ÄÜÅÙÃ÷¹Ù·Î°¡±â
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 |