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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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Sep 1, 2024 (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 |
105.4426 |
▲ 0.0004
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272.3796 |
▲ 0.0237
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5.7004 |
94.3841 |
0.032 |
| Gov.&Public Bond |
107.3655 |
▲ 0.0011
|
279.7919 |
▲ 0.0235
|
7.8573 |
141.8591 |
0.0308 |
| Treasury Bond |
103.257 |
▲ 0.0008
|
276.6711 |
▲ 0.0228
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9.3461 |
179.0613 |
0.0302 |
| Financial Debentures |
102.9086 |
▼ 0.0009
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249.0909 |
▲ 0.0229
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1.3958 |
3.2825 |
0.034 |
| Corp.Bond |
104.0473 |
▲ 0
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294.1652 |
▲ 0.0279
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2.5622 |
17.9872 |
0.0351 |
| ***KOBI30 |
244.9866 |
▲ 0.0206
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0 |
▲ 0
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1.7824 |
4.9318 |
0.0311 |
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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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