Sunday, 25 October 2015

SSB Interest Rate Estimates (Nov 15)

For an explanation of the statistics and the statistics for the last month, please click here.


1-Year 2-Year 5-Year 10-Year
SSB Rates for Oct 1.18% 1.19% 2.16% 2.78%
Avg SGS Yield for Sep 1.18% 1.19% 2.19% 2.77%
Avg SGS Yield for Oct (Todate) 1.24% 1.14% 1.82% 2.44%
Avg SGS Yield for Oct (Estimated) 1.22% 1.14% 1.81% 2.43%
Difference (Todate) 0.06% -0.05% -0.37% -0.33%
Difference (Estimated) 0.04% -0.05% -0.38% -0.34%

To compute a more updated estimate using the actual SGS yields after 25 Oct, you can refer to the SGS website for the daily SGS yields.


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Sunday, 18 October 2015

Structured Warrant Statistics (Sep 15)

For an explanation of the statistics, please click here.
For the statistics of the last quarter, please click here.


No. of Structured Warrants

No. of Structured Warrants (Sep 15)


% Puts

% Structured Warrants as Puts (Sep 15)


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Sunday, 11 October 2015

REIT Yield Statistics (Sep 15)

For an explanation of the statistics, please click here.
For the statistics of the last month, please click here.


Median REIT Yield Movement

Median REIT Yield Movement (Sep 15)


Cumulative Median REIT Yield Distribution

Cumulative REIT Yield Distribution (Sep 15)


Sunday, 4 October 2015

SGS Yield Statistics (Sep 15)

For an explanation of the statistics, please click here.
For the statistics of the last month, please click here.


Cumulative Interest Rate Distribution

Cumulative Interest Rate Distribution (Sep 15)


Interest Rate Movement

Interest Rate Movement (Sep 15)