Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index: 100,320.89 +423.94

Singapore Fixed Income Indices (SFI) Weekly – 10 November 2014

Date 10/11/2014

Key highlights for the week ending 7 November 2014

  • The SFI lost 0.07% to 119.31.
  • YTD, the STI currently outperforms the SFI by 0.05%.
  • The SFI and major sub-indices ended the week marginally lower.  Government bonds declined (SFI Government Bond Index; -0.10%) whereas corporate bonds remained relatively unchanged (SFI Corporate Bond Index; -0.03%)
  • Interest yield for corporate bonds (SFI Corporate Bond Index) is currently at an all-year high of 3.23%, having risen 11 basis points YTD
  • The SFI was rebalanced on 3 November 2014.  Six issuances, amounting to over S$800 million in market value, were added to the SFI.

SFI Returns

Index

Total Return (%)

Interest Yield (%)

Week

MTD

YTD

Current

SFI

-0.07%

-0.07%

3.71%

2.85%

SFI Government Bond Index

-0.10%

-0.10%

3.40%

2.57%

SFI Corporate Bond Index

-0.03%

-0.03%

4.19%

3.23%

-       SFI Statutory Board Bond Index

-0.10%

-0.10%

3.76%

2.31%

-       SFI Industrial Bond Index

0.01%

0.01%

4.34%

4.14%

-       SFI Financial Bond Index

0.04%

0.04%

4.62%

3.76%

SFI 1-3 Year Bond Index

-0.02%

-0.02%

1.22%

2.76%

SFI 3-5 Year Bond Index

-0.09%

-0.09%

2.57%

2.65%

SFI 5-7 Year Bond Index

-0.01%

-0.01%

4.32%

2.90%

SFI 7-10 Year Bond Index

-0.22%

-0.22%

5.58%

2.92%

SFI 10+ Year Bond Index

-0.04%

-0.04%

6.49%

3.16%

Equity Benchmark:  Straits Times Index1

0.37%

0.37%

3.76%

N/A

 

Source: Thomson Reuters Datastream (data as of 10 November 2014)

1Performance is measured on a price return basis for the Straits Times Index.