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

 

Jun 30, 2025   (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 107.3643 ¡å 0.0943  284.2531 ¡å  0.2252  6.0475  104.1145  0.0266 
 Gov.&Public Bond 109.9755 ¡å 0.1521  292.9692 ¡å  0.3808  8.4016  157.5219  0.0264 
 Treasury Bond 105.9324 ¡å 0.1861  290.177 ¡å  0.4854  10.0178  198.9513  0.0265 
 Financial Debentures 103.4535 ¡ã 0.0095  257.898 ¡ã 0.0472  1.4463  3.4721  0.0263 
 Corp.Bond 105.3034 ¡å 0.0101  306.3431 ¡å  0.0011  2.5535  17.125  0.0285 
 ***KOBI30 253.0276 ¡ã 0.037  0 ¡ã  1.8016  4.9502  0.0233 
* 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