Yields on the BMA-PGBI decreased by 4 bps and its value increased by 0.01% to close at 100.2024. The short tenors increased by 1 basis point, while the medium tenors increased 2 basis points in the 4 -5 years segment, decreased by 1 basis point in the 5 -6 year segment, and remained stable for all other segments.
The long tenors experienced increases of 1 - 2 basis points with the exception of the 9 - 10 year segment, which experienced a decline of 1 basis point. The decrease in yields resulted in an increase in the value of the BMA-PGBI.
====================================================================
Index Statistics 24-Nov-05 23-Nov-05 Change
====================================================================
BMA-PGBI (Index Value) 100.2024 100.1896 0.0128 (0.01%)
Principal Return (Index Value) 84.2328 84.2412 -0.0084 (-0.01%)
Interest Return % 18.96% 18.93% 0.0003 (0.14%)
Average Coupon % 10.5775 10.5777 -0.0002 (0.00%)
Average Maturity % 5.9086 5.9114 -0.0028 (-0.05%)
Average Yield % 9.1311 9.1276 0.0035 (0.04%)
Average Duration Value 4.1416 4.1439 -0.0023 (-0.06%)
Average Convexity Value 27.3508 27.3647 -0.0139 (-0.05%)
====================================================================
Comments
Comments are closed.