capital gain/loss + total interest gained + reinvestment return
capital gain/loss + accrued interest
index which coupon rate or interests earned by YTM are removed
capital gain/loss + total interest gained + reinvestment return
capital gain/loss + total interest gained
01 Issuance Information | Collect issuance information on newly issued, traded bonds |
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02 Basketadditional explanationSelection | Selection of the bonds for the Index |
03 Price Information | Market price, Accrued interest, Cash flow information collected on selected bonds |
04 Index Calculation | Calculate the rate of return by using the price, Accrued interest, cash flow, of the bond |
05 Announcement | Calculated Index data is sent to different mediums and clients |
Basketadditional explanation A set of hypothetical bonds that meet the index criteria among the various bonds.