Yields on the BMA-PGBI decreased by 1 bps and its value increased by 0.05% to close at 98.2529. The yield to maturities decreased across the length of the yield curve by approximately 1 basis points, and this coupled with interest rate return, resulted in the increase in value.
====================================================================
Index Statistics 5-Sept-05 4-Sept-05 Change
====================================================================
BMA-PGBI (Index Value) 98.2529 98.2029 0.0500 (0.05%)
Principal Return (Index Value) 83.8476 83.8139 0.0337 (0.04%)
Interest Return % 17.18% 17.17% 0.0001 (0.07%)
Average Coupon % 10.4759 10.4761 -0.0002 (0.00%)
Average Maturity % 5.9360 5.9386 -0.0026 (-0.04%)
Average Yield % 9.2218 9.2320 -0.0103 (-0.11%)
Average Duration Value 4.1246 4.1265 -0.0019 (-0.05%)
Average Convexity Value 27.7942 27.7870 0.0072 (0.03%)
====================================================================
Comments
Comments are closed.