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S&P Canadian Bond Index (31 Jan 08)
  Total Return Per Period (%) Risk Statistics
Sector TRIV Daily MTD QTD YTD Last 3
Months
Last 12
Months
YTM Mod
Dur
Weight
Broad Market Index
Composite 1238.55 0.08 0.61 0.61 0.61 2.74 4.59 n.a. n.a. 100.00
All Government 1247.12 0.10 0.65 0.65 0.65 3.16 5.42 n.a. n.a. 72.67
All Corporates 1215.81 0.01 0.50 0.50 0.50 1.60 2.44 n.a. n.a. 27.33
Asset Backed Securities 1172.04 0.05 1.43 1.43 1.43 1.93 3.85 n.a. n.a. 2.05
Consumer Discretionary 1218.25 -0.10 -0.18 -0.18 -0.18 1.95 2.28 n.a. n.a. 1.18
Consumer Staples 1167.83 -0.24 -1.34 -1.34 -1.34 -3.03 -3.82 n.a. n.a. 0.75
Energy 1232.71 -0.11 0.01 0.01 0.01 1.67 3.33 n.a. n.a. 2.21
Financials 1200.10 0.03 0.85 0.85 0.85 1.70 2.97 n.a. n.a. 14.91
Health Care 1275.93 0.43 1.38 1.38 1.38 2.53 5.21 n.a. n.a. 0.08
Industrials 1287.76 0.08 -0.17 -0.17 -0.17 1.72 3.25 n.a. n.a. 2.26
Information Technology 1182.89 0.18 1.05 1.05 1.05 2.16 3.78 n.a. n.a. 0.07
Materials 1234.31 -0.21 1.08 1.08 1.08 2.03 7.16 n.a. n.a. 0.02
Telecommunication Services 1168.92 -0.06 0.74 0.74 0.74 1.97 -3.11 n.a. n.a. 0.93
Utilities 1261.86 0.03 -0.40 -0.40 -0.40 1.69 2.52 n.a. n.a. 2.86
Short Term Index (1 to 5 years)
Composite 1182.61 0.06 1.50 1.50 1.50 2.85 5.58 n.a. n.a. 100.00
Mid Term Index (5 to 10 years)
Composite 1239.29 0.07 1.12 1.12 1.12 2.97 4.75 n.a. n.a. 100.00
Long Term Index (10+ years)
Composite 1337.99 0.12 -1.20 -1.20 -1.20 2.31 2.98 n.a. n.a. 100.00
 
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   Contacts
 Maurice Smith CFA
 Kenneth Kelly CFA
 Jonathan O'Keefe
 Joanna Zapior CFA
No data
   Index Methodology
Notes
1. Current business day data is updated as of 7:00PM EST.
2. Total Return Index Value is 1000 as of December 31, 2003.
3. For complete drilldown on index results, see “Returns”.




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