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½Ã°¡Æò°¡ matrix ¸ñ·Ï
±¸ºÐ   Àû¿ë´ë»óä±Ç, ½Å¿ëµî±Þ YTM Àû¿ëä 3¿ù 6¿ù 9¿ù 1³â 1³â 6 2³â 2³â 6 3³â 5³â 5³â Ãʰú
±¹Ã¤ ±¹°íä±Ç ¾çÆò, ¿ÜÆò, ÀçÁ¤ ÀÌǥä 0.410 0.535 0.590 0.610 0.735 0.870 0.970 1.067 1.442 1.995
±¹¹ÎÁÖÅÃ2Á¾ - º¹¸®Ã¤ 0.274 0.353 0.415 0.463 0.532 0.665 0.750 0.938 1.375 2.232
±¹¹ÎÁÖÅÃ1Á¾ ±âŸ±¹Ã¤ º¹¸®Ã¤ 0.527 0.606 0.668 0.715 0.784 0.916 0.997 1.159 1.585 0.000
Áö¹æÃ¤ ¼­¿ïµµ½Ãöµµ - °Åġä 0.571 0.645 0.707 0.754 0.823 0.959 1.042 1.217 1.630 1.792
Áö¿ª°³¹ß ±âŸÁö¹æÃ¤ º¹¸®Ã¤ 0.571 0.645 0.707 0.754 0.823 0.959 1.042 1.217 1.630 1.792
Ư¼öü °ø»çä,°ø´Üä AAA(ÇÑÀü) ÀÌǥä 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000
AAA(µµ·Î,¼öÀÚ¿ø) 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000
AAA 0.677 0.737 0.779 0.843 0.908 1.039 1.099 1.206 1.593 0.000
AA+ 0.728 0.799 0.838 0.902 0.978 1.116 1.175 1.280 1.689 0.000
AA0 0.786 0.857 0.901 0.965 1.041 1.186 1.245 1.352 1.792 0.000
AA- 0.881 0.950 0.998 1.062 1.139 1.295 1.354 1.474 1.907 0.000
MBS MBS 0.688 0.761 0.802 0.866 0.931 1.055 1.127 1.232 0.000 0.000
¿¹±Ýº¸Çè ¿¹±Ýº¸Çè 0.633 0.701 0.734 0.795 0.854 0.960 1.041 1.163 1.587 1.804
Åë¾ÈÁõ±Ç - - ÀÌǥä 0.500 0.545 0.600 0.670 0.787 0.887 0.000 0.000 0.000 0.000
±ÝÀ¶Ã¤ l ÀºÇàä »ê±Ýä ÀÌǥä 0.706 0.730 0.737 0.799 0.876 0.976 1.059 1.177 1.608 0.000
AAA(Áß±Ýä) 0.706 0.730 0.737 0.799 0.876 0.976 1.059 1.177 1.622 0.000
AAA 0.734 0.763 0.777 0.848 0.926 1.030 1.117 1.237 1.643 0.000
AA 0.943 0.987 1.019 1.103 1.198 1.329 1.446 1.574 2.026 0.000
A+ 1.189 1.290 1.349 1.455 1.560 1.685 1.794 1.924 2.371 0.000
±ÝÀ¶Ã¤ l l ±âŸ±ÝÀ¶Ã¤ AA+ ÀÌǥä 0.784 0.813 0.828 0.923 0.970 1.148 1.246 1.378 1.674 0.000
AA0 0.816 0.830 0.858 0.942 1.001 1.180 1.293 1.431 1.883 0.000
AA- 0.848 0.874 0.895 0.964 1.101 1.280 1.403 1.558 1.998 0.000
A+ 1.423 1.445 1.487 1.552 1.679 1.825 1.924 2.061 2.498 0.000
A0 1.653 1.690 1.717 1.781 1.893 2.132 2.312 2.446 2.930 0.000
A- 2.274 2.439 2.464 2.530 2.624 2.833 3.027 3.180 3.605 0.000
BBB 3.609 4.040 4.196 4.419 4.548 5.001 5.285 5.486 5.985 0.000
ȸ»çä l °ø¸ð¹«º¸Áõ AAA ÀÌǥä 0.708 0.756 0.795 0.864 0.926 1.073 1.155 1.262 1.634 0.000
AA+ 0.787 0.816 0.857 0.913 0.983 1.087 1.172 1.298 1.687 0.000
AA0 0.824 0.849 0.883 0.940 1.010 1.130 1.208 1.332 1.746 0.000
AA- 0.862 0.887 0.913 0.982 1.052 1.175 1.257 1.366 1.847 0.000
A+ 1.196 1.234 1.268 1.323 1.366 1.432 1.511 1.669 2.305 0.000
A0 1.348 1.393 1.445 1.507 1.550 1.643 1.739 1.993 2.760 0.000
A- 1.572 1.635 1.707 1.778 1.848 2.008 2.164 2.448 3.365 0.000
BBB+ 2.287 2.693 3.064 3.316 3.720 4.319 4.690 5.085 5.520 0.000
BBB0 2.667 3.193 3.644 3.986 4.530 5.259 5.720 6.132 6.570 0.000
BBB- 3.342 3.988 4.579 4.971 5.640 6.409 6.937 7.498 7.990 0.000
ȸ»çä l l ¹«º¸Áõ AAA ÀÌǥä 0.827 0.899 0.958 1.044 1.135 1.306 1.408 1.532 1.957 0.000
AA+ 0.936 0.989 1.050 1.123 1.222 1.350 1.455 1.598 2.040 0.000
AA0 0.983 1.032 1.086 1.160 1.259 1.403 1.501 1.642 2.109 0.000
AA- 1.033 1.084 1.131 1.219 1.320 1.469 1.572 1.700 2.238 0.000
A+ 1.397 1.461 1.516 1.590 1.664 1.756 1.856 2.033 2.726 0.000
A0 1.559 1.630 1.703 1.784 1.858 1.977 2.094 2.367 3.191 0.000
A- 1.793 1.882 1.975 2.065 2.166 2.352 2.529 2.832 3.806 0.000
BBB+ 2.540 2.974 3.368 3.640 4.077 4.704 5.098 5.513 6.009 0.000
BBB0 2.940 3.494 3.968 4.330 4.907 5.664 6.148 6.580 7.079 0.000
BBB- 5.880 6.770 7.540 8.080 9.350 10.320 11.090 11.640 12.670 0.000
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