|
|
 |
|
|
|
|
Feb 28, 2013 (Weekly Updates, Basic index : Dec.31.1998=100)
|
|
|
|
|
|
|
Item
|
Bond
Index
|
Weekly
Change
|
Investment Return *
|
Weighted
Ratio
**
|
Modified
Duration
***
|
|
1week
|
4week
|
13week
|
52week
|
|
Overall
|
245.48
|
0.81
|
18.81
|
6.26
|
5.14
|
5.72
|
|
|
|
Goverment Bond
|
243.50
|
1.09
|
26.36
|
6.59
|
5.43
|
6.30
|
|
|
|
Financial Debentures
|
223.63
|
0.40
|
9.78
|
5.03
|
4.20
|
4.50
|
|
|
|
(Corporate Bond)****
|
270.52
|
0.81
|
16.92
|
7.36
|
5.92
|
6.37
|
|
|
|
|
|
|
|
* Yearly rate. Investment return is composed
of capital gain(loss), coupon payment, and
reinvestment returm.
** ratio of
individual type of bonds,market value over
total market vlaue of overall bonds
***
Bond price sensitivity against market yields
**** Corporate bonds
with investment grade
|
|
|
|
|
|
|
Apr 23, 2024 (Daily Updates,
Basic index :Jan.01.2001=100)
|
|
|
|
|
|
|
Item
|
*Clean Price Index
|
**Total Return Index
|
Subsidiary Index
|
|
Today
|
Change
|
Today
|
Change
|
Average
Duration
|
Average
Convexity
|
Average
YTM
|
| Composite Index |
102.5468 |
▲ 0.0172
|
262.0566 |
▲ 0.0658
|
5.3965 |
85.1044 |
0.0363 |
| Gov.&Public Bond |
103.2396 |
▲ 0.0121
|
266.4927 |
▲ 0.0514
|
7.4421 |
129.0111 |
0.0355 |
| Treasury Bond |
98.6095 |
▼ 0.0022
|
261.693 |
▲ 0.0143
|
8.8918 |
164.3594 |
0.035 |
| Financial Debentures |
102.4647 |
▲ 0.0171
|
244.7324 |
▲ 0.0656
|
1.4101 |
3.2928 |
0.0371 |
| Corp.Bond |
102.5726 |
▲ 0.0439
|
286.4233 |
▲ 0.1492
|
2.5704 |
17.184 |
0.0395 |
| ***KOBI30 |
240.1702 |
▲ 0.0977
|
0 |
▲ 0
|
1.8045 |
5.2386 |
0.0353 |
|
|
|
|
* Clean Price Index - INdex based on
clean price of bonds
:
not includes accrued interests
:
reflects only capital gains
**
Total Return Index - includes accrued interests
and capital gainsand reinvestment of accepted
coupons
assuming
re-investment rate of the accepted coupons
is the same as the bonds
*** KOBI30
- The index designed for operations og bond
index funds
|
|
 |
|
Home > Market Yields > Bond Composite Index