Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Singapore Fixed Income Indices (SFI) Weekly - 22 September 2014

Date 22/09/2014

Below are key highlights for the week ending 19 September 2014 (please click on the attachment for further detail):

  • The SFI declined 0.25% to 117.91.
  • YTD, the STI currently outperforms the SFI by 1.85%.
  • The SFI Government Bond Index fell 0.31%, its third consecutive week of decline.  MTD, the index is down 1.65%.
  • Amidst a general decline in the SFI suite, the SFI Industrial Bond Index was resilient, reaching an all-time high (128.62) on Wednesday before closing the week at 128.47.
  • The SFI Industrial Bond Index is currently represented by 87 constituents with a combined market value of over S$12 billion.  Interest yield for the index is at 4.08%, one of the highest within the SFI suite (SFI: 2.89%).

SFI Returns

 

Index

Total Return (%)

Interest Yield (%)

Week

MTD

YTD

Current

SFI

-0.25%

-1.09%

2.49%

2.89%

SFI Government Bond Index

-0.31%

-1.65%

1.81%

2.68%

SFI Corporate Bond Index

-0.15%

-0.23%

3.57%

3.22%

-       SFI Statutory Board Bond Index

-0.33%

-0.50%

2.90%

2.29%

-       SFI Industrial Bond Index

0.01%

-0.02%

4.13%

4.08%

-       SFI Financial Bond Index

-0.05%

-0.03%

3.99%

3.77%

SFI 1-3 Year Bond Index

-0.01%

-0.06%

0.96%

2.78%

SFI 3-5 Year Bond Index

-0.02%

-0.50%

1.82%

2.68%

SFI 5-7 Year Bond Index

-0.13%

-0.86%

3.32%

2.96%

SFI 7-10 Year Bond Index

-0.38%

-1.58%

3.83%

2.94%

SFI 10+ Year Bond Index

-0.90%

-3.20%

3.37%

3.24%

Equity Benchmark:  Straits Times Index1

-1.21%

-0.66%

4.34%

N/A

Source: Thomson Reuters Datastream (data as of 22 September 2014)

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