MTS launches new inflation-linked indices

MTS launches new inflation-linked indices

MTS today announces the launch of the EuroMTS Inflation-Linked (IL) Investment Grade Index and the MTS Italy BTPi – ex Bank of Italy Index. 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.

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.

Both new indices have been designed using the same principles of transparency, tradability and independence which characterise the EuroMTS Index range and are ideal tools for the creation of instruments such as Exchange Traded Funds (ETFs).

Jack Jeffery, Chief Executive of MTS, 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.”

The EuroMTS Inflation-Linked Investment Grade Index and the MTS Italy BTPi – ex Bank of Italy Index are calculated and published in real-time from 9:00 to 17:30 CET, with daily fixings at 11:00 CET and 17:30 CET.

The index real-time value, index daily fixings, the composition and historic database are all available for free on the EuroMTS Index website (, as well as via major data vendors.


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Notes to Editors: 

About EuroMTS Indices: 

The EuroMTS Index family is the first range of independent, transparent, real-time and tradable eurozone fixed-income indices designed for the international investment community. Currently, the EuroMTS Indices family consists of the EuroMTS Global Index and its maturity bands, the EuroMTS Inflation-Linked Indices range, composed of eurozone sovereign inflation-linked bonds, the EuroMTS Government Broad Index and its country sub-indices, the MTS Slovenia Index, the EuroMTS Government Bills Index, the EuroMTS AAA Government Index, the EuroMTS ex-AAA Government Index, the Short EuroMTS Government Broad Indices, the Short ex-AAA Government Index, the EuroMTS Covered Bond Indices and the EuroMTS Deposit Indices (which include the EuroMTS Eonia Indices and the EuroMTS FedFunds Indices). MTS Italy and ex-Bank of Italy Indices are also part of MTS Index Family since early 2011. 

The EuroMTS bond indices are calculated and disseminated in real-time between 9:00CET and 1730CET, using bid prices of the underlying bonds trading on the MTS market. MTS is the leading market in Europe for the trading of fixed-income securities. The indices are produced and published by EuroMTS and are commercialised by MTSNext. They are available on, and through a number of market data vendors such as Reuters (euromtsindex <go>) and Bloomberg (EMTI <GO>). EuroMTS Indices are currently tracked by 29 ETFs and benchmarked by more than four hundred billion Euros in managed funds.

More information is available on

About MTS: 
MTS is Europe’s premier facilitator for the electronic fixed income trading market, with over 500 unique counterparties and average daily volumes exceeding EUR 90 billion. MTS customers benefit from its relationship with Europe’s leading diversified exchange business, the London Stock Exchange Group, which operates the largest and most liquid equity marketplace in Europe. 

MTS markets provide the professional trading environment for the interdealer marketplace, enabling primary dealers from across the globe to access unparalleled liquidity, transparency and coverage. 
MTS further facilitates the dealer-to-client bond market through BondVision, the most trusted and efficient electronic bond trading market, delivering exceptional access for institutional investors direct to the market makers.  
MTS Data is sourced directly and exclusively from the MTS interdealer market and includes benchmark real-time data, reference data, reference prices, time series data and snap- shot data, providing the benchmark data source on the fixed income market.