Index Name | 1D Change | Average Duration | Yield to Maturity | Spread | Rating |
---|---|---|---|---|---|
Israeli Composite Bond Fixed Rate iNDEX | -0.08% | 5.14 | 4.80% | 78 | ilAA |
Israeli Non-Linked Composite Bond iNDEX | -0.15% | 4.76 | 4.67% | 57 | ilAA |
Israeli Non-Linked Long Bonds up to 20% Gov Bond iNDEX | -0.26% | 7.33 | 5.17% | 94 | ilAA |
Israeli CPI-Linked Composite Bond iNDEX | -0.01% | 5.46 | 2.13% | 91 | ilAA+ |
As of | 19/03/2024 |
Yield to Maturity calculated on non-linked basis, meaning CPI-linked securites’ YTM been adjusted to market implied inflation
Adjusted Rating calculated based on ilAAA rating for Israel government bonds and ilBB rating for non-rated corporate bonds