Source:RBA, Delta Research & Advisory As the title of this post suggests, no real significant movement over the past month or since the RBA dropped its cash rate down by 25bps. The yield curve has improved marginally but overall its still within its trading range that was more or less set between May and June …
Monthly Archive: December 2012
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Dec 08
Some Bond Return Distribution Stats
Source: Mornngstar Direct, Delta Research & Advisory The above chart shows distributions of excess monthly returns over the UBS Bank Bill index from July 2000 to November 2012 for four different indexes that more or less represent the different strategies a bond portfolio can accept… Citi AusBiig 1-3 Yr index … representing short duration Citi …
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