-Bank of ItalyAll BOTs, BTPs & CTZs listed on MTS

FTSE MTS ItalyBTP – Ex-Bank

of Italy All BTPs listed on MTS

FTSE MTS ItalyBOT – Ex-Bank

of Italy All BOTs listed on MTS

FTSE MTS ItalyCTZ – Ex-Bank

of Italy All CTZs listed on MTS

FTSE MTS Italy General – Fixed CouponBTPs with a minimum of 3 months to maturity

FTSE MTS Italy ShortTerm Fixed CouponBTPs with a minimum of

3 months and a maximum of2 years to maturity

FTSE MTSMonetary Rate

BOTs with a maximum of3 months to maturity

FTSE MTS Italy MediumTerm Fixed CouponBTPs with a minimum of

2 years and a maximum of5 years to maturity

FTSE MTS ItalyVariable Rate

CCTs with a minimum of3 months to maturity

FTSE MTS Italy Long Term Fixed CouponBTPs with a minimum of

5 years to maturity

FTSE MTS Italy STIRBOTs, BTPs, CTZs with a

minimum of 3 months and amaximum of 2 years to maturity

FTSE MTS Italy ex-Bank of Italy Indices

FTSE MTS Italy Indices

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In accordance with index rules and methodology

Over 500 unique counterparties on the MTS electronic trading

system

The indices are calculated using real time

bond prices

Transparency &Replicability

Transparency &Replicability

Prices represent the optimal price discovery in the European fixed

income market

Average daily volumes exceeding EUR 100 billion

Prices are generated by more than 500 unique

counterparties throughout Europe

Prices

New bonds entering the indices are calculated

using offer prices

The indices are calculated using bid prices

Published with open and close fixings

Calculated with 30 second updates

Real-time & Tradable

Available via market vendors

Real time bond prices and index data from the

MTS platform

Calculation & Reporting

Summary

The FTSE MTS Indices track the performance of the largest and most widely traded European Government Bonds.

Disclaimer

© FTSE TMX Global Debt Capital Markets Limited 2015. “FTSE®” is a trade mark of the London Stock Exchange Group companies (“LSEG”) and is used under licence. “TMX” is a trade mark of TSX Inc. and is used under licence. “MTS®” is a trade mark of LSEG and is used under licence. 

All information is provided for information purposes only. Every effort is made to ensure that all information given in this publication is accurate, but no responsibility or liability can be accepted by FTSE or its licensors for any errors or for any loss from use of this publication. Neither FTSE nor any of its licensors makes any claim, prediction, warranty or representation whatsoever, expressly or impliedly, either as to the results to be obtained from the use of the name of the Index set out above or the fitness or suitability of the Index for any particular purpose to which it might be put.

Neither FTSE nor its licensors provide investment advice and nothing in this communication should be taken as constituting financial or investment advice. FTSE and its licensors make no representation regarding the advisability of investing in any asset. A decision to invest in any such asset should not be made in reliance on any information herein. Indices cannot be invested in directly. Inclusion of an asset in an index is not a recommendation to buy, sell or hold that asset.

No part of this information may be reproduced, stored in a retrieval system or transmitted in any form or by any means, electronic, mechanical, photocopying, recording or otherwise, without prior written permission of FTSE. Distribution of FTSE data and the use of FTSE Indices to create financial products requires a licence with FTSE and/or its licensors. FTSE does not accept any liability to any person for any loss or damage arising out of any error or omission in the ICB.