Home »Stocks and Bonds » Pakistan » BMA-PGBI Closing Bell

Yields on the BMA-PGBI increased by 1.2 pps and its value increased by 0.02% to close at 99.3073. The yield to maturities for the short tenors increased by 1 basis point, while the medium tenors remained stable. The long tenors saw a 3 basis points increase in yields, but only amongst the 10-15 year segment. This increase in yields was more than negated by the interest rate return, which thus led to the increase in value of the BMA-PGBI.





====================================================================

Index Statistics 26-Oct-05 25-Oct-05 Change

====================================================================

BMA-PGBI (Index Value) 99.3073 99.2919 0.0153 (0.02%)

Principal Return (Index Value) 83.8816 83.8869 -0.0053 (-0.01%)

Interest Return % 18.39% 18.36% 0.0003 (0.14%)

Average Coupon % 10.4543 10.4543 0.0001 (0.00%)

Average Maturity % 5.8537 5.8565 -0.0027 (-0.05%)

Average Yield % 9.2389 9.2377 0.0012 (0.01%)

Average Duration Value 4.0848 4.0875 -0.0027 (-0.07%)

Average Convexity Value 27.2618 27.2628 -0.0010 (0.00%)

====================================================================



Copyright Business Recorder, 2005


the author

Top
Close
Close