Fixed Income
19th April 2024
Credit Spread Matrix
| Tenor_(year) | AAA | AA | A | BBB |
|---|---|---|---|---|
| 0.10 | 56.22 | 64.14 | 144.97 | 327.70 |
| 1.00 | 57.78 | 95.06 | 240.38 | 412.11 |
| 2.00 | 58.54 | 109.44 | 279.46 | 438.23 |
| 3.00 | 60.46 | 120.95 | 299.00 | 456.86 |
| 4.00 | 63.84 | 133.74 | 314.70 | 481.40 |
| 5.00 | 67.95 | 146.99 | 329.15 | 509.33 |
| 6.00 | 72.05 | 159.22 | 341.84 | 536.18 |
| 7.00 | 75.67 | 169.54 | 352.14 | 559.18 |
| 8.00 | 78.64 | 177.67 | 359.92 | 577.34 |
| 9.00 | 80.92 | 183.74 | 365.47 | 590.87 |
| 10.00 | 82.60 | 188.09 | 369.23 | 600.49 |
| 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 | 5.6043 | 5.6796 | 16 | 7.0307 | 7.0060 |
| 1 | 6.2166 | 6.1910 | 17 | 7.0338 | 7.0118 |
| 2 | 6.5427 | 6.4811 | 18 | 7.0361 | 7.0164 |
| 3 | 6.7016 | 6.6315 | 19 | 7.0377 | 7.0198 |
| 4 | 6.7864 | 6.7158 | 20 | 7.0388 | 7.0224 |
| 5 | 6.8392 | 6.7701 | 21 | 7.0397 | 7.0244 |
| 6 | 6.8779 | 6.8109 | 22 | 7.0403 | 7.0259 |
| 7 | 6.9092 | 6.8451 | 23 | 7.0407 | 7.0271 |
| 8 | 6.9357 | 6.8752 | 24 | 7.0410 | 7.0279 |
| 9 | 6.9581 | 6.9021 | 25 | 7.0412 | 7.0285 |
| 10 | 6.9768 | 6.9257 | 26 | 7.0413 | 7.0290 |
| 11 | 6.9920 | 6.9460 | 27 | 7.0414 | 7.0293 |
| 12 | 7.0042 | 6.9633 | 28 | 7.0415 | 7.0295 |
| 13 | 7.0137 | 6.9776 | 29 | 7.0415 | 7.0297 |
| 14 | 7.0210 | 6.9892 | 30 | 7.0416 | 7.0298 |
| 15 | 7.0266 | 6.9986 | |||
| 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 | 5.6043 | 6.1665 | 6.2456 | 7.0540 | 8.8813 |
| 1 | 6.2166 | 6.7944 | 7.1672 | 8.6204 | 10.3377 |
| 2 | 6.5427 | 7.1281 | 7.6371 | 9.3373 | 10.9250 |
| 3 | 6.7016 | 7.3061 | 7.9110 | 9.6915 | 11.2702 |
| 4 | 6.7864 | 7.4248 | 8.1238 | 9.9334 | 11.6004 |
| 5 | 6.8392 | 7.5187 | 8.3091 | 10.1308 | 11.9325 |
| 6 | 6.8779 | 7.5983 | 8.4700 | 10.2963 | 12.2397 |
| 7 | 6.9092 | 7.6659 | 8.6046 | 10.4306 | 12.5010 |
| 8 | 6.9357 | 7.7220 | 8.7124 | 10.5349 | 12.7091 |
| 9 | 6.9581 | 7.7673 | 8.7955 | 10.6128 | 12.8668 |
| 10 | 6.9768 | 7.8028 | 8.8577 | 10.6691 | 12.9817 |
| 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 |
