NZ Government Stock constituents
| Maturity | Coupon | Yield | Face Value($NZD m) | Market Value($NZD m) | Duration | Modified Duration | Convexity |
|---|---|---|---|---|---|---|---|
| 15 July, 2008 | 6.0 | 7.56 | 3790.0 | 3855.78 | 0.17 | 0.16 | 0.05 |
| 15 July, 2009 | 7.0 | 6.69 | 5302.0 | 5443.85 | 1.12 | 1.08 | 1.72 |
| 15 November, 2011 | 6.0 | 6.41 | 4980.0 | 4917.73 | 3.20 | 3.10 | 11.67 |
| 15 April, 2013 | 6.5 | 6.37 | 4297.0 | 4343.61 | 4.27 | 4.13 | 20.67 |
| 15 April, 2015 | 6.0 | 6.38 | 3868.0 | 3807.30 | 5.72 | 5.54 | 37.28 |
| 15 December, 2017 | 6.0 | 6.37 | 4028.0 | 4023.10 | 7.21 | 6.98 | 62.06 |
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