Bond Yields continue to rise across the curve (average 17 bps) and BMA-PGBI yield went up by approximately 12 bps as a result of which BMA-PGBI went down by 36% to close at 93.0842. Discounting of Rs 9.1bn took place today, the market is remains tight and one week rates were up by 95 bps.
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Index Statistics 12-May-05 11-May-05 Change
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BMA-PGBI (Index Value) 93.0842 93.4195 -0.3353 (-0.36%)
Principal Return (Index Value) 80.7302 81.1285 -0.3983 (-0.49%)
Interest Return % 15.30% 15.15% 0.0015 (1.01%)
Average Coupon % 10.4771 10.4754 0.0017 (0.02%)
Average Maturity % 6.1403 6.1462 -0.0059 (-0.10%)
Average Yield % 9.9788 9.8600 0.1188 (1.20%)
Average Duration Value 4.1859 4.1977 -0.0119 (-0.28%)
Average Convexity Value 27.8880 27.9913 -0.1034 (-0.37%)
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