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Feb 28, 2013 (Weekly Updates, Basic index : Dec.31.1998=100)
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Item
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Bond
Index
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Weekly
Change
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Investment Return *
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Weighted
Ratio
**
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Modified
Duration
***
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1week
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4week
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13week
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52week
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Overall
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245.48
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0.81
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18.81
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6.26
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5.14
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5.72
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Goverment Bond
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243.50
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1.09
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26.36
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6.59
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5.43
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6.30
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Financial Debentures
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223.63
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0.40
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9.78
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5.03
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4.20
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4.50
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(Corporate Bond)****
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270.52
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0.81
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16.92
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7.36
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5.92
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6.37
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* 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
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Dec 5, 2021 (Daily Updates,
Basic index :Jan.01.2001=100)
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Item
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*Clean Price Index
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**Total Return Index
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Subsidiary Index
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Today
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Change
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Today
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Change
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Average
Duration
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Average
Convexity
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Average
YTM
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| Composite Index |
107.8001 |
▲ 0.0002
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258.8773 |
▲ 0.0144
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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
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9.1447 |
170.357 |
0.0204 |
| Financial Debentures |
102.0748 |
▲ 0.0011
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228.6288 |
▲ 0.0117
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1.4791 |
3.7938 |
0.0188 |
| Corp.Bond |
104.1697 |
▲ 0.0005
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272.3161 |
▲ 0.0171
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3.1176 |
24.7349 |
0.023 |
| ***KOBI30 |
227.9983 |
▲ 0.0105
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0 |
▲ 0
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1.8493 |
5.0529 |
0.0176 |
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* 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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