FTSE MTS Calculation Examples
Please see below for spreadsheet examples of how FTSE MTS product files can be used to calculate various FTSE MTS values. Please do not hesitate to contact us if you have any questions.
- Market Value Weighted Index - Index and Constituent Performance for the Market Value Weighted Indexes.
- Alternatively Weighted Index - Index and Constituent Performance for Alternatively Weighted Indexes.
- Index Macaulay Duration - To calculate the Index level Macaulay Duration.
- Proportion - The Proportion is a part of the calculation of alternatively weighted indices. It is used to determine the extent the market cap weight of each bond is adjusted.