Monday, August 7, 2017

SFI Weekly - 7 August 2017

 

 

 

 

7 August 2017

 

 

 

 

Singapore Fixed Income Indices (SFI) Weekly – 7 August 2017

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

SFI Weekly

 

 

Key highlights for the week ending 4 August 2017

 

 

 

 

 

·         Last week, the SFI edged down 0.04%, while the equity market, as measured by the STI, lost 0.13%.

 

·         YTD, the SFI has underperformed the STI by 11.54% (3.93% vs. 15.47%).

 

·         Gains in the Corporate Bond segment were outweighed by losses from Government Bonds.

 

·         Sub-indices across the corporate bond segment rose across the board. The SFI Financial Bond Index gained the most, ending the week 0.15% higher.

 

·         The SFI was rebalanced last Tuesday, 1 August 2017 – two new issuances were added to the suite.

 

·         The SGD weakened against the USD, down 0.28% last week. YTD, the SGD has appreciated 5.80% against the USD.

 

 

 

SFI Returns

Index

Total Return (%)

Interest Yield (%)

Yield to Maturity (%)

Week

MTD

YTD

Current

Current

 

SFI

-0.04%

-0.05%

3.93%

2.82%

2.27%

SFI Government Bond Index

-0.14%

-0.13%

3.56%

2.63%

2.10%

SFI Corporate Bond Index

0.12%

0.09%

4.45%

3.15%

2.71%

-       SFI Statutory Board Bond Index

0.09%

0.09%

4.65%

2.47%

2.06%

-       SFI Industrial Bond Index

0.12%

0.06%

4.97%

3.96%

3.53%

-       SFI Financial Bond Index

0.15%

0.10%

4.65%

3.38%

3.00%

SFI Government 1-3 Year Bond Index

0.01%

0.01%

1.19%

2.65%

1.25%

SFI 1-3 Year Bond Index

0.03%

0.03%

1.78%

3.03%

2.03%

SFI 3-5 Year Bond Index

0.08%

0.06%

3.31%

2.56%

1.91%

SFI 5-7 Year Bond Index

0.00%

-0.01%

4.15%

2.84%

2.03%

SFI 7-10 Year Bond Index

-0.04%

-0.03%

5.39%

2.85%

2.20%

SFI 10+ Year Bond Index

-0.33%

-0.37%

6.24%

2.82%

2.54%

 

Equity Benchmark:  Straits Times Index1

-0.13%

-0.09%

15.47%

N/A

N/A

 

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