ESG
KISP ESG Index
  • Development of the industry's first ESG composite bond index
  • ESG investments by pension/institutional funds, benchmark open funds, development of ESG-related financial products
  • Customized index available based on actual portfolio management strategies
KIS ESG Composite Bond Index
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
KIS ESG Bond Index Family
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.