5. MTS Reference Prices

Related links

MTS Data Factsheet
MTS Real-Time Data Factsheet
MTS Historical Data Factsheet
MTS Reference Prices Factsheet
MTS Live Brochure
MTS Co-location Overview
Market Rules
Trading and Settlement Calendars
Regulatory Structure

Benchmark pricing data for bonds traded on MTS Cash

MTS Reference Prices are the official open and close prices calculated each day exclusively from MTS Cash, the leading interdealer fixed income market in Europe.

Benefits:

  • Benchmark prices of the highest quality, derived from fully firm prices and trades executed in the interdealer market
  • Effective management of risk and portfolios
  • Enhanced strategic trading decisions through access to best data available
  • Maximised analytical capabilities

 Delivery methods:

  • Directly through MTS via FTP or HTTPS
  • Via data vendors 

Features:

  • Official open and close benchmark prices calculated by MTS based on pricing and trading data from the MTS Cash platform
  • Covers all European government bonds and bills traded on MTS
  • Calculated at 11:02 CET as an open fixing and at 16:02 CET as a close fixing
  • Calculated using actual traded and executable prices from the MTS platform
  • Free trial available on request