HSBC Global Banking and Markets operations around the world
Asian Local Bond Index
The HSBC Asian Local Bond Index (ALBI) tracks the total return performance of a bond portfolio which consists of local-currency denominated, high quality and liquid bonds in Asia ex-Japan. The ALBI includes bonds from the following countries/regions: Korea, Hong Kong SAR, India, Singapore, Taiwan, Malaysia, Thailand, the Philippines, Indonesia and China.
If you do not have Adobe's free Acrobat Reader installed on your computer, please click the icon to download.
| 3-Sep-10 | Current Level | Previous Day Level | Net Changes (%) | Country Weighting (%) | Index Yield (%) | Index Duration (Yr) | Average Life (Yr) | Average Coupon (%) | Total Mkt Cap (mm) |
| ALBI | 221.82 | 221.57 | 0.11 | 100.00 | 3.92 | 5.16 | 6.56 | 4.92 | 1,104,467 |
| China | 143.21 | 143.04 | 0.12 | 9.57 | 3.02 | 4.70 | 5.65 | 3.38 | 1,238,614 |
| Hong Kong SAR | 286.55 | 286.66 | -0.04 | 13.96 | 2.31 | 4.64 | 5.30 | 3.40 | 216,312 |
| India | 242.69 | 243.24 | -0.23 | 6.95 | 8.08 | 5.82 | 9.58 | 7.38 | 4,438,818 |
| Korea | 178.37 | 178.39 | -0.01 | 16.02 | 4.17 | 3.90 | 4.80 | 4.86 | 371,715,264 |
| Malaysia | 154.57 | 154.49 | 0.05 | 8.65 | 3.67 | 4.58 | 5.45 | 4.08 | 348,970 |
| Philippines | 296.60 | 295.95 | 0.22 | 3.67 | 6.08 | 4.40 | 6.21 | 7.72 | 1,752,150 |
| Singapore | 149.51 | 149.96 | -0.30 | 14.27 | 2.14 | 6.04 | 6.10 | 3.10 | 91,587 |
| Taiwan | 172.55 | 172.87 | -0.19 | 8.21 | 1.26 | 7.52 | 8.62 | 2.81 | 4,220,456 |
| Thailand | 174.49 | 174.49 | 0.00 | 8.19 | 2.91 | 4.95 | 5.84 | 4.54 | 2,558,762 |
| Indonesia | 512.51 | 512.08 | 0.09 | 10.52 | 8.50 | 5.58 | 10.36 | 10.96 | 44,779,496 |
|
Zhang, Zhiming FI Credit Research Director Level 19, HSBC Main Building 1 Queen's Road Central Hong Kong Direct Line: 852 2822 4523 Fax: 852 2218 9832 |
