December 27, 2024 13:46 GMT
MONTH-END EXTENSIONS: No Meaningful Change In CAD FI Indices
MONTH-END EXTENSIONS
Ahead of month-end CIBC write “the modified duration will remain basically unchanged (-0.006yrs) across the FTSE Canada Universe Bond Index, short, mid, and long segments on January 2 with no bonds rolling out or moving down the maturity bucket on that day. No coupon payments are scheduled to be paid out on that day either.”
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