Maturity Bond Indices

ILS Maturity Bond Indices
Index Name1D ChangeAverage DurationYield to MaturitySpreadRating
indeX Israeli Maturity Bonds 20220.03%1.041.63%159ilAA-
indeX Israeli Maturity Bonds 20240.04%2.402.17%197ilAA-
indeX Israeli AA-A Maturity Bonds 20240.05%2.301.89%171ilA+
indeX Israeli AAA-A Maturity Bonds 20250.04%3.051.57%131ilAA-
As of 12/04/2021

Yield to Maturity calculated on non-linked basis, meaning CPI-linked securites’ YTM been adjusted to market implied inflation
Adjusted Rating calculated based on ilAAA rating for Israel government bonds

 

USD Maturity Bond Indices
Index Name1D ChangeAverage DurationYield to MaturitySpreadRating
As of 08/04/2021