Singapore Fixed Income Indices (SFI) Weekly

SFI Weekly

Key highlights for the week ending 14 November 2014

The SFI lost 0.10% to 119.44.
YTD, the STI currently outperforms the SFI by 0.87%.
The SFI and major sub-indices ended the week higher. Gains were largely driven by corporate bonds, with the SFI Corporate Bond Index gaining 0.15%.
Corporate Financial Bonds (SFI Financial Bond Index) currently outperform the broader SFI and STI and have made monthly gains in ten consecutive months. Month-to-date, the index is up 0.24%.
YTD, correlation between the SFI and STI is at approximately -16%. For the same time period last year, correlation was at approximately 26%.

SFI Returns

Index	Total Return (%)			Interest Yield (%)
Index	Week	MTD	YTD	Current
SFI	0.10%	0.03%	3.81%	2.85%
SFI Government Bond Index	0.08%	-0.03%	3.47%	2.57%
SFI Corporate Bond Index	0.15%	0.12%	4.34%	3.23%
- SFI Statutory Board Bond Index	0.08%	-0.02%	3.84%	2.31%
- SFI Industrial Bond Index	0.19%	0.20%	4.55%	4.13%
- SFI Financial Bond Index	0.20%	0.24%	4.82%	3.75%
SFI 1-3 Year Bond Index	0.05%	0.03%	1.27%	2.76%
SFI 3-5 Year Bond Index	0.11%	0.01%	2.68%	2.63%
SFI 5-7 Year Bond Index	0.15%	0.14%	4.48%	2.90%
SFI 7-10 Year Bond Index	0.12%	-0.10%	5.71%	2.92%
SFI 10+ Year Bond Index	0.12%	0.08%	6.62%	3.16%
Equity Benchmark: Straits Times Index¹	0.89%	1.27%	4.68%	N/A

Source: Thomson Reuters Datastream (data as of 17 November 2014)

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

Singapore Fixed Income Indices (SFI) Weekly – 17 November 2014