BME Renta Variable - Fixed Income Indices Session Prices

The daily RODE indices are designed to reflect an average for rates and prices as weighted by the nominal volume of the transactions carried out over the past month. For these purposes, the past month is considered to be the previous 30 calendar days.

The monthly RODE indices are defined as an average for rates and prices as weighted by the nominal volume of the transactions received in the previous semester. The first session of each month is calculated using the data from the previous six months.

For more information on these indices, please consult the Technical Regulations

Daily RODE Indices

Index	ISIN	RODE Index	Price	IRR	Date
TM06M	ES0S00001396	RODE Index <6M (M)	100.050	0.087	19/08/2022
TM12M	ES0S00001404	RODE Index 6-12 M (M)	99.601	0.607	19/08/2022
TM02A	ES0S00001412	RODE Index 1-2 Y (M)	101.937	0.738	19/08/2022
TM04A	ES0S00001420	RODE Index 2-4 Y (M)	103.886	0.885	19/08/2022
TM06A	ES0S00001438	RODE Index 2-6 Y (M)	100.018	1.155	19/08/2022
TM08A	ES0S00001446	RODE Index 4-8 Y (M)	98.385	1.445	19/08/2022
TM12A	ES0S00001453	RODE Index 8-12 Y (M)	97.600	2.020	19/08/2022
TM20A	ES0S00001461	RODE Index 12-20 Y (M)	92.679	2.414	19/08/2022
TM21A	ES0S00001479	RODE Index >20 Y (M)	86.945	2.712	19/08/2022

Monthly RODE Indices

Index	ISIN	RODE Index	Price	IRR	Date
TS06M	ES0S00001487	RODE Index <6M (S)	100.100	-0.386	01/08/2022
TS12M	ES0S00001495	RODE Index 6-12 M (S)	100.439	-0.017	01/08/2022
TS02A	ES0S00001503	RODE Index 1-2 Y (S)	102.461	0.262	01/08/2022
TS04A	ES0S00001511	RODE Index 2-4 Y (S)	100.840	0.640	01/08/2022
TS06A	ES0S00001529	RODE Index 2-6 Y (S)	99.729	0.916	01/08/2022
TS08A	ES0S00001537	RODE Index 4-8 Y (S)	100.000	1.226	01/08/2022
TS12A	ES0S00001545	RODE Index 8-12 Y (S)	94.756	1.706	01/08/2022
TS20A	ES0S00001552	RODE Index 12-20 Y (S)	97.056	2.158	01/08/2022
TS21A	ES0S00001560	RODE Index >20 Y (S)	93.381	2.372	01/08/2022

To obtain historical information or information in other formats, please contact BME Market Data at marketdata@grupobme.es or visit the website www.bmemarketdata.es.

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