Commentary: Yields on the BMA-PGBI decreased by 2 pps and its value increased by 0.02% to close at 98.2099. The fixed income securities market remained stable throughout the day, however the BMA-PGBI increased on account of interest rate return.
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Index Statistics 17-Aug-05 16-Aug-05 Change
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BMA-PGBI (Index Value) 98.2099 98.1893 0.0206 (0.02%)
Principal Return (Index Value) 84.2258 84.2250 0.0007 (0.00%)
Interest Return % 16.60% 16.58% 0.0002 (0.14%)
Average Coupon % 10.4774 10.4775 -0.0001 (0.00%)
Average Maturity % 5.9922 5.9950 -0.0028 (-0.05%)
Average Yield % 9.1388 9.1406 -0.0018 (-0.02%)
Average Duration Value 4.1606 4.1633 -0.0026 (-0.06%)
Average Convexity Value 28.2212 28.2214 -0.0002 (0.00%)
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