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

 

May 29, 2022   (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 102.5725 ▲ 0.0024  248.8371 ▲ 0.0205  5.3482  81.1419  0.0301 
 Gov.&Public Bond 104.1469 ▲ 0.0021  255.8093 ▲ 0.0212  7.3986  124.0764  0.03 
 Treasury Bond 100.0486 ▲ 0.0019  252.5293 ▲ 0.0209  8.5245  152.6591  0.0298 
 Financial Debentures 101.1339 ▲ 0.0028  228.2614 ▲ 0.0171  1.4032  3.4248  0.0278 
 Corp.Bond 100.9361 ▲ 0.003  266.68 ▲ 0.0246  2.8949  21.2711  0.0341 
 ***KOBI30 226.8625 ▲ 0.0156  0 ▲  1.7841  4.8597  0.0264 
* 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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