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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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Aug 25, 2026 (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 |
98.1694 |
▲ 0.1516
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269.2127 |
▲ 0.4352
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5.0421 |
76.5152 |
0.0409 |
| Gov.&Public Bond |
96.8102 |
▲ 0.2231
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266.8038 |
▲ 0.6302
|
6.9357 |
115.9606 |
0.0414 |
| Treasury Bond |
90.6888 |
▲ 0.2596
|
257.1516 |
▲ 0.7501
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8.2354 |
146.9283 |
0.0419 |
| Financial Debentures |
101.7055 |
▲ 0.0109
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263.1156 |
▲ 0.0518
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1.3795 |
2.9372 |
0.0388 |
| Corp.Bond |
101.9274 |
▲ 0.0386
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308.2741 |
▲ 0.1452
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2.254 |
12.6905 |
0.0421 |
| ***KOBI30 |
256.175 |
▲ 0.0875
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0 |
▲ 0
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1.8188 |
5.2713 |
0.0368 |
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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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