Four consecutive days of yield decline have resulted in an increase of 0.67% in the BMA-PGBI. Today the BMA-PGBI yield was down by approximately one bps translating to an insignificant increase of 0.06% in the BMA-PGBI to close at 94.4218. No major activity was observed in the bond market today, consequently, the BMA-PGBI did not witness a major change.
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Index Statistics 27-May-05 26-May-05 Change
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BMA-PGBI (Index Value) 94.4218 94.3647 0.0571 (0.06%)
Principal Return (Index Value) 81.8872 81.8457 0.0415 (0.05%)
Interest Return % 15.31% 15.30% 0.0001 (0.07%)
Average Coupon % 10.4730 10.4729 0.0002 (0.00%)
Average Maturity % 6.1118 6.1140 -0.0023 (-0.04%)
Average Yield % 9.6745 9.6865 -0.0120 (-0.12%)
Average Duration Value 4.1786 4.1802 -0.0016 (-0.04%)
Average Convexity Value 28.1689 28.1567 0.0122 (0.04%)
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