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§01 · INSIGHTS · GLOSSARY · 5 MIN · NOTE

Modified Duration

A bond's price sensitivity to a 1% change in yield, derived by dividing Macaulay Duration by (1 + y/m). The primary measure of interest-rate risk for fixed-income portfolios.

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Contents
  1. Definition
  2. How it is computed
  3. Why it matters for investors
  4. Worked example
  5. Caveats
  6. See also
  7. Primary source

Definition

Modified Duration (MD) measures the percentage change in a bond's price for a 1 percentage-point (100 basis-point) change in its yield to maturity. It is derived from Macaulay Duration — the weighted-average time (in years) to receive the bond's cash flows, where each weight is the present value of that cash flow divided by the bond's total present value:

Macaulay Duration (D_mac) = [Σ t · PV(CF_t)] / P

Modified Duration (MD) = D_mac / (1 + y/m)

where y is the annual YTM and m is the number of coupon periods per year (2 for semi-annual). The resulting MD approximates: %ΔP ≈ −MD × Δy. A bond with MD = 7 will lose approximately 7% in price if yields rise 100 bps, and gain ~7% if yields fall 100 bps. Modified Duration is the workhorse risk metric for Indian debt mutual funds — SEBI requires fund factsheets to disclose portfolio MD monthly.

How it is computed

Step 1 — Compute PV of each cash flow: PV(CF_t) = CF_t / (1 + y/m)^t using the bond's YTM. Step 2 — Macaulay Duration: weight each period t by its PV fraction and sum. Step 3 — Divide by (1 + y/m). For zero-coupon bonds, Macaulay Duration equals time to maturity exactly, making MD = n / (1 + y/m). For plain-vanilla coupon bonds, MD < maturity because earlier coupon payments pull the weighted average forward in time. Portfolio MD is the market-value-weighted average of individual bond MDs — additive and therefore easy to compute for large portfolios. Indian convention: most corporate bond MD calculations use Actual/365 day-count; G-Sec MD calculations use Actual/Actual per RBI's NDS-OM methodology.

Why it matters for investors

Modified Duration answers the question: "How much rupee value will my bond or bond-fund portfolio gain or lose if interest rates move by X basis points?" It is the primary tool for: (1) Interest-rate risk management — a pension fund matching a 15-year liability should hold a portfolio with MD ≈ 15 to immunise against rate moves; (2) Debt fund category selection — SEBI's fund categorisation mandates MD ranges (e.g., Overnight Funds MD < 1 day; Long Duration Funds MD > 7 years); (3) Duration positioning — if a portfolio manager expects RBI rate cuts, lengthening MD (buying longer-tenor bonds) amplifies capital gains. MD is a first-order linear approximation; for large yield moves, Convexity (the second-order term) must be added: %ΔP ≈ −MD·Δy + ½·Convexity·(Δy)².

Worked example

A 5-year NABARD AAA bond issued at ₹100 face value, 7.50% annual coupon (paid semi-annually), YTM = 7.50% (priced at par). Semi-annual coupon = ₹3.75; 10 periods, y/m = 3.75%.

PV of each cash flow at 3.75% per period:

  • Periods 1–9: ₹3.75 discounted; Period 10: ₹103.75
  • Sum of PVs = ₹100 (at-par bond)

Macaulay Duration = [Σ t·PV(CF_t)] / 100 ≈ 8.54 semi-annual periods = 4.27 years.

Modified Duration = 4.27 / (1 + 0.075/2) = 4.27 / 1.0375 = 4.12 years.

Interpretation: If RBI cuts the policy repo rate by 50 bps and the 5-year AAA yield falls 50 bps, price appreciation ≈ 4.12 × 0.50% = ~2.06%. A long-duration gilt fund with MD = 9 would gain ~4.50% on the same rate move.

Caveats

Linearity limit: MD is accurate only for small yield changes (±50–100 bps). For larger moves, convexity materially improves the estimate. Embedded options: Callable bonds have effective duration (option-adjusted) that is lower than standard MD because the call option truncates price upside. Floating-rate bonds: MD resets at each coupon date to roughly the time until the next reset, making MD very low regardless of maturity. Credit events: Duration measures rate risk, not credit risk — a bond whose spread widens 200 bps due to a downgrade will fall in price in ways not captured by MD alone.

See also

Primary source

  • SEBI Mutual Fund Regulations, Sixth Schedule (portfolio disclosure): sebi.gov.in
  • RBI — Government Securities Market in India (primer): rbi.org.in
  • Finance Act 2023, Section 50AA

MintByte is registered with AMFI (ARN-314872) and APMI (APRN-01658). This glossary entry is for educational purposes only and does not constitute investment advice or a recommendation to buy or sell any security.

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