Thomson Reuters BPA Malaysia Indices Monthly Performance Report
Transcription
Thomson Reuters BPA Malaysia Indices Monthly Performance Report
THOMSON REUTERS BPA MALAYSIA ALL BOND INDEX ATTRIBUTION ANALYSIS – MONTHLY REPORT Overview as at end of June 2016 The Thomson Reuters BPA Malaysia All Bond Index Series covers the Malaysia Ringgit denominated, long term investment graded Conventional and Islamic bonds. As of 30 June 2016, the index consisted of 1161 bonds with a total market capitalization of MYR 971 billion. Index constituents undergo calculation, review and rebalancing on a daily basis. The index history is backfilled to 01 January 2007. The Performance Attribution Report helps to determine how the asset allocation and selection of securities affects your portfolio’s performance when compared to the performance of the TR BPAM All Bond Index. PERFORMANCE ATTRIBUTION FOR TR BPAM BOND INDEX INDEX SEGMENT MONTHLY INDEX RETURNS MARKET CAP (RM ‘BIO) ALLOCATION EFFECT 0.96% 971.14 - TR BPAM GOV ALL BOND IDX 1.11% 614.48 0.73 TR BPAM QUASI GOV ALL BOND IDX 0.77% 150.01 0.12 TR BPAM FIN ALL BOND IDX 0.53% 18.14 0.01 TR BPAM CORP GUA ALL BOND IDX 0.75% 36.39 0.03 TR BPAM CORP ALL BOND IDX 0.61% 152.13 0.10 TR BPAM CONV BOND IDX 1.14% 403.08 0.49 TR BPAM GOV BOND IDX 1.24% 353.64 0.47 TR BPAM QUASI GOV BOND IDX 0.52% 15.53 0.01 TR BPAM FIN BOND IDX 0.52% 9.17 0.01 TR BPAM CORP GUA BOND IDX 0.48% 11.64 0.01 TR BPAM CORP BOND IDX 0.28% 13.10 0.00 TR BPAM SUKUK IDX 0.82% 568.06 0.50 TR BPAM GOV SUK IDX 0.93% 260.83 0.26 TR BPAM QUASI GOV SUK IDX 0.81% 134.47 0.12 TR BPAM FIN SUK IDX 0.53% 8.97 0.01 TR BPAM CORP GUA SUK IDX 0.87% 24.75 0.02 TR BPAM CORP SUK IDX 0.64% 139.03 0.10 TR BPAM ALL BOND IDX THOMSON REUTERS BPA MALAYSIA ALL BOND INDEX – ATTRIBUTION ANALYSIS – MONTHLY REPORT ALLOCATION EFFECT TR BPAM CORP SUK IDX TR BPAM CORP GUA SUK IDX TR BPAM FIN SUK IDX TR BPAM QUASI GOV SUK IDX TR BPAM GOV SUK IDX TR BPAM SUKUK IDX TR BPAM CORP BOND IDX TR BPAM CORP GUA BOND IDX TR BPAM FIN BOND IDX TR BPAM QUASI GOV BOND IDX TR BPAM GOV BOND IDX TR BPAM CONV BOND IDX TR BPAM CORP ALL BOND IDX TR BPAM CORP GUA ALL BOND IDX TR BPAM FIN ALL BOND IDX TR BPAM QUASI GOV ALL BOND IDX TR BPAM GOV ALL BOND IDX 0.00 0.10 0.20 0.30 0.40 Allocation effect = subindex contribution to weight * subindex contribution to return = (weight of subindex / weight of main index) * (return of subindex / return of main index WEIGHING EFFECT BY PRINCIPAL (MARKET CAP VS RETURNS) ALL Bond Index Conventional Index Sukuk Index Note: Bubble size depicts market capitalisation 0.50 0.60 0.70 0.80 ABOUT BPA MALAYSIA BPA Malaysia is a registered Bond Pricing Agency as accredited by the Securities Commission of Malaysia. Since 2005, we have been the market leader in delivering daily evaluated pricing, index and reference data services on more than 2,500 Malaysian bonds and sukuk. BPA Malaysia serves over 100 local and international financial institutions, supporting their key data needs for portfolio valuation, risk management and regulatory compliance. For more information about BPA Malaysia, please visit bpam.com.my ABOUT THOMSON REUTERS Thomson Reuters is the world’s leading source of intelligent information for businesses and professionals. We combine industry expertise with innovative technology to deliver critical information to leading decision makers in the financial, legal, tax and accounting, healthcare and science and media markets, powered by the world’s most trusted news organization. With headquarters in New York and major operations in London and Eagan, Minnesota, Thomson Reuters employs more than 55,000 people and operates in over 100 countries. For more information, go to financial.thomsonreuters.com/indices GENERAL ENQUIRIES General Enquiries: [email protected] DISCLAIMER Information on these pages are intended solely to provide general information on the Ringgit Bond market and is not intended for trading purposes. None of the information constitutes a solicitation, offer, opinion, or recommendation by Bond Pricing Agency Malaysia Sdn Bhd (“BPA Malaysia”) to buy or sell any security or to provide legal, tax, accounting or investment advice or services regarding the profitability or suitability of any security or investment. Investors are advised to consult their professional investment advisors before making any investment decision. Information provided on these pages are provided on an “as is” basis, and while care has been taken to ensure the completeness. accuracy and reliability of the information provided, BPA Malaysia provides no warranties or representations of any kind, either express or implied, including, but not limited to, warranties of title or implied warranties of fitness for a particular purpose, accuracy, correctness, non-infringement, timeliness, completeness, or that the information is always up-to-date. BPA Malaysia disclaims any liability related to these information. The Thomson Reuters BPA Malaysia Bond and Sukuk Indices, (“Indices” or “Index”) are the property of Thomson Reuters (Markets) LLC or its affiliates (“Thomson Reuters”) and BPA Malaysia. It may not be used to create, offer, trade, market or promote any financial products without the express written consent of Thomson Reuters. Thomson Reuters shall not have any liability, contingent or otherwise, to any person or entity for the quality, accuracy, timeliness and/or completeness of the information contained herein, or for delays, errors, omissions or interruptions in the publication of the Indices or any related data. Visit tr.com For more information, contact your representative or visit us online. © 2016 Thomson Reuters S036900/07-16