The BMA-PGBI posted a positive return today. The BMA-PGBI yield was down by approximately 8 bps and the BMA-PGBI was up by 0.30%. Nominal demand was observed in the bond market that kept the yield low, whereas the PKRV short term rates observed a downward trend (average 16 bps) on account of high liquidity.
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Index Statistics 31-May-05 30-May-05 Change
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BMA-PGBI (Index Value) 94.7943 94.5096 0.2847 (0.30%)
Principal Return (Index Value) 82.2151 81.9188 0.2963 (0.36%)
Interest Return % 15.30% 15.37% -0.0007 (-0.45%)
Average Coupon % 10.4724 10.4731 -0.0008 (-0.01%)
Average Maturity % 6.1031 6.1023 0.0007 (0.01%)
Average Yield % 9.5749 9.6536 -0.0787 (-0.81%)
Average Duration Value 4.1756 4.1704 0.0052 (0.12%)
Average Convexity Value 28.2476 28.1615 0.0861 (0.31%)
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