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Impact Investing

IPE special report May 2018

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Index-linked index

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Fixed income market operators MTSNext has introduced the EuroMTS Inflation Linked government bond index, which uses real-time tradable prices. The index is to be calculated and published twice daily at 11.00 and 16.00, with a real-time index to be introduced this month.
The purpose of the index is to represent the Euro-zone inflation-linked bond market, in a way that is “homogenous with existing EuroMTS Index family”. Incorporated in the index are those Euro-zone issues quoted on the MTS platform. Issues must have E2bn in outstanding size and at least one year to maturity.
The index embraces all inflation linked securities trading on the EuroMTS Linkers Market, which includes one Greek, two Italian and six French linked bonds.
A number of European institutions including ABN AMRO, Banca IMI, BNP Paribas, CDC IXIS, Goldman Sachs, HSBC CCF and SocGen are to launch index products based on the index shortly.
The index was designed in association with the French bond market association, CNO.

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