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Corporate Rating Indices

ilAAA-ilAA Rating
Index Name1D ChangeAverage DurationYield to MaturitySpreadRating
indeX Israeli AA & up Balanced Bond-0.11%4.251.42%111ilAA
indeX Israeli AA & up Non-Linked Bond-0.10%4.131.33%106ilAA
indeX Israeli AA & up CPI-Linked Bond-0.14%4.610.10%116ilAA
indeX Israeli AAA-AA Financials Non-Linked Bond-0.13%4.041.06%79ilAA
indeX Israeli AAA-AA Financials CPI-Linked Bond-0.07%3.45-0.36%74ilAA+
indeX Israeli AAA-AA ex Financials Non-Linked Bond-0.06%4.141.70%143ilAA
indeX Israeli AAA-AA ex Financials CPI-Linked Bond-0.17%5.010.29%135ilAA
ilAA-ilA Rating
Index Name1D ChangeAverage DurationYield to MaturitySpreadRating
indeX Israeli AA-A Spread Mechanism-0.17%4.311.82%152ilAA-
indeX Israeli AA-A Non-Linked Bond-0.17%3.921.70%145ilAA-
indeX Israeli AA-A CPI-Linked Bond-0.19%3.700.48%156ilA+
indeX Israeli AA-A CPI-Linked 0-2 Bond-0.13%1.220.59%165ilAA-
indeX Israeli AA-A Domestic 1-3 Bond-0.16%2.021.38%128ilA+
ilA Rating
Index Name1D ChangeAverage DurationYield to MaturitySpreadRating
indeX Israeli A Balanced Bond-0.32%3.202.61%243ilA
indeX Israeli A Issuer Capped-0.27%3.242.80%262ilA
indeX Israeli A CPI-Linked Bond-0.36%3.291.09%219ilA
indeX Israeli A Non-Linked Bond-0.29%3.192.72%255ilA
indeX Israeli A Non-Linked Domestic Bond-0.29%3.381.96%177ilA
indeX Israeli A Domestic 2-4 Bond-0.27%2.961.91%176ilA
ilBBB-HY Rating
Index Name1D ChangeAverage DurationYield to MaturitySpreadRating
indeX Israeli BBB-HY Bond-0.14%2.634.74%463ilBB+
As of 28/01/2021

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