Sunday 24 January 2016

SSB Interest Rate Estimates (Feb 16)

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


1-Year2-Year5-Year10-Year
SSB Rates for Jan1.00%1.06%1.89%2.50%
Avg SGS Yield for Dec1.00%1.06%1.89%2.50%
Avg SGS Yield for Jan (Todate)1.09%1.12%1.94%2.47%
Avg SGS Yield for Jan (Estimated)1.09%1.12%1.91%2.44%
Difference (Todate)0.09%0.06%0.05%-0.03%
Difference (Estimated)0.09%0.06%0.02%-0.05%

To compute a more updated estimate using the actual SGS yields after 22 Jan, you can refer to the SGS website for the daily SGS yields.


See related blog posts:

Sunday 17 January 2016

Structured Warrant Statistics (Dec 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 (Dec 15)


% Puts

% Structured Warrants as Puts (Dec 15)


Please note that this series on structured warrant statistics will be discontinued due to declining interest.


See related blog posts:

Sunday 10 January 2016

REIT Yield Statistics (Dec 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 (Dec 15)


Cumulative Median REIT Yield Distribution

Cumulative REIT Yield Distribution (Dec 15)


Sunday 3 January 2016

SGS Yield Statistics (Dec 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 (Dec 15)


Interest Rate Movement

Interest Rate Movement (Dec 15)