Taiwan bond indexes
On April 30, 2010, the GreTai Securities Market (GTSM) launched the GreTai Taiwan Treasury Benchmark Index. The index tracks the most liquid 5-year, 10-year and 20-year government bonds in the Taiwan bond market.[1] The index represents over 80% of the Taiwan bond market and is tracked by an exchange traded fund.[2]
Index returns
The following table provides nominal and real returns for the GreTai Taiwan Treasury Benchmark Index, with backdated results going back to to December 31, 2004. GreTai also supplies benchmark results for short, intermediate, and long maturity treasury securities.[note 1]
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Notes
- ↑ The Central Bank of Taiwan provides tables documenting the auction results of Taiwan treasury debt, beginning with a November 1991 treasury issue. The tables are available as a pdf. file Central Government Bond Auction Results, and as a download excel spreadsheet file; see Government Securities Auction Results, Central Bank of Taiwan.
See also
References
- ↑ GreTai Newsletter 58
- ↑ Yuanta/P-shares Taiwan Government Bond ETF fund profile
- ↑ GreTai Government Bond Index, historical returns - download.
- ↑ Inflation data: Consumer Price Index, National Statistics Government of China (Taiwan) - available for download
External links
- GreTai Securities Market (english) ;證券櫃檯買賣中心 (chinese)
- Central Bank of the Republic of China (Taiwan), Government Securities Services (english)