Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Singapore Fixed Income Indices (SFI) Weekly

Date 16/06/2014

Below are key highlights for the week ending 13 June 2014 (please click on the attachment for further detail):

  • The SFI lost 0.20% to 117.47.
  • YTD, the STI currently outperforms the SFI by 1.86%.
  • The SFI Corporate Bond Index registered its first weekly decline (-0.02%) in the last 10 weeks.  The SFI Industrial Bond Index also declined (-0.03%).
  • The SFI Financial Bond Index remained resilient and advanced (+0.07%) for the tenth consecutive week.
  • The SFI Financial Bond Index demonstrates a stronger inverse correlation to the STI compared with the SFI Industrial Bond Index (YTD: -22% vs. -10%).

SFI Returns

Index

Total Return (%)

Interest Yield (%)

Week

MTD

YTD

Current

SFI

-0.20%

-0.40%

2.11%

2.84%

SFI Government Bond Index

-0.32%

-0.67%

1.79%

2.63%

SFI Corporate Bond Index

-0.02%

0.05%

2.61%

3.18%

-       SFI Statutory Board Bond Index

-0.10%

-0.14%

2.31%

2.26%

-       SFI Industrial Bond Index

-0.03%

0.15%

2.90%

3.93%

-       SFI Financial Bond Index

0.07%

0.22%

2.78%

3.76%

SFI 1 – 3 Year Bond Index

-0.03%

0.01%

0.73%

2.67%

SFI 3 – 5 Year Bond Index

-0.15%

-0.07%

1.88%

2.59%

SFI 5 – 7 Year Bond Index

-0.24%

-0.20%

2.85%

2.97%

SFI 7 – 10 Year Bond Index

-0.22%

-0.64%

3.23%

2.96%

SFI 10+ Year Bond Index

-0.49%

-1.40%

2.86%

3.21%

Equity Benchmark:  Straits Times Index

-0.19%

-0.08%

3.97%

N/A

Source: Thomson Reuters Datastream (data as of 16 June 2014)