Table 2.
Sub-Sample of Daily Traded Bond Prices in the Santiago Stock Exchange 1
Dates 20-03-2000 21-03-2000 22-03-2000 23-03-2000 24-03-2000 27-03-2000 28-03-2000 29-03-2000 30-03-2000 31-03-2000 03-04-2000 04-04-2000 05-04-2000 06-04-2000 07-04-2000 10-04-2000 11-04-2000 12-04-2000 13-04-2000 14-04-2000 17-04-2000 18-04-2000 19-04-2000 20-04-2000 24-04-2000 25-04-2000 26-04-2000 27-04-2000 28-04-2000 02-05-2000 03-05-2000 04-05-2000 05-05-2000 08-05-2000 09-05-2000 10-05-2000 11-05-2000 12-05-2000 15-05-2000
2
3
4
5
6
99.82 100.22 100.18
100.13
7
8
99.65 99.98
99.95 100.29
99.64 99.82 99.90 99.97 99.90
100.19 100.26
9
Bond Maturities in Years 10 11 12 Bond Prices 99.26 99.48 99.24 99.45 99.70
13
14
16
17
18
98.98
99.00
98.96 99.24
19
98.85 99.14
99.97
99.65 99.65
99.63
99.77
99.76
99.10 99.41 99.56
99.81
100.16
100.28
100.21 100.33
100.35 100.30 100.42 100.58 100.39 100.43 100.45 100.36 100.37 100.50 100.39 100.31 100.26 100.44 100.36 100.46 100.25 100.27 100.33 100.16 100.55
100.23 100.13
100.55 100.48 100.48 100.23 100.43
100.37 100.49 100.62
100.11 100.60 100.42
100.25 100.34 100.25 100.69 100.52 100.41 100.58 100.28 100.24 100.14 100.28 100.63 100.58 100.41 100.19 100.31 100.29 100.69 100.20
100.05 100.16 100.06 100.23 100.19 100.21 100.20 100.22 100.19 100.06 100.50 100.20 100.10 100.18 100.12 100.06 100.31 100.06 100.05 100.09 100.09 100.18 100.09 100.06 100.21 100.09 99.97 100.24 99.97 100.28 100.20 100.06 100.27 99.97 99.88 100.34 100.31 100.09 99.93 99.88 100.04 99.79 99.69 99.70 99.66 99.83 100.38 99.83 99.61 99.53 100.01 99.64 99.99 99.72 99.57 99.68 99.57 99.42 99.26 99.17 99.21 98.95 99.87 99.24 99.04 99.50 99.17
99.80 100.02 100.13 99.96 99.96 100.17 99.96
99.84 99.96 99.78 99.96 99.84 99.96 99.78
20
98.79
99.19 99.67
99.93
15
99.87 99.81 99.81 99.96 99.83 99.83 99.71 99.83
99.80
99.87 99.95
99.76 99.63
99.61
99.96
99.88 99.59
99.58
99.59
100.07 99.91
99.79
99.68
99.76
99.52 99.55 99.60 99.55
99.61
99.50
99.49 99.37 99.37
99.43
99.54 99.34 99.48
99.45 99.45
99.21
99.64
99.41 99.18 99.25
99.20
99.31 99.18
99.52
99.24 98.64 98.85
98.83
98.66
98.67 98.60 98.60 98.73
98.47
98.41
98.79
Notes: Sub-sample from March 20, 2000 to May 15, 2000. Bond prices have been standardized to a face value of $100. Black spaces represent days on which the bonds were not traded.