NSE Government Securities Index
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Date Index Total Returns Index Principal Returns Index Avg. Coupon Avg. Residual Maturity Portfolio YTM Portfolio Duration Portfolio Modified Duration Portfolio Convexity
8/6/2008 ALL 250.790 112.060 8.245 9.263 9.937 4.990 4.754 49.849
8/6/2008 1-3 220.260 88.280 9.174 2.136 9.802 1.953 1.862 4.251
8/6/2008 3-8 251.530 101.690 8.525 5.824 9.692 4.479 4.272 24.831
8/6/2008 8+ 287.860 119.360 7.913 15.815 9.982 7.909 7.533 96.211
8/6/2008 TB 245.410 245.410 0.000 0.289 9.415 0.283 0.270 0.147
8/6/2008 GB 251.610 101.980 8.245 10.109 9.940 5.456 5.198 54.766
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