Fixed Income
18th April 2025
Credit Spread Matrix
| Tenor_(year) | AAA | AA | A | BBB |
|---|---|---|---|---|
| 0.10 | 6.72 | 41.74 | 99.26 | 241.85 |
| 1.00 | 15.37 | 53.35 | 185.96 | 329.42 |
| 2.00 | 23.90 | 61.20 | 219.31 | 371.52 |
| 3.00 | 30.42 | 71.36 | 237.86 | 404.03 |
| 4.00 | 36.04 | 82.93 | 254.73 | 432.42 |
| 5.00 | 41.43 | 93.75 | 270.73 | 454.68 |
| 6.00 | 46.79 | 102.56 | 284.58 | 470.11 |
| 7.00 | 52.03 | 109.08 | 295.55 | 479.68 |
| 8.00 | 56.97 | 113.55 | 303.61 | 484.96 |
| 9.00 | 61.44 | 116.42 | 309.20 | 487.48 |
| 10.00 | 65.34 | 118.16 | 312.90 | 488.38 |
| 1.00 | 672.00 | 4,174.00 | 9,926.00 | 24,185.00 |
| Tenor_(year) | AAA | AA | A | BBB |
Govt Bond Yield
| Tenor_Year | Today | Yesterday | Tenor_Year_2 | Today_2 | Yesterday_2 |
|---|---|---|---|---|---|
| 0.1 | 6.4612 | 6.5318 | 16 | 7.2528 | 7.2568 |
| 1 | 6.7602 | 6.7814 | 17 | 7.2557 | 7.2607 |
| 2 | 6.8422 | 6.8596 | 18 | 7.2577 | 7.2635 |
| 3 | 6.8695 | 6.8881 | 19 | 7.2590 | 7.2654 |
| 4 | 6.9031 | 6.9183 | 20 | 7.2599 | 7.2667 |
| 5 | 6.9507 | 6.9595 | 21 | 7.2605 | 7.2676 |
| 6 | 7.0054 | 7.0077 | 22 | 7.2609 | 7.2682 |
| 7 | 7.0593 | 7.0568 | 23 | 7.2611 | 7.2686 |
| 8 | 7.1072 | 7.1021 | 24 | 7.2613 | 7.2689 |
| 9 | 7.1471 | 7.1412 | 25 | 7.2614 | 7.2690 |
| 10 | 7.1786 | 7.1733 | 26 | 7.2614 | 7.2692 |
| 11 | 7.2025 | 7.1986 | 27 | 7.2615 | 7.2692 |
| 12 | 7.2202 | 7.2181 | 28 | 7.2615 | 7.2693 |
| 13 | 7.2330 | 7.2327 | 29 | 7.2615 | 7.2693 |
| 14 | 7.2421 | 7.2434 | 30 | 7.2615 | 7.2694 |
| 15 | 7.2484 | 7.2512 | |||
| 0,1 | 64,612.0000 | 65,318.0000 | 16,0 | 72,528.0000 | 72,568.0000 |
| 1,0 | 67,602.0000 | 67,814.0000 | 17,0 | 72,557.0000 | 72,607.0000 |
| 2,0 | 68,422.0000 | 68,596.0000 | 18,0 | 72,577.0000 | 72,635.0000 |
| 3,0 | 68,695.0000 | 68,881.0000 | 19,0 | 72,590.0000 | 72,654.0000 |
| Tenor_Year | Today | Yesterday | Tenor_Year_2 | Today_2 | Yesterday_2 |
Corp Bond Yield
| Tenor_(Year) | IGS | AAA | AA | A | BBB |
|---|---|---|---|---|---|
| 0.1 | 6.4612 | 6.5284 | 6.8786 | 7.4538 | 8.8797 |
| 1 | 6.7602 | 6.9139 | 7.2936 | 8.6198 | 10.0544 |
| 2 | 6.8422 | 7.0812 | 7.4543 | 9.0354 | 10.5575 |
| 3 | 6.8695 | 7.1737 | 7.5831 | 9.2481 | 10.9098 |
| 4 | 6.9031 | 7.2635 | 7.7324 | 9.4504 | 11.2273 |
| 5 | 6.9507 | 7.3650 | 7.8882 | 9.6580 | 11.4975 |
| 6 | 7.0054 | 7.4733 | 8.0311 | 9.8512 | 11.7065 |
| 7 | 7.0593 | 7.5795 | 8.1501 | 10.0147 | 11.8560 |
| 8 | 7.1072 | 7.6769 | 8.2427 | 10.1433 | 11.9568 |
| 9 | 7.1471 | 7.7615 | 8.3112 | 10.2391 | 12.0218 |
| 10 | 7.1786 | 7.8320 | 8.3601 | 10.3076 | 12.0623 |
| 0,1 | 64,612.0000 | 65,284.0000 | 68,786.0000 | 74,538.0000 | 88,797.0000 |
| 1,0 | 67,602.0000 | 69,139.0000 | 72,936.0000 | 86,198.0000 | 100,544.0000 |
| 2,0 | 68,422.0000 | 70,812.0000 | 74,543.0000 | 90,354.0000 | 105,575.0000 |
| 3,0 | 68,695.0000 | 71,737.0000 | 75,831.0000 | 92,481.0000 | 109,098.0000 |
| 4,0 | 69,031.0000 | 72,635.0000 | 77,324.0000 | 94,504.0000 | 112,273.0000 |
| 5,0 | 69,507.0000 | 73,650.0000 | 78,882.0000 | 96,580.0000 | 114,975.0000 |
| Tenor_(Year) | IGS | AAA | AA | A | BBB |
