Monday, June 11, 2018

FW: SFI Weekly - 11 June 2018

 

 

 

 

 

 

 

11 June 2018

 

 

 

 

Singapore Fixed Income Indices (SFI) Weekly – 11 June 2018

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

SFI Weekly

 

 

Key highlights for the week ending 11 June 2018

 

 

 

 

 

  • Last week, the SFI was down 0.13%, while the equity market, as measured by the STI gained 0.26%.

 

  • YTD, the SFI has underperformed the STI by 2.87% (-1.89% vs. 0.98%).

 

  • Government bonds dipped 0.21% while corporate bonds remain unchanged.

 

  • Within the corporate bonds segment, the SFI Financial Bond Index led gains with 0.12% increase.

 

  • The 3-month SIBOR increased 0.37bps over the past week.

                                                                                       

  • The SGD strengthened against the USD, up 0.23% last week. YTD, the SGD has depreciated 0.06% against the USD.

                                                                                     

 

 

SFI Returns

Index

Total Return (%)

Interest Yield (%)

Yield to Maturity (%)

Week

MTD

YTD

Current

Current

 

SFI

-0.13%

-0.09%

-1.89%

2.80%

2.83%

SFI Government Bond Index

-0.21%

-0.13%

-2.24%

2.57%

2.65%

SFI Corporate Bond Index

0.00%

-0.01%

-1.30%

3.18%

3.23%

-       SFI Statutory Board Bond Index

-0.16%

-0.21%

-1.91%

2.59%

2.89%

-       SFI Industrial Bond Index

0.11%

0.13%

-0.22%

3.78%

3.68%

-       SFI Financial Bond Index

0.12%

0.13%

-1.04%

3.47%

3.46%

SFI Government 1-3 Year Bond Index

-0.03%

-0.02%

0.38%

2.22%

2.01%

SFI 1-3 Year Bond Index

-0.01%

0.00%

0.26%

2.70%

2.46%

SFI 3-5 Year Bond Index

-0.03%

-0.03%

-0.77%

2.55%

2.61%

SFI 5-7 Year Bond Index

0.02%

0.04%

-1.59%

2.81%

2.62%

SFI 7-10 Year Bond Index

-0.35%

-0.26%

-3.07%

3.02%

2.98%

SFI 10+ Year Bond Index

-0.57%

-0.42%

-5.84%

3.02%

3.05%

 

Equity Benchmark:  Straits Times Index1

0.26%

0.24%

0.98%

N/A

N/A

 

 

Source: Thomson Reuters Datastream (data as of 11 June 2018)

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

 

Did you know?

The TR/SGX SFI has been selected as the recommended Singapore fixed income benchmark by United Overseas Bank (UOB) following the discontinuation of the UOB SGS Index in June 2017. To find out more about the SFI and access the index resources, please visit the SFI webpage at www.sgx.com/sfi.

 

If you require any further information regarding the SFI, please contact index@sgx.com.

 

Index Services

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