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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
|
52week
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Overall
|
245.48
|
0.81
|
18.81
|
6.26
|
5.14
|
5.72
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|
|
Goverment Bond
|
243.50
|
1.09
|
26.36
|
6.59
|
5.43
|
6.30
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|
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Financial Debentures
|
223.63
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0.40
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9.78
|
5.03
|
4.20
|
4.50
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(Corporate Bond)****
|
270.52
|
0.81
|
16.92
|
7.36
|
5.92
|
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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May 19, 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
|
Average Duration
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Average Convexity
|
Average YTM
|
Composite Index |
103.4119 |
¡ã 0.0012
|
264.833 |
¡ã 0.0254
|
5.459 |
87.4381 |
0.0352 |
Gov.&Public Bond |
104.4858 |
¡ã 0.0018
|
270.2139 |
¡ã 0.0251
|
7.5389 |
132.4703 |
0.0342 |
Treasury Bond |
100.0329 |
¡ã 0.0016
|
265.9699 |
¡ã 0.0243
|
8.9783 |
167.9003 |
0.0337 |
Financial Debentures |
102.5779 |
¡å 0.0002
|
245.6528 |
¡ã 0.0245
|
1.3944 |
3.2373 |
0.0366 |
Corp.Bond |
102.9917 |
¡ã 0.0009
|
288.3037 |
¡ã 0.0301
|
2.5635 |
17.2597 |
0.0384 |
***KOBI30 |
241.224 |
¡ã 0.0222
|
0 |
¡ã 0
|
1.827 |
5.2528 |
0.0345 |
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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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