The BMA-PGBI yield was down by 7 bps, and the BMA-PGBI value went up by 0.31% to close at 94.2376. Market witnessed across the curve demand in fixed income securities, continuously for second day, which resulted in across the curve downward movement in index yield.
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Index Statistics 24-May-05 23-May-05 Change
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BMA-PGBI (Index Value) 94.2376 93.9481 0.2894 (0.31%)
Principal Return (Index Value) 81.7481 81.4479 0.3002 (0.37%)
Interest Return % 15.28% 15.35% -0.0007 (-0.45%)
Average Coupon % 10.4726 10.4757 -0.0031 (-0.03%)
Average Maturity % 6.1184 6.1169 -0.0016 (0.03%)
Average Yield % 9.7165 9.7898 -0.0732 (-0.75%)
Average Duration Value 4.1830 4.1764 0.0066 (0.16%)
Average Convexity Value 28.1283 28.0467 0.0816 (0.29%)
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