Fixed Income
21st March 2023
Credit Spread Matrix
| Tenor_(year) | AAA | AA | A | BBB |
|---|---|---|---|---|
| 0.10 | 40.92 | 65.17 | 150.86 | 350.60 |
| 1.00 | 47.34 | 81.39 | 163.38 | 361.76 |
| 2.00 | 51.73 | 76.87 | 179.59 | 384.70 |
| 3.00 | 55.65 | 85.45 | 201.42 | 417.39 |
| 4.00 | 60.22 | 100.37 | 227.93 | 453.91 |
| 5.00 | 64.96 | 114.20 | 256.01 | 488.60 |
| 6.00 | 69.27 | 124.20 | 282.91 | 518.28 |
| 7.00 | 72.82 | 130.34 | 306.92 | 541.89 |
| 8.00 | 75.52 | 133.57 | 327.25 | 559.70 |
| 9.00 | 77.47 | 134.92 | 343.82 | 572.60 |
| 10.00 | 78.80 | 135.20 | 356.91 | 581.63 |
| 1.00 | 3,587.00 | 6,446.00 | 13,855.00 | 36,867.00 |
| Tenor_(year) | AAA | AA | A | BBB |
Govt Bond Yield
| Tenor_Year | Today | Yesterday | Tenor_Year_2 | Today_2 | Yesterday_2 |
|---|---|---|---|---|---|
| 0.1 | 4.8127 | 4.8980 | 16 | 7.0888 | 7.0936 |
| 1 | 5.9944 | 6.0140 | 17 | 7.0977 | 7.1024 |
| 2 | 6.3777 | 6.3656 | 18 | 7.1039 | 7.1085 |
| 3 | 6.4576 | 6.4366 | 19 | 7.1082 | 7.1127 |
| 4 | 6.4832 | 6.4637 | 20 | 7.1112 | 7.1156 |
| 5 | 6.5269 | 6.5127 | 21 | 7.1132 | 7.1176 |
| 6 | 6.5958 | 6.5874 | 22 | 7.1146 | 7.1189 |
| 7 | 6.6786 | 6.6750 | 23 | 7.1155 | 7.1198 |
| 8 | 6.7629 | 6.7629 | 24 | 7.1161 | 7.1204 |
| 9 | 6.8403 | 6.8427 | 25 | 7.1165 | 7.1208 |
| 10 | 6.9066 | 6.9104 | 26 | 7.1168 | 7.1211 |
| 11 | 6.9605 | 6.9651 | 27 | 7.1170 | 7.1213 |
| 12 | 7.0027 | 7.0077 | 28 | 7.1171 | 7.1214 |
| 13 | 7.0349 | 7.0400 | 29 | 7.1172 | 7.1215 |
| 14 | 7.0588 | 7.0639 | 30 | 7.1172 | 7.1215 |
| 15 | 7.0762 | 7.0812 | |||
| 0,1 | 51,534.0000 | 51,500.0000 | 16,0 | 69,721.0000 | 69,640.0000 |
| 1,0 | 57,417.0000 | 57,036.0000 | 17,0 | 69,909.0000 | 69,837.0000 |
| 2,0 | 60,398.0000 | 60,019.0000 | 18,0 | 70,055.0000 | 69,993.0000 |
| 3,0 | 61,836.0000 | 61,566.0000 | 19,0 | 70,169.0000 | 70,116.0000 |
| Tenor_Year | Today | Yesterday | Tenor_Year_2 | Today_2 | Yesterday_2 |
Corp Bond Yield
| Tenor_(Year) | IGS | AAA | AA | A | BBB |
|---|---|---|---|---|---|
| 0.1 | 4.8127 | 5.2218 | 5.4643 | 6.3213 | 8.3186 |
| 1 | 5.9944 | 6.4678 | 6.8083 | 7.6282 | 9.6119 |
| 2 | 6.3777 | 6.8949 | 7.1464 | 8.1736 | 10.2247 |
| 3 | 6.4576 | 7.0141 | 7.3121 | 8.4718 | 10.6316 |
| 4 | 6.4832 | 7.0854 | 7.4869 | 8.7625 | 11.0223 |
| 5 | 6.5269 | 7.1765 | 7.6689 | 9.0870 | 11.4129 |
| 6 | 6.5958 | 7.2885 | 7.8377 | 9.4249 | 11.7786 |
| 7 | 6.6786 | 7.4067 | 7.9820 | 9.7477 | 12.0975 |
| 8 | 6.7629 | 7.5181 | 8.0986 | 10.0354 | 12.3599 |
| 9 | 6.8403 | 7.6150 | 8.1895 | 10.2785 | 12.5663 |
| 10 | 6.9066 | 7.6945 | 8.2585 | 10.4756 | 12.7229 |
| 0,1 | 51,534.0000 | 55,121.0000 | 57,980.0000 | 65,389.0000 | 88,401.0000 |
| 1,0 | 57,417.0000 | 62,610.0000 | 66,922.0000 | 76,682.0000 | 97,226.0000 |
| 2,0 | 60,398.0000 | 65,954.0000 | 71,344.0000 | 81,423.0000 | 103,051.0000 |
| 3,0 | 61,836.0000 | 67,556.0000 | 73,885.0000 | 84,120.0000 | 107,053.0000 |
| 4,0 | 62,727.0000 | 68,809.0000 | 75,848.0000 | 86,648.0000 | 110,304.0000 |
| 5,0 | 63,486.0000 | 70,108.0000 | 77,565.0000 | 89,254.0000 | 113,202.0000 |
| Tenor_(Year) | IGS | AAA | AA | A | BBB |
