Anyone can give me some help how the last column was compute ?
If the Net Effective PVBP is 0.046 then for a 1 basis point move, a 1 million portfolio will move by (0.046 * 1,000,000 = 46,000).
Why does the PVBP per Million is 460 ?
Interesting. I would like to know as well. Thanks.
The middle columns are percentages.
The middle columns seem like prices as this is the Effective PBVP ( PRICE basis value of a point)
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