Singapore Fixed Income Indices (SFI) Weekly

Transcription

1 SGD/USD 5 January 2015 Singapore Fixed Income Indices () Weekly Weekly Performance review for the week ending 2 January 2015: Last week, the was relatively flat (+0.05%). The equity market, as measured by the STI, gained 0.50%. In 2014, the has gained 3.89% (2013: -2.52%). Over the last five years ( ), the has enjoyed a compound annual growth rate (CAGR) of 3.22%. The edged up to (+0.05%) last week, largely propped up by government bonds ( Government Bond Index: +0.17%). Corporate bonds ( Corporate Bond Index) however fell 0.13%. Statutory board bonds ( Statutory Board Bond Index) fell most, dropping 0.25% last week. Statutory board bonds comprise approximately 16%, by market value, of the. Interest yield for corporate bonds ( Corporate Bond Index) is currently at 3.277% (: 2.868%), the highest since 18 September 2012 (3.29%). Year-on-year, interest yield for corporate bonds is up 15 bps (: +5 bps Y-o-Y). There was no new inclusion to the in the latest index rebalance. Currently, the is represented by 253 issuances with a combined market value of over S$138 billion. Last week, the Singapore Dollar (SGD) declined 0.41% against the US Dollar (USD). YTD, the SGD has depreciated 0.35% against USD SGD/USD Source: Thomson Reuters Datastream (data as of 5 January 2015)

2 Returns Index Total Return (%) Interest Yield (%) Yield to Maturity (%) Week MTD YTD Current Current 0.05% 0.02% 0.02% 2.868% 2.540% Government Bond Index 0.17% 0.01% 0.01% 2.613% 2.211% Corporate Bond Index -0.13% 0.02% 0.02% 3.277% 3.223% - Statutory Board Bond Index -0.25% 0.01% 0.01% 2.344% 2.616% - Industrial Bond Index -0.01% 0.02% 0.02% 4.160% 3.722% - Financial Bond Index -0.08% 0.02% 0.02% 3.804% 3.562% 1-3 Year Bond Index 0.02% 0.02% 0.02% 2.767% 1.915% 3-5 Year Bond Index 0.05% 0.01% 0.01% 2.720% 2.075% 5-7 Year Bond Index 0.01% 0.02% 0.02% 2.891% 2.369% 7-10 Year Bond Index 0.02% 0.02% 0.02% 2.926% 2.540% 10+ Year Bond Index 0.16% 0.02% 0.02% 3.140% 2.915% Equity Benchmark: Straits Times Index % 0.16% 0.16% N/A N/A Source: Thomson Reuters Datastream (data as of 5 January 2015) 1 Performance is measured on a price return basis for the Straits Times Index. SGX Debt Listings Issuer Type Listing Date Capital Raised Coupon Rate Maturity N/A Source: SGX (data for the week ending 2 January 2015) Inclusions into the for the month of January 2015 Issuer Type Issue Date Amount in Issue Coupon Rate Maturity N/A Source: Thomson Reuters Datastream (data as of 5 January 2015). The is rebalanced on the first business day of each month. Did you know? The new SGX Indices webpage offers investors a complete overview of major indices hosted by SGX and its index partners. Investors are now able to view historical index levels, performance data, index constituent information and other index resources, all on a single webpage. To learn more about the and other indices, please visit the SGX Indices webpage by clicking here.

3 Appendix Reuters Instrument Code (RIC) Index Name 1-3 Year Bond Index 3-5 Year Bond Index 5-7 Year Bond Index 7-10 Year Bond Index 10+ Year Bond Index 1-5 Year Bond Index 5-10 Year Bond Index 15+ Year Bond Index Year Bond Index Government Bond Index Government 1-3 Year Bond Index Government 3-5 Year Bond Index Government 5-7 Year Bond Index Government 7-10 Year Bond Index Government 10+ Year Bond Index Government 1-5 Year Bond Index Government 5-10 Year Bond Index Government 15+ Year Bond Index Government Year Bond Index Corporate Bond Index Corporate 1-3 Year Bond Index Corporate 3-5 Year Bond Index Corporate 5-7 Year Bond Index Corporate 7-10 Year Bond Index Corporate 10+ Year Bond Index Corporate 1-5 Year Bond Index Corporate 5-10 Year Bond Index Corporate 15+ Year Bond Index Corporate Year Bond Index Industrial Bond Index Industrial 1-3 Year Bond Index Industrial 3-5 Year Bond Index Industrial 5-7 Year Bond Index Industrial 7-10 Year Bond Index RIC.TRSGALL.TRSGA13.TRSGA35.TRSGA57.TRSGA7T.TRSGATP.TRSGA15.TRSGA5T.TRSGAFP.TRSGATT.TRSGGLL.TRSGG13.TRSGG35.TRSGG57.TRSGG7T.TRSGGTP.TRSGG15.TRSGG5T.TRSGGFP.TRSGGTT.TRSGCLL.TRSGC13.TRSGC35.TRSGC57.TRSGC7T.TRSGCTP.TRSGC15.TRSGC5T.TRSGCFP.TRSGCTT.TRSGILL.TRSGI13.TRSGI35.TRSGI57.TRSGI7T

4 Index Name Industrial 10+ Year Bond Index Industrial 1-5 Year Bond Index Industrial 5-10 Year Bond Index Industrial 15+ Year Bond Index Industrial Year Bond Index Financial Bond Index Financial 1-3 Year Bond Index Financial 3-5 Year Bond Index Financial 5-7 Year Bond Index Financial 7-10 Year Bond Index Financial 10+ Year Bond Index Financial 1-5 Year Bond Index Financial 5-10 Year Bond Index Financial 15+ Year Bond Index Financial Year Bond Index Statutory Board Bond Index Statutory Board 1-3 Year Bond Index Statutory Board 3-5 Year Bond Index Statutory Board 5-7 Year Bond Index Statutory Board 7-10 Year Bond Index Statutory Board 10+ Year Bond Index Statutory Board 1-5 Year Bond Index Statutory Board 5-10 Year Bond Index Statutory Board 15+ Year Bond Index Statutory Board Year Bond Index RIC.TRSGITP.TRSGI15.TRSGI5T.TRSGIFP.TRSGITT.TRSGFLL.TRSGF13.TRSGF35.TRSGF57.TRSGF7T.TRSGFTP.TRSGF15.TRSGF5T.TRSGFFP.TRSGFTT.TRSGSLL.TRSGS13.TRSGS35.TRSGS57.TRSGS7T.TRSGSTP.TRSGS15.TRSGS5T.TRSGSFP.TRSGSTT

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