Fixed Income
28th September 2024
Credit Spread Matrix
| Tenor_(year) | AAA | AA | A | BBB |
|---|---|---|---|---|
| 0.10 | 19.26 | 52.41 | 111.13 | 299.80 |
| 1.00 | 35.21 | 79.57 | 175.81 | 369.45 |
| 2.00 | 44.07 | 91.70 | 207.67 | 411.63 |
| 3.00 | 50.36 | 100.51 | 231.95 | 443.84 |
| 4.00 | 56.41 | 110.25 | 255.60 | 474.49 |
| 5.00 | 62.48 | 120.76 | 277.54 | 504.32 |
| 6.00 | 68.23 | 130.89 | 295.92 | 532.00 |
| 7.00 | 73.25 | 139.69 | 309.89 | 556.24 |
| 8.00 | 77.29 | 146.65 | 319.57 | 576.35 |
| 9.00 | 80.26 | 151.69 | 325.57 | 592.26 |
| 10.00 | 82.20 | 154.96 | 328.72 | 604.29 |
| 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 | 6.0127 | 6.0551 | 16 | 6.7090 | 6.7064 |
| 1 | 6.0791 | 6.1116 | 17 | 6.7317 | 6.7278 |
| 2 | 6.1353 | 6.1610 | 18 | 6.7516 | 6.7466 |
| 3 | 6.1842 | 6.2056 | 19 | 6.7689 | 6.7630 |
| 4 | 6.2308 | 6.2493 | 20 | 6.7840 | 6.7772 |
| 5 | 6.2775 | 6.2937 | 21 | 6.7970 | 6.7895 |
| 6 | 6.3246 | 6.3389 | 22 | 6.8081 | 6.8000 |
| 7 | 6.3719 | 6.3843 | 23 | 6.8177 | 6.8090 |
| 8 | 6.4188 | 6.4294 | 24 | 6.8258 | 6.8166 |
| 9 | 6.4644 | 6.4732 | 25 | 6.8327 | 6.8231 |
| 10 | 6.5081 | 6.5150 | 26 | 6.8385 | 6.8286 |
| 11 | 6.5493 | 6.5544 | 27 | 6.8435 | 6.8332 |
| 12 | 6.5876 | 6.5910 | 28 | 6.8476 | 6.8371 |
| 13 | 6.6228 | 6.6245 | 29 | 6.8511 | 6.8404 |
| 14 | 6.6547 | 6.6549 | 30 | 6.8540 | 6.8431 |
| 15 | 6.6834 | 6.6821 | |||
| 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 | 6.0127 | 6.2053 | 6.5368 | 7.1240 | 9.0107 |
| 1 | 6.0791 | 6.4312 | 6.8748 | 7.8372 | 9.7736 |
| 2 | 6.1353 | 6.5760 | 7.0523 | 8.2120 | 10.2516 |
| 3 | 6.1842 | 6.6878 | 7.1893 | 8.5037 | 10.6226 |
| 4 | 6.2308 | 6.7949 | 7.3333 | 8.7869 | 10.9758 |
| 5 | 6.2775 | 6.9023 | 7.4851 | 9.0528 | 11.3207 |
| 6 | 6.3246 | 7.0069 | 7.6335 | 9.2838 | 11.6446 |
| 7 | 6.3719 | 7.1044 | 7.7688 | 9.4709 | 11.9343 |
| 8 | 6.4188 | 7.1917 | 7.8853 | 9.6145 | 12.1823 |
| 9 | 6.4644 | 7.2670 | 7.9813 | 9.7201 | 12.3870 |
| 10 | 6.5081 | 7.3301 | 8.0577 | 9.7953 | 12.5511 |
| 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 |
