Types | Details |
---|---|
Calculation type | Closing price index |
Announcement cycle | Daily closing index announcements on every business day (18:30) |
Date | 2014.12.31(100pt) |
Items | Special bonds, corporate bonds, financial bonds(private), junior FRN, Option, ELS, CB, BW |
Rating | Bonds issued by Korean companies with an integrated ESG rating of B+ or higher from the KCGS, among investment-grade (BBB-) or higher-rated securities. ESG bonds issued in accordance with the International Capital Market Association (ICMA) standards in KRW |
Maturity | Excludes maturity less than 3M |
Rebalancing | Yearly rebalancing based on changes in daily ESG rating |
Weight | Market capitalization weight based on price and outstanding balance |
Duration | Within 3 years(as of 2020.02.14) |
Representative index | Total return index |
Major index | Gross price index, clean price index, reinvest zero index, reinvest call index |
Technical indicators | Average duration, average convexity, average YTM, average coupon, average remaining maturity, basket items |
Name | Details of ESG bond index |
---|---|
KIS ESG Composite Credit Index |
An index composed of special, financial bonds, and corporate bonds with an investment-grade rating (BBB-) or higher, specifically focusing on bonds with an integrated ESG rating of B+ or higher as published by the Korea Corporate Governance Service(KCGS). This index includes KRW-denominated ESG bonds issued in accordance with the International Capital Market Association (ICMA) standards, providing a comprehensive view of the entire ESG bond market. |
KIS Sustinvest ESG Composite Credit Index |
An index composed of special, financial, and corporate bonds with an investment-grade rating (BBB-) or higher, specifically focusing on bonds with an integrated ESG rating of BB or higher as published by Sustinvest. This index includes KRW-denominated ESG bonds issued in accordance with the International Capital Market Association (ICMA) standards, providing a comprehensive view of the entire ESG bond market. |
KIS Who’s Good ESG Composite Credit Index |
An index composed of special, financial, and corporate bonds with an investment-grade rating (BBB-) or higher, specifically focusing on bonds with an integrated ESG rating of BBB or higher as published by Who's Good. This index also includes KRW-denominated ESG bonds issued in accordance with the International Capital Market Association (ICMA) standards, providing a comprehensive view of the entire ESG bond market. |
KIS-Daishin ESG Composite Credit Index |
An index composed of special, financial, and corporate bonds with an investment-grade rating (BBB-) or higher, specifically focusing on bonds with an integrated ESG rating of B+ or higher as published by Daishin Economic Research Institute. This index also includes KRW-denominated ESG bonds issued in accordance with the International Capital Market Association (ICMA) standards, providing a comprehensive view of the entire ESG bond market. |
KIS Composite Comparative Index |
An index consists of a basket of bonds from the special, financial, and corporate bonds that are part of the KIS Composite Bond Index and have an investment-grade rating (BBB-) for the purpose of comparing with the KIS ESG Bond Index. |