Singapore Fixed Income Indices (SFI) Weekly

Transcription

1 SFI USD/SGD Singapore Fixed Income Indices (SFI) Weekly Performance review for the week ending 15 August 2014: This week, the SFI remained unchanged. The equity market, as measured by the STI, gained 0.79%. YTD, the STI currently outperforms the SFI by 1.36% (+4.65% vs %). Corporate bonds (SFI Corporate Bond Index) rose marginally (+0.20%). Conversely, government bonds (SFI Government Bond Index) declined (-0.14%). YTD, corporate bonds currently outperforms government bonds by 0.58% (3.65% vs. 3.07%). Corporate industrial bonds (SFI Industrial Bond Index) reached an all-time high (128.37) on Thursday, 14 August before closing the week at The index is currently represented by 86 debt issuances the largest being an issuance by the SingTel Group Treasury with a market value of approximately S$640M maturing in YTD, the index is up 4.04%. YTD, 55 debt issuances have been added to the SFI Corporate Bond Index. The tenures of these issuances largely fell within 3 to 5 years (16 issuances) and 5 to 7 years (14 issuances). Last week, the Singapore Dollar appreciated 0.37% against the US Dollar SFI USD/SGD Source: Thomson Reuters Datastream (data as of 18 August 2014)

2 SFI Returns Index Total Return (%) Interest Yield (%) Week MTD YTD Current SFI 0.00% 0.47% 3.29% 2.84% SFI Government Bond Index -0.14% 0.58% 3.07% 2.61% SFI Corporate Bond Index 0.20% 0.29% 3.65% 3.19% - SFI Statutory Board Bond Index 0.29% 0.27% 3.25% 2.28% - SFI Industrial Bond Index 0.17% 0.38% 4.04% 4.03% - SFI Financial Bond Index 0.12% 0.25% 3.87% 3.75% SFI 1-3 Year Bond Index 0.02% 0.11% 1.01% 2.72% SFI 3-5 Year Bond Index 0.05% 0.14% 2.40% 2.60% SFI 5-7 Year Bond Index 0.05% 0.55% 4.12% 2.94% SFI 7-10 Year Bond Index 0.01% 0.77% 5.05% 2.91% SFI 10+ Year Bond Index -0.13% 0.99% 5.58% 3.09% Equity Benchmark: Straits Times Index % -1.76% 4.65% N/A Source: Thomson Reuters Datastream (data as of 18 August 2014) 1 Performance is measured on a price return basis for the Straits Times Index. SGD Debt Listings Issuer Type Listing Date Capital Raised Coupon Rate Maturity CCT MTN Corporate 15 Aug 2014 S$50M 2.98% 2021 Source: SGX (data for the week ending 15 August 2014) Did you know? The SFI, with over five years of historical prices, provides a deeper history than any other independent Singapore corporate & government bond index. Combined with value-added analytics, market participants are now equipped with the right tools to perform extensive fixed income analytics down to the constituent level. Click here for more information about the SFI.

3 Appendix SFI Reuters Instrument Code (RIC) Index Name SFI SFI 1-3 Year Bond Index SFI 3-5 Year Bond Index SFI 5-7 Year Bond Index SFI 7-10 Year Bond Index SFI 10+ Year Bond Index SFI 1-5 Year Bond Index SFI 5-10 Year Bond Index SFI 15+ Year Bond Index SFI Year Bond Index SFI Government Bond Index SFI Government 1-3 Year Bond Index SFI Government 3-5 Year Bond Index SFI Government 5-7 Year Bond Index SFI Government 7-10 Year Bond Index SFI Government 10+ Year Bond Index SFI Government 1-5 Year Bond Index SFI Government 5-10 Year Bond Index SFI Government 15+ Year Bond Index SFI Government Year Bond Index SFI Corporate Bond Index SFI Corporate 1-3 Year Bond Index SFI Corporate 3-5 Year Bond Index SFI Corporate 5-7 Year Bond Index SFI Corporate 7-10 Year Bond Index SFI Corporate 10+ Year Bond Index SFI Corporate 1-5 Year Bond Index SFI Corporate 5-10 Year Bond Index SFI Corporate 15+ Year Bond Index SFI Corporate Year Bond Index SFI Industrial Bond Index SFI Industrial 1-3 Year Bond Index SFI Industrial 3-5 Year Bond Index SFI Industrial 5-7 Year Bond Index SFI 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 SFI Industrial 10+ Year Bond Index SFI Industrial 1-5 Year Bond Index SFI Industrial 5-10 Year Bond Index SFI Industrial 15+ Year Bond Index SFI Industrial Year Bond Index SFI Financial Bond Index SFI Financial 1-3 Year Bond Index SFI Financial 3-5 Year Bond Index SFI Financial 5-7 Year Bond Index SFI Financial 7-10 Year Bond Index SFI Financial 10+ Year Bond Index SFI Financial 1-5 Year Bond Index SFI Financial 5-10 Year Bond Index SFI Financial 15+ Year Bond Index SFI Financial Year Bond Index SFI Statutory Board Bond Index SFI Statutory Board 1-3 Year Bond Index SFI Statutory Board 3-5 Year Bond Index SFI Statutory Board 5-7 Year Bond Index SFI Statutory Board 7-10 Year Bond Index SFI Statutory Board 10+ Year Bond Index SFI Statutory Board 1-5 Year Bond Index SFI Statutory Board 5-10 Year Bond Index SFI Statutory Board 15+ Year Bond Index SFI Statutory Board Year Bond Index SFI Investment Grade Bond Index SFI Investment Grade 1-5 Year Bond Index SFI Investment Grade 5-10 Year Bond Index SFI Investment Grade 10+ Year Bond Index SFI Non-Rated Bond Index SFI Non-Rated 1-5 Year Bond Index SFI Non-Rated 5-10 Year Bond Index SFI Non-Rated 10+ 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.TRSGVLL.TRSGV15.TRSGV5T.TRSGVTP.TRSGNLL.TRSGN15.TRSGN5T.TRSGNTP

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