Bond type

Mean

Std. Dev.

Skewness

Kurtosis

JB

LB (10)

LB2 (10)

LM

0 to 5

0.001545

0.003258

1.70988

14.00902

1727.61*

23.56*

149.38*

12.02**

5 to 10

0.001694

0.005306

0.77518

8.02916

360.05*

19.96*

223.11*

52.74*

10 to 15

0.001776

0.007457

1.19397

10.00555

712.14*

15.85*

160.16

5.10

15 to 20

0.001891

0.008715

1.11177

9.07152

543.50*

25.55*

111.78*

10.00*

20 to 30

0.001902

0.0102

1.06948

8.97137

523.03*

24.16*

128.33*

22.62*

BI

0.001741

0.006212

1.24213

11.08382

929.76*

20.09*

131.63

6.17

SI

0.001749

0.006494

1.01796

9.23810

556.18*

17.12*

145.72*

6.99