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ISEQ® Bond Index Data

The suite of ISE indices includes its Benchmark Equity Indices,Strategic Equity Indices and Bond Index Series .

The ISE produces 6 Official Price Bond Indices and 6 Official Total Return Bond Indices, "ISEQ®-BIS". These are calculated once per day at 4.30pm. The 12 bond indices are categorised by the time to maturity. The categories are as follows:

SEDOLBondindexMaturityBand
B0FXSJ8ISEQ® All BondIndex(Price)Constituent time to maturity is > 20 days
B0G2JK2ISEQ® All BondIndex(Return)Constituent time to maturity is > 20 days
B0FXSK9ISEQ® Under 3BondIndex(Price)Constituent time to maturity is > 20 days and < 1,096 days
B0G2JM4ISEQ® Under 3BondIndex(Return)Constituent time to maturity is > 20 days and < 1,096 days
B0FXSM1ISEQ® Under 5BondIndex(Price)Constituent time to maturity is > 20 days and < 1,826 days
B0G2JN5ISEQ® Under 5BondIndex(Return)Constituent time to maturity is > 20 days and < 1,826 days
B0FXSN2ISEQ® Under10BondIndex(Price)Constituent time to maturity is > 20 days and < 3,651 days
B0G2JP7ISEQ® Under10BondIndex(Return)Constituent time to maturity is > 20 days and < 3,651 days
B0FXSP4ISEQ® 5 PlusBondIndex(Price)Constituent time to maturity is > 1,825 days
B0G2JR9ISEQ® 5 PlusBondIndex(Return)Constituent time to maturity is > 1,825 days
B0FXSQ5ISEQ® 10 PlusBondIndex(Price)Constituent time to maturity is > 3,650 days
B0G2JS0ISEQ® 10 PlusBondIndex(Return)Constituent time to maturity is > 3,650 days


Admission to the ISEQ®-BIS is subject to the following criteria.

1. The bond included in the calculation of the index will be a fixed coupon Irish Government Bond.
2. The bond has more than 20 days to maturity and is within the required maturity bands for the index.


ISEQ® Bond Index Base Date and Value:
All 6 ISEQ® Price Bond Indices are based at 100 on the 30th June 2004.
Historic data for the ISEQ®-BIS from March 2003 onwards is available.

ISEQ® Bond Indices (Total Return) Overview.
Like the ISEQ® Price BIS, the ISEQ® Return  BIS is comprised of  ISEQ® All Bond Index (Return), ISEQ® Under 3 Bond Index (Return),  ISEQ® Under 5 Bond Index (Return),  ISEQ® Under 10 Bond Index (Return), ISEQ® 5 Plus Bond Index (Return),  ISEQ® 10 Plus Bond Index (Return). The components of the ISEQ® Return BIS and the rules for inclusion are the same as for the ISEQ® Price BIS.

The difference between the ISEQ® Price BIS and ISEQ® Return BIS is that the ISEQ® Price BIS uses the clean prices while the ISEQ® Return BIS uses the dirty prices in the calculation of the indices. The dirty price is the clean price plus accrued interest. In this way investors can see the "total" return from the market.

The ISEQ® Return BIS has the same base dates, values and Historical performance as the ISEQ® Price BIS.     

 

   
 

 

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