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| 01. MKBP
Composite Bond Index (1/2) |
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 MKBP
Composite Bond Index |
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The composite benchmark representative
of the whole domestic bond market |
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| Index
Composition |
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Composed of investment grade
bonds with credit ratings of BBB- or above and remaining
maturities longer than 3 months |
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Private placements, subordinated
issues, FRN, CB and other option-embedded bonds
are excluded |
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Government bonds and municipals
with remaining maturity over 10 years, corporates,
financial bonds and special bonds with remaining
maturity over 5 years are excluded |
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Only bonds with outstanding
amounts over 1 billion won are included |
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| Index
Characteristics |
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The MKBP Composite Bond Index
is a total return index computed by total market
capitalization and rebalanced at a daily basis |
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| Auxiliary
Indicators |
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Yield Indicators: Weighted-average
YTM, weighted-average coupon rate |
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Price Indicators: Weighted-average
price |
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Maturity Indicators: Weighted-average
maturity, weighted-average duration and convexity |
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Introduction
Overview
KBP
Indices
Overview
