ilAAA-ilAA Rating
| Index Name | 1D Change | Average Duration | Yield to Maturity | Spread | Rating |
|---|---|---|---|---|---|
| iNDEX Israeli AA & up Balanced Bond | 0.47% | 3.97 | 3.50% | 156 | ilAA |
| iNDEX Israeli AA & up Non-Linked Bond | 0.47% | 3.65 | 3.35% | 143 | ilAA |
| iNDEX Israeli AA & up CPI-Linked Bond | 0.53% | 4.53 | 1.09% | 172 | ilAA |
| iNDEX Israeli AA & up Non-Linked 0-3 | 0.32% | 1.81 | 2.47% | 92 | ilAA |
| iNDEX Israeli AA & up CPI-Linked 0-3 | 0.24% | 1.32 | -0.21% | 160 | ilAA |
| iNDEX Israeli AAA-AA Financials Non-Linked Bond | 0.45% | 3.91 | 3.01% | 108 | ilAA |
| iNDEX Israeli AAA-AA Financials CPI-Linked Bond | 0.34% | 3.36 | 0.28% | 129 | ilAA+ |
| iNDEX Israeli AAA-AA ex Financials Non-Linked Bond | 0.47% | 3.49 | 3.70% | 180 | ilAA |
| iNDEX Israeli AAA-AA ex Financials CPI-Linked Bond | 0.59% | 4.86 | 1.38% | 190 | ilAA |
| iNDEX AAA-AA TA Bond 0-2 | 0.16% | 1.09 | 2.46% | 133 | ilAA |
| iNDEX Israeli Bond AA Equal Weight | 0.45% | 4.03 | 3.67% | 173 | ilAA |
ilAA-ilA Rating
| Index Name | 1D Change | Average Duration | Yield to Maturity | Spread | Rating |
|---|---|---|---|---|---|
| iNDEX Israeli AA-A Spread Mechanism | 0.53% | 4.29 | 3.88% | 186 | ilAA |
| iNDEX Israeli AA-A Non-Linked Bond | 0.41% | 3.52 | 3.60% | 172 | ilAA- |
| iNDEX Israeli AA-A ILS-Linked 0-2 | 0.17% | 1.24 | 2.69% | 149 | ilA+ |
| iNDEX Israeli AA-A CPI-Linked Bond | 0.49% | 4.17 | 1.53% | 225 | ilAA- |
| iNDEX Israeli AA-A CPI-Linked 0-2 Bond | 0.28% | 1.12 | 0.41% | 237 | ilA+ |
| iNDEX Israeli AA-A Domestic 1-3 Bond | 0.39% | 1.87 | 3.66% | 193 | ilA+ |
ilA Rating
| Index Name | 1D Change | Average Duration | Yield to Maturity | Spread | Rating |
|---|---|---|---|---|---|
| iNDEX Israeli A Balanced Bond | 0.42% | 3.31 | 4.73% | 280 | ilA |
| iNDEX Israeli A Issuer Capped | 0.40% | 3.20 | 4.72% | 279 | ilA |
| iNDEX Israeli A CPI-Linked Bond | 0.52% | 3.71 | 2.11% | 291 | ilA |
| iNDEX Israeli CPI-Linked A Equal Weight | 0.51% | 3.77 | 2.12% | 295 | ilA |
| iNDEX Israeli A Non-Linked Bond | 0.40% | 3.02 | 4.43% | 256 | ilA |
| iNDEX Israeli Issuers A Non-Linked Bond | 0.43% | 3.20 | 4.05% | 215 | ilA |
| iNDEX Israeli A Non-Linked Stable or Positive Rating Outlook | 0.43% | 3.18 | 4.07% | 218 | ilA |
| iNDEX Israeli A Domestic 2-4 Bond | 0.41% | 2.97 | 4.46% | 240 | ilA |
| iNDEX Israeli Bond A Equal Weight | 0.40% | 3.21 | 4.60% | 269 | ilA |
ilBBB-HY Rating
| Index Name | 1D Change | Average Duration | Yield to Maturity | Spread | Rating |
|---|---|---|---|---|---|
| Benchmark Israeli CPI-Linked up to A Bond | 0.56% | 3.31 | 1.96% | 291 | ilA |
| Benchmark Israeli Non-Linked up to A Bond | 0.34% | 2.56 | 4.87% | 313 | ilA- |
| iNDEX Israeli BBB-HY Bond | 0.28% | 2.73 | 5.73% | 383 | ilBBB- |
| As of | 29/05/2022 |
Yield to Maturity calculated on non-linked basis, meaning CPI-linked securites’ YTM been adjusted to market implied inflation
Adjusted Rating calculated based on ilBB rating for non-rated corporate bonds