FTSE Eurozone Bond Index Series

The FTSE Eurozone Bond Index Series (formerly FTSE MTS Indexes) is a set of benchmarks for the European sovereign bond market. Independent total return indices measure the performance of the largest and most widely traded securities in the euro bond market. The pricing data underlying the FTSE Eurozone Bond Index Series, is drawn from the LSEG Evaluated Pricing Service (REPS).

In January 2003 EuroMTS Ltd acquired the intellectual property rights to the well-established CNO Etrix indices. The CNO indices were developed by the Comité de Normalisation Obligataire (French Bond Association) in 1989 to include French Sovereign debt and were subsequently evolved to include Eurozone government bonds from 1 January 1999.

The index range has been expanded to include other bond asset classes traded on the euro bond market, leveraging FTSE Russell’s robust governance framework and core principles of tradability and transparency.

On 31 March 2022, the FTSE MTS Bond Index Series was renamed the FTSE Eurozone Bond Index Series.

From 10 October 2022, The REPS prices replaced the MTS Platform prices.

The FTSE Eurozone Bond Index Series is calculated on every day that is a TARGET business day. The following will be considered holidays and index values will not be published:

2024

• 1st January
• 29th March
• 1st April
• 1st May
• 25th December
• 26th December