KEY RATE DURATION
It measures the security’s security when holding all other maturities constantly or how the portfolio’s value changes by 1% for a specified maturity. To compute the key rate duration:
Key Rate Duration = (P- - P+)/(2 * 0.01 * P0)
Where P- = Security price after a 1% decrease in yield P+ = Security price after a 1% increase in yield P0 = Original security price
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ECONOMIC CALENDAR
| Time | Country | Indices | Period |
|---|---|---|---|
| 02:01 | Rightmove House Prices | Mar | |
| 04:00 | Fixed Asset Investment | Feb | |
| 04:00 | Industrial production | Feb | |
| 04:00 | Retail Sales | Feb | |
| 04:00 | Unemployment Rate | Feb | |
| 04:00 | NBS Press Conference | ||
| 14:15 | Housing Starts | Feb | |
| 14:30 | Consumer Price Index | Feb | |
| 14:30 | Consumer Price Index Core | Feb |
