The BMA-PGBI yield was down by 4 bps, and the BMA-PGBI value went up by 0.18% to close at 93.9481. Today, market witnessed general consensus on stability in fixed income rates, which resulted in across the curve downward movement in yield, moving value up from the previous day level.
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Index Statistics 23-May-05 22-May-05 Change
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BMA-PGBI (Index Value) 93.9481 93.7823 0.1659 (0.18%)
Principal Return (Index Value) 81.4479 81.2847 0.1632 (0.20%)
Interest Return % 15.35% 15.38% -0.0003 (-0.18%)
Average Coupon % 10.4757 10.4758 0.0000 (0.00%)
Average Maturity % 6.1169 6.1178 -0.0010 (-0.02%)
Average Yield % 9.7898 9.8320 -0.0422 (-0.43%)
Average Duration Value 4.1764 4.1747 0.0017 (0.04%)
Average Convexity Value 28.0467 28.0020 0.0447 (0.16%)
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