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Please acknowledge the source: UOB SGS Index

Daily Index Levels

Index Modified Duration

Average Yield
All Short Long All Short Long All Short Long
Jan-99       118.475        114.448       120.363          3.49         1.63       5.23
Feb-99       118.601        114.816       120.288          3.59          1.62       5.10
Mar-99       120.018        116.052       121.800          3.70          1.62       5.04
Apr-99       121.903        116.980       124.380          3.65         1.65       4.98
May-99       119.942        116.258       121.509          3.60          1.69       5.04
Jun-99       119.750        116.302       121.130          3.53          1.61       4.94
Jul-99       119.040        116.089       120.156          3.84          1.70       5.04
Aug-99       119.880        116.753       121.008         3.92         1.72       4.99
Sep-99 121.654 118.144 123.076 3.77 1.69 4.93
Oct-99 121.698 118.417 122.987 3.72 1.61 4.82
Nov-99 122.330 118.253 124.104 3.66 1.64 4.87
Dec-99 122.673 118.478 124.518 3.65 1.65 4.77
Jan-00 122.976 118.295 125.110 3.59 1.56 4.74
Feb-00 123.877 118.459 126.459 3.60 1.61 4.78
Mar-00 124.351 118.620 127.092 3.84 1.60 4.87
Apr-00 124.623 118.572 127.540 3.71 1.72 4.82
May-00 124.024 118.351 126.721 3.63 1.63 4.73
Jun-00 124.335 118.763 126.973 3.67 1.79 4.77
Jul-00 124.993 119.118 127.797 4.02 1.7 5.22
Aug-00 125.555 119.616 128.392 3.95 1.62 5.07 3.32 2.57 3.68
Sep-00 126.337 120.032 129.340 4.21 1.93 5.15 3.35 2.94 3.51
Oct-00 127.147 120.503 130.297 3.37 1.85 5.10 3.37 2.95 3.54
Nov-00 128.460 120.937 132.035 3.98 1.77 5.04 3.32 2.83 3.56
Dec-00 129.106 121.320 132.815 3.90 1.69 4.95 3.41 2.75 3.72
Jan-01 131.492 122.379 135.886 3.88 1.61 4.85 3.34 2.76 3.59
Feb-01 132.882 123.424 137.440 3.83 1.67 4.92 3.28 2.83 3.50
Mar-01 132.556 123.286 137.020 3.93 1.59 4.97 3.31 2.85 3.51
Apr-01 133.149 123.679 137.728 3.92 1.78 4.91 3.30 2.77 3.55
May-01 133.899 124.060 138.675 3.20 1.95 5.03 3.31 2.74 3.62
Jun 01 134.291 124.364 139.117 3.84 1.88 4.93 3.44 2.70 3.86
Jul 01 134.812 124.786 139.686 4.11 1.79 5.28 3.37 2.27 3.68
Aug 01 135.415 125.042 140.480 4.06 1.72 5.23 2.85 2.28 3.13
Sep 01 136.643 125.797 141.948 4.48 1.65 5.76 2.72 2.02 3.04
Oct 01 140.210 127.461 146.441 4.46 1.57 5.68 2.13 1.29 2.48
Nov 01 137.310 127.249 142.258 4.45 1.91 5.74 2.60 1.59 3.11
Dec 01 134.956 126.344 139.094 4.32 1.82 5.61 3.04 2.03 3.57
Jan 02 135.787 127.042 139.987 4.27 1.74 5.59 2.91 1.83 3.47
Feb-02 136.926 127.800 141.404 4.32 1.92 5.89 2.76 1.74 3.42
Mar-02 136.291 127.723 140.337 4.24 1.85 5.82 2.86 1.81 3.55
Apr-02 137.422 128.379 141.808 4.32 1.96 5.76 2.73 1.64 3.39
May 02 137.684 128.415 142.216 4.25 1.89 5.67 2.71 1.63 3.36
Jun 02 139.328 128.804 144.702 4.31 1.89 5.64 2.57 1.56 3.12
Jul 02 140.196 129.548 145.634 4.48 1.80 5.85 2.47 1.32 3.05
Aug 02 141.544 129.784 147.609 4.44 1.74 5.79 2.34 1.29 2.89
Sep 02 142.832 129.701 149.598 4.65 1.72 5.93 2.33 1.42 2.73
Oct 02 144.920 130.405 152.581 4.61 1.93 6.25 2.09 1.31 2.57
Nov 02 145.723 130.903 153.600 4.47 1.88 6.19 1.96 1.15 2.50
Dec 02 148.004 131.334 157.260 4.45 1.79 6.16 1.73 1.02 2.19
Jan 03 148.936 131.651 158.654 4.41 1.71 6.16 1.61 0.93 2.06
Feb 03 150.280 131.975 160.682 4.58 1.83 6.11 1.52 0.88 1.88
Mar 03 151.425 132.080 162.493 4.59 1.75 6.09 1.45 0.88 1.74
Apr 03 151.305 132.304 162.173 4.52 1.67 5.87 1.45 0.82 1.75
May 03 152.870 132.653 162.434 4.78 1.82 5.83 1.39 0.74 1.57
Jun 03 151.954 132.688 163.085 4.67 1.73 5.71 1.46 0.76 1.70
Jul 03 147.128 132.171 156.401 4.75 1.65 5.83 2.08 1.03 2.45
Aug 03 143.546 131.855 151.391 4.59 1.59 5.68 2.55 1.23 3.03
Sep 03 145.831 132.424 154.409 4.79 1.51 5.90 2.31 1.03 2.74
Oct 03 143.250 132.298 150.825 4.66 1.43 5.74 2.65 1.16 3.15
Nov 03 143.306 132.364 150.921 4.72 1.44 5.65 2.73 1.22 3.16
Dec 03 145.905 133.015 154.222 4.69 1.35 5.61 2.43 0.93 2.85
Jan 04 148.054 132.935 157.154 4.69 1.27 5.64 2.24 1.04 2.57
Feb 04 148.701 133.274 157.989 4.90 2.12 5.97 2.24 1.17 2.65
Mar 04 150.704 133.850 160.649 4.92 2.05 5.96 2.08 1.03 2.46
Apr 04 149.862 133.827 159.454 4.81 1.98 5.78 2.20 1.08 2.59
May 04 149.536 133.592 159.084 4.72 1.90 5.69 2.29 1.22 2.66
Jun 04 148.876 133.520 158.168 4.61 1.81 5.58 2.40 1.30 2.78
Jul 04 149.831 133.395 159.558 4.81 1.73 5.80 2.43 1.43 2.76
Aug 04 150.615 133.209 160.817 4.59 1.69 5.74 2.39 1.59 2.70
Sep 04 151.058 133.362 161.403 4.65 1.62 5.82 2.41 1.61 2.71
Oct 04 152.506 133.664 163.400 4.91 2.00 5.89 2.36 1.64 2.60
Nov 04 153.940 133.916 165.348 4.86 1.92 5.84 2.25 1.62 2.46
Dec 04 155.882 134.117 168.040 4.82 1.83 5.80 2.10 1.62 2.25
Jan_05 154.250 134.032 165.736 4.74 1.75 5.75 2.31 1.74 2.51
Feb 05 153.190 133.567 164.404 4.72 1.90 5.66 2.53 2.02 2.70
Mar 05 152.693 133.531 163.714 4.72 1.82 5.65 2.66 2.13 2.83
 Apr 05 154.782 133.869 166.672 4.69 1.96 5.77 2.47 2.12 2.61
May 05 156.503 134.238 169.075 4.64 1.88 5.73 2.34 2.08 2.44
Jun 05 157.032 134.710 169.636 4.56 1.80 5.65 2.28 1.97 2.40
Jul 05 157.383 134.906 170.051 4.57 1.93 6.02 2.28 2.00 2.43
Aug 05 156.454 135.009 168.438 4.56 2.00 5.90 2.42 2.06 2.61
Sep 05 156.013 134.507 168.035 4.87 1.93 6.29 2.65 2.36 2.76
Oct 05 155.086 134.475 166.590 4.76 1.85 6.12 2.79 2.47 2.94
Nov 05 154.035 134.040 165.188 4.67 1.77 6.04 3.03 2.76 3.16
Dec 05 154.636 134.514 165.861 4.59 1.69 5.96 2.98 2.67 3.12
Jan 06 154.136 134.58 165.002 4.54 1.86 6.39 3.10 2.83 3.28
Feb 06 153.968 134.614 164.691 4.63 1.89 6.17 3.22 2.98 3.36
Mar 06 153.539 134.440 164.123 4.92 2.04 6.17 3.38 3.22 3.45
Apr 06 154.711 135.172 165.544 4.81 1.97 6.12 3.27 3.09 3.35
May 06 155.963 136.134 166.914 4.73 1.89 6.04 3.13 2.85 3.26
Jun 06 155.152 135.998 165.773 4.63 1.80 5.90 3.31 3.02 3.43
Jul 06 156.119 136.611 166.932 4.63 1.74 5.89 3.23 2.93 3.36
Aug 06 156.831 136.561 168.081 4.50 1.66 5.83 3.25 3.11 3.32
Sep 06 158.415 137.180 170.207 4.56 1.59 5.92 3.07 2.95 3.13
 

October 2006 Daily Index and Prices

November 2006 Daily Index and Prices

December 2006 Daily Index and Prices

January 2007 Daily Index and Prices

February 2007 Daily Index and Prices

March 2007 Daily Index and Prices

April 2007 Daily Index and Prices

May 2007 Daily Index and Prices

June 2007 Daily Index and Prices

July 2007 Daily Index and Prices

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.

This Index is 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.

 

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