Fixed Income
20th September 2023
Credit Spread Matrix
| Tenor_(year) | AAA | AA | A | BBB |
|---|---|---|---|---|
| 0.10 | 22.04 | 47.13 | 140.82 | 335.94 |
| 1.00 | 40.15 | 80.37 | 202.45 | 395.11 |
| 2.00 | 49.13 | 98.10 | 233.06 | 428.14 |
| 3.00 | 54.30 | 112.30 | 255.07 | 454.81 |
| 4.00 | 58.57 | 126.63 | 275.89 | 481.93 |
| 5.00 | 62.59 | 140.52 | 295.28 | 508.84 |
| 6.00 | 66.31 | 152.86 | 311.96 | 533.59 |
| 7.00 | 69.58 | 163.04 | 325.24 | 554.86 |
| 8.00 | 72.29 | 170.95 | 335.17 | 572.16 |
| 9.00 | 74.46 | 176.81 | 342.21 | 585.64 |
| 10.00 | 76.11 | 180.98 | 346.97 | 595.79 |
| 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 | 6.1025 | 6.1224 | 16 | 6.8911 | 6.8742 |
| 1 | 6.2167 | 6.2221 | 17 | 6.8977 | 6.8825 |
| 2 | 6.2318 | 6.2427 | 18 | 6.9024 | 6.8884 |
| 3 | 6.2517 | 6.2637 | 19 | 6.9057 | 6.8927 |
| 4 | 6.3035 | 6.3092 | 20 | 6.9079 | 6.8958 |
| 5 | 6.3800 | 6.3760 | 21 | 6.9095 | 6.8980 |
| 6 | 6.4672 | 6.4534 | 22 | 6.9106 | 6.8996 |
| 7 | 6.5534 | 6.5320 | 23 | 6.9113 | 6.9006 |
| 8 | 6.6313 | 6.6051 | 24 | 6.9118 | 6.9014 |
| 9 | 6.6976 | 6.6691 | 25 | 6.9121 | 6.9019 |
| 10 | 6.7514 | 6.7228 | 26 | 6.9123 | 6.9023 |
| 11 | 6.7938 | 6.7664 | 27 | 6.9125 | 6.9025 |
| 12 | 6.8263 | 6.8008 | 28 | 6.9126 | 6.9027 |
| 13 | 6.8507 | 6.8275 | 29 | 6.9127 | 6.9028 |
| 14 | 6.8687 | 6.8478 | 30 | 6.9127 | 6.9029 |
| 15 | 6.8817 | 6.8630 | |||
| 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 | 6.1025 | 6.3229 | 6.5738 | 7.5106 | 9.4619 |
| 1 | 6.2167 | 6.6182 | 7.0204 | 8.2412 | 10.1678 |
| 2 | 6.2318 | 6.7230 | 7.2128 | 8.5623 | 10.5131 |
| 3 | 6.2517 | 6.7947 | 7.3747 | 8.8024 | 10.7998 |
| 4 | 6.3035 | 6.8891 | 7.5698 | 9.0623 | 11.1228 |
| 5 | 6.3800 | 7.0059 | 7.7852 | 9.3328 | 11.4684 |
| 6 | 6.4672 | 7.1303 | 7.9958 | 9.5868 | 11.8031 |
| 7 | 6.5534 | 7.2492 | 8.1838 | 9.8058 | 12.1020 |
| 8 | 6.6313 | 7.3542 | 8.3408 | 9.9830 | 12.3529 |
| 9 | 6.6975 | 7.4421 | 8.4656 | 10.1196 | 12.5539 |
| 10 | 6.7514 | 7.5126 | 8.5613 | 10.2211 | 12.7094 |
| 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 |
