Key highlights for the week ending 28 November 2014
- The SFI gained 0.42% to 120.05.
- YTD, the STI currently outperforms the SFI by 1.43%.
- The SFI closed the week at an all-time high (120.05). Gains were largely driven by government bonds, with the SFI Government Bond Index gaining 0.62% to reach an all-time high (118.09).
- Yield to maturity for government bonds is currently at an all-year low of 2.07%. Yield to maturity fell 4.12% last week, the largest decline since 8 August 2014 and the second largest YTD.
- The SFI Government Bond Index is currently represented by 17 issuances. Among these issuances, a S$4.6 billion issuance in September 2003, maturing in 2018, offers the highest coupon rate and interest yield – 4.00% and 3.62% respectively.
SFI Returns
|
Index |
Total Return (%) |
Interest Yield (%) |
||
|
Week |
MTD |
YTD |
Current |
|
|
SFI |
0.42% |
0.55% |
4.35% |
2.83% |
|
SFI Government Bond Index |
0.62% |
0.64% |
4.17% |
2.56% |
|
SFI Corporate Bond Index |
0.06% |
0.36% |
4.59% |
3.22% |
|
- SFI Statutory Board Bond Index |
0.15% |
0.34% |
4.22% |
2.31% |
|
- SFI Industrial Bond Index |
-0.15% |
0.22% |
4.56% |
4.13% |
|
- SFI Financial Bond Index |
0.10% |
0.49% |
5.09% |
3.74% |
|
SFI 1-3 Year Bond Index |
-0.08% |
-0.05% |
1.19% |
2.76% |
|
SFI 3-5 Year Bond Index |
0.15% |
0.29% |
2.97% |
2.62% |
|
SFI 5-7 Year Bond Index |
0.26% |
0.59% |
4.95% |
2.89% |
|
SFI 7-10 Year Bond Index |
0.66% |
0.72% |
6.58% |
2.89% |
|
SFI 10+ Year Bond Index |
1.45% |
1.59% |
8.23% |
3.12% |
|
Equity Benchmark: Straits Times Index1 |
0.15% |
2.33% |
5.78% |
N/A |
Source: Thomson Reuters Datastream (data as of 1 December 2014)
1Performance is measured on a price return basis for the Straits Times Index.
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