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Composite Index Data
KIS INDEX Composite Index Data Fund Evaluation/Performance Analysis
KIS-KB KP 5Y CDX Index Universe
Closing Price IndexKIS-KB KP 5Y CDX Index Universe
KIS-KB KP 5Y CDX Index Universe
KIS-KB KP 5Y CDX Index
  • The CDS Index represents changes in Credit Default Swap (CDS) values, reflecting credit risk.
  • The KISKB KP 5Y CDS Index tracks changes in the 5year CDS values of Korean Paper (KP) issuing institutions.
  • To accurately estimate market credit risk despite the rarity of directly observed CDS spreads in the current Korean market, the CDS Index calculrates these spreads as the diffference between the bond yield curve and the risk-free rate.
  • The index measures credit risk changes by monitoring credit spread variations of a pool of eligible issuing institutions.
분류 내용
Type Foreign currency CDS Index
Announcement Frequency Daily closing index announced at 19:00(KST)
Base Date January 4, 2022 (100.00p)
Constituent Universe KP issuing institutions
Credit Rating Domestic investmentgrade ratings of AA or higher
Calculation Based on the difference between bond yield curves of universe issuers and riskfree rates to derive CDS spread
Universe Replacement Date Every six months (March 21 and September 21, or the next business day if a holiday)
Coupon Annual 100bp
Coupon Frequency Quarterly (March, June, September, December 20, or the next business day if a holiday)
Day Count Convention ACT/360
Accrued Interest Adjustment Adjusted
Maturity 5 years
Weight Equal weighting
Taxes Excluded
Base Currency USD
Announcing Institution KIS Pricing
KIS-KB KP 5Y CDX Index Universe
분류 내용
Credit Rating Investment grade rating of AA or higher from at least one domestic credit rating agency
Number of Evaluated Items At least two
Remaining Maturity At least 3.5 years (for bonds with a remaining maturity of 3.5 years or more)
Exclusions Private placements, subordinated bonds, convertible bonds (CB), bonds with warrants (BW), floating rate notes (FRN), options, etc.
Other Excludes entities deemed unsuitable for inclusion
TICKER ISSUER INDUSTRY_SECTOR
Universe History
UPLOAD DATE DOWNLOAD
2022-01 Download
2023-09 Download