Bond type

Key year

Effective

duration

0.25

1

2

3

5

7

10

Coupon bond

0.011

0.050

0.100

0.235

0.431

0.703

6.130

7.660

Callable bond

0.012

0.051

0.103

0.240

3.240

0.893

1.039

5.577

Putable bond

0.011

0.050

0.100

0.235

0.498

0.763

5.627

7.284

Game option bond

0.012

0.051

0.103

0.240

3.317

0.938

0.549

5.209