The new indices further enlarge MTS’s offering of benchmarks for portfolios composed of inflation-linked government bonds.
The EuroMTS IL Investment Grade Index is composed of MTS-listed bonds issued by Eurozone governments.
All constituent bonds are linked to either Eurozone or domestic inflation and all have at least two investment grade ratings from principal credit rating agencies, said MTS.
The MTS Italy BTPi ex-Bank of Italy Index is composed of every inflation-linked government bond issued by the Italian government which is listed on MTS.
This new index, with weekly rebalancing, adds to the existing MTS Italy ex-Bank of Italy index range, which was recently brought within the MTS Index family.
MTS chief executive Jack Jeffery said by creating these two new indices, MTS is bringing investors’ new tools to analyse the performance of portfolios composed of inflation-linked securities.
"The indices continue to enlarge the range of instruments we offer, and further highlight our commitment to facilitate bond market structure evolvements in Europe," Jeffery said.
