Bonds

In an effort to develop the market for bonds we have created 2 bond indexes covering the Singapore and Malaysian Government Bond Markets. Technical manuals are available and some of the back history is available on line free of charge. Please acknowledge the source.

Malaysian Government Securities Index (MGS) - click here for back history.

A joint venture between the quant shop and the Rating Agency of Malaysia (RAM).

4 indexes based on the maturity are available. To be eligible for inclusion in the index, the securities must be guaranteed by the Malaysian Government, have a maturity longer than 1 year, and an issue size greater than MLR 100 million. Base is end January 1994 = 1,000.0.

Singapore Government Securities Index (SGS) - click here for back history.

A joint venture between the quant shop and the UOB.

3 indexes based on the maturity are available. To be eligible for inclusion in the index, the securities must be guaranteed by the Singapore Government and have a maturity longer than 1 year. Base is end January 1995 = 100.0. This replaces the existing
UOB Bond Index.

Equites

EPF quant shop Equity Index

A joint venture with Employees Provident Fund in Malaysia, this is a series of 12 indexes covering combinations of the top 500 stocks in Malaysia.  The Indexes start on at 1,000.000 on 30 June 2002. The Indexes cover the Top 500 stocks, Large cap stocks (top 80% of the market), Medium cap stocks (next 10% of the market) and Small cap stocks (bottom 10%).  Each Index is further divided into value and growth Indexes.

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