Fixed Income
13th January 2025
Credit Spread Matrix
| Tenor_(year) | AAA | AA | A | BBB |
|---|---|---|---|---|
| 0.10 | 3.18 | 41.84 | 97.05 | 242.56 |
| 1.00 | 17.81 | 55.68 | 182.55 | 325.40 |
| 2.00 | 22.94 | 63.48 | 217.27 | 359.43 |
| 3.00 | 28.06 | 73.43 | 238.63 | 393.28 |
| 4.00 | 35.23 | 85.24 | 257.66 | 425.37 |
| 5.00 | 43.29 | 96.71 | 274.54 | 450.10 |
| 6.00 | 50.95 | 106.42 | 288.27 | 466.57 |
| 7.00 | 57.46 | 113.93 | 298.59 | 476.45 |
| 8.00 | 62.57 | 119.40 | 305.88 | 481.93 |
| 9.00 | 66.38 | 123.19 | 310.80 | 484.75 |
| 10.00 | 69.10 | 125.73 | 314.01 | 486.12 |
| 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 | 6.5984 | 6.6150 | 16 | 7.2229 | 7.1694 |
| 1 | 6.9223 | 6.8893 | 17 | 7.2232 | 7.1696 |
| 2 | 6.9959 | 6.9538 | 18 | 7.2235 | 7.1698 |
| 3 | 7.0209 | 6.9824 | 19 | 7.2236 | 7.1698 |
| 4 | 7.0517 | 7.0166 | 20 | 7.2236 | 7.1699 |
| 5 | 7.0888 | 7.0540 | 21 | 7.2237 | 7.1699 |
| 6 | 7.1247 | 7.0878 | 22 | 7.2237 | 7.1699 |
| 7 | 7.1548 | 7.1146 | 23 | 7.2237 | 7.1699 |
| 8 | 7.1777 | 7.1341 | 24 | 7.2237 | 7.1699 |
| 9 | 7.1939 | 7.1474 | 25 | 7.2237 | 7.1699 |
| 10 | 7.2049 | 7.1561 | 26 | 7.2237 | 7.1699 |
| 11 | 7.2121 | 7.1617 | 27 | 7.2237 | 7.1699 |
| 12 | 7.2167 | 7.1650 | 28 | 7.2237 | 7.1699 |
| 13 | 7.2195 | 7.1671 | 29 | 7.2237 | 7.1699 |
| 14 | 7.2212 | 7.1683 | 30 | 7.2237 | 7.1699 |
| 15 | 7.2223 | 7.1690 | |||
| 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 | 6.5984 | 6.6302 | 7.0168 | 7.5689 | 9.0240 |
| 1 | 6.9223 | 7.1003 | 7.4790 | 8.7477 | 10.1763 |
| 2 | 6.9959 | 7.2253 | 7.6307 | 9.1687 | 10.5902 |
| 3 | 7.0209 | 7.3015 | 7.7552 | 9.4072 | 10.9537 |
| 4 | 7.0517 | 7.4040 | 7.9041 | 9.6282 | 11.3053 |
| 5 | 7.0888 | 7.5217 | 8.0558 | 9.8341 | 11.5898 |
| 6 | 7.1247 | 7.6343 | 8.1889 | 10.0074 | 11.7904 |
| 7 | 7.1548 | 7.7294 | 8.2942 | 10.1407 | 11.9193 |
| 8 | 7.1777 | 7.8034 | 8.3716 | 10.2365 | 11.9969 |
| 9 | 7.1939 | 7.8577 | 8.4258 | 10.3019 | 12.0414 |
| 10 | 7.2049 | 7.8959 | 8.4622 | 10.3450 | 12.0661 |
| 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 |
