The BMA-PGBI witnessed a slight decline and its value increased by 0.03% to close at 98.0602. The 8 to 20 years segment of the yield curve witnessed buying interest and its yield decreased by approximately 2 basis points.
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Index Statistics 10-Aug-05 9-Aug-05 Change
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BMA-PGBI (Index Value) 98.0602 98.0332 0.0270 (0.03%)
Principal Return (Index Value) 84.2152 84.2075 0.0077 (0.01%)
Interest Return % 16.44% 16.42% 0.0002 (0.13%)
Average Coupon % 10.4773 10.4775 -0.0002 (0.00%)
Average Maturity % 6.0110 6.0131 -0.0021 (-0.04%)
Average Yield % 9.1428 9.1436 -0.0008 (-0.01%)
Average Duration Value 4.1620 4.1641 -0.0021 (-0.05%)
Average Convexity Value 28.4355 28.4268 0.0087 (0.03%)
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