|
|
 |
|
|
|
|
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 |
▲ 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
|
|
 |
|
Home > Market Yields > Bond Composite Index