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

 

Dec 5, 2021   (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 107.8001 ▲ 0.0002  258.8773 ▲ 0.0144  5.6821  89.8126  0.0204 
 Gov.&Public Bond 111.7625 ▼ 0.0003  271.471 ▲ 0.0152  7.9835  139.7796  0.0204 
 Treasury Bond 108.4022 ▼ 0.0004  270.5515 ▲ 0.0152  9.1447  170.357  0.0204 
 Financial Debentures 102.0748 ▲ 0.0011  228.6288 ▲ 0.0117  1.4791  3.7938  0.0188 
 Corp.Bond 104.1697 ▲ 0.0005  272.3161 ▲ 0.0171  3.1176  24.7349  0.023 
 ***KOBI30 227.9983 ▲ 0.0105  0 ▲  1.8493  5.0529  0.0176 
* 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  

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