|
|
 |
|
|
|
Group of Bonds
|
Applied bonds
|
3m
|
6m
|
9m
|
1y
|
1.5y
|
2y
|
2.5y
|
3y
|
5y
|
*5y+
|
| Government |
KTB |
KTB |
2.81
|
2.73
|
2.64
|
2.68
|
2.68
|
2.70
|
2.66
|
2.63
|
2.71
|
2.86
|
| NHB2 |
NHB2 |
2.68
|
2.58
|
2.54
|
2.54
|
2.51
|
2.52
|
2.56
|
2.57
|
2.65
|
2.85
|
| NHB1 |
NHB1 |
2.89
|
2.79
|
2.74
|
2.74
|
2.71
|
2.73
|
2.76
|
2.76
|
2.88
|
-
|
| Municipal |
Seoul Metro
Railroad |
Seoul Metro
Railroad |
2.95
|
2.87
|
2.82
|
2.83
|
2.80
|
2.82
|
2.86
|
2.88
|
2.94
|
3.16
|
Regional
Development |
Other Municipals |
2.95
|
2.87
|
2.82
|
2.83
|
2.80
|
2.82
|
2.86
|
2.88
|
2.94
|
-
|
| Special Public |
Government Agency |
AAA |
2.95
|
2.96
|
2.84
|
2.78
|
2.83
|
2.85
|
2.87
|
2.88
|
2.95
|
3.00
|
| AA+ |
2.98
|
3.02
|
2.91
|
2.84
|
2.92
|
2.96
|
2.97
|
2.97
|
3.07
|
3.15
|
| AA |
3.04
|
3.10
|
3.00
|
2.93
|
3.04
|
3.08
|
3.11
|
3.12
|
3.21
|
3.29
|
| MBS,SLBS |
MBS,SLBS |
2.94
|
2.97
|
2.85
|
2.80
|
2.86
|
2.88
|
2.90
|
2.91
|
2.98
|
3.03
|
|
|
2.93
|
2.90
|
2.76
|
2.71
|
2.77
|
2.77
|
2.79
|
2.78
|
2.87
|
2.94
|
| MSB |
MSB |
MSB |
2.87
|
2.73
|
2.63
|
2.62
|
2.71
|
2.68
|
2.70
|
2.70
|
-
|
-
|
| Covered Bond |
Non-Guaranteed |
AAA |
2.98
|
2.95
|
2.83
|
2.82
|
2.85
|
2.83
|
2.86
|
2.89
|
2.97
|
3.07
|
Financial
Debentures I
(Banks) |
Non-Guaranteed |
KDB |
2.97
|
2.93
|
2.81
|
2.80
|
2.81
|
2.78
|
2.79
|
2.80
|
2.90
|
3.02
|
| IBK |
2.97
|
2.93
|
2.81
|
2.80
|
2.81
|
2.78
|
2.79
|
2.80
|
2.90
|
3.04
|
| AAA |
2.99
|
2.96
|
2.84
|
2.84
|
2.85
|
2.83
|
2.87
|
2.92
|
3.00
|
3.14
|
| AA |
3.18
|
3.16
|
3.06
|
3.09
|
3.15
|
3.16
|
3.22
|
3.25
|
3.37
|
3.51
|
| A+ |
3.43
|
3.47
|
3.39
|
3.44
|
3.51
|
3.52
|
3.58
|
3.63
|
3.74
|
3.92
|
Financial
Debentures II
(Other FIs) |
Non-Guaranteed |
AA+ |
3.11
|
3.09
|
3.02
|
2.92
|
2.95
|
2.98
|
3.01
|
3.06
|
3.13
|
3.55
|
| AA0 |
3.14
|
3.11
|
3.04
|
2.94
|
2.98
|
3.01
|
3.05
|
3.12
|
3.33
|
3.77
|
| AA- |
3.16
|
3.14
|
3.09
|
3.00
|
3.04
|
3.08
|
3.14
|
3.21
|
3.44
|
3.97
|
| A+ |
3.52
|
3.75
|
3.79
|
3.70
|
3.72
|
3.79
|
3.93
|
4.10
|
4.57
|
4.86
|
| A0 |
4.07
|
4.35
|
4.46
|
4.43
|
4.48
|
4.60
|
4.73
|
4.90
|
5.23
|
5.39
|
| A- |
4.59
|
4.99
|
5.07
|
4.99
|
5.04
|
5.20
|
5.40
|
5.58
|
5.89
|
6.04
|
| BBB |
6.05
|
6.72
|
6.94
|
6.97
|
7.04
|
7.43
|
7.72
|
7.87
|
8.23
|
8.47
|
| Corporate I |
Guaranteed |
Specialized &
Sound NCBs |
3.04
|
3.01
|
2.91
|
2.86
|
2.89
|
2.89
|
2.91
|
2.95
|
3.02
|
-
|
Nation-wide
Commercial Banks |
3.07
|
3.05
|
2.96
|
2.92
|
2.97
|
3.00
|
3.05
|
3.10
|
3.18
|
-
|
| Sound Local Banks |
3.18
|
3.16
|
3.11
|
3.09
|
3.17
|
3.19
|
3.26
|
3.32
|
3.51
|
-
|
Other Financial
Institutions |
3.27
|
3.36
|
3.41
|
3.38
|
3.53
|
3.71
|
3.84
|
3.99
|
4.29
|
-
|
| Non-Guaranteed |
AAA |
3.10
|
3.09
|
3.01
|
2.91
|
2.94
|
2.98
|
3.01
|
3.05
|
3.09
|
3.15
|
| AA+ |
3.14
|
3.12
|
3.05
|
2.95
|
2.99
|
3.06
|
3.09
|
3.14
|
3.19
|
3.29
|
| AA0 |
3.15
|
3.14
|
3.07
|
2.98
|
3.02
|
3.08
|
3.12
|
3.17
|
3.25
|
3.38
|
| AA- |
3.18
|
3.17
|
3.10
|
3.01
|
3.06
|
3.12
|
3.15
|
3.22
|
3.35
|
3.58
|
| A+ |
3.24
|
3.25
|
3.25
|
3.23
|
3.29
|
3.36
|
3.46
|
3.56
|
4.03
|
4.30
|
| A0 |
3.35
|
3.37
|
3.40
|
3.38
|
3.46
|
3.54
|
3.65
|
3.81
|
4.45
|
4.75
|
| A- |
3.57
|
3.61
|
3.66
|
3.65
|
3.75
|
3.86
|
4.04
|
4.26
|
5.04
|
5.28
|
| BBB+ |
3.97
|
4.33
|
4.66
|
4.79
|
5.29
|
5.92
|
6.31
|
6.59
|
6.93
|
7.08
|
| BBB0 |
4.34
|
4.84
|
5.24
|
5.47
|
6.09
|
6.87
|
7.33
|
7.63
|
7.98
|
8.14
|
| BBB- |
5.02
|
5.64
|
6.18
|
6.47
|
7.22
|
8.03
|
8.58
|
9.00
|
9.41
|
9.55
|
Corporate II
(Private Placement) |
Non-Guaranteed |
AAA |
3.16
|
3.20
|
3.14
|
3.05
|
3.09
|
3.14
|
3.18
|
3.23
|
3.31
|
3.39
|
| AA |
3.25
|
3.30
|
3.25
|
3.16
|
3.22
|
3.29
|
3.33
|
3.40
|
3.51
|
3.67
|
| A+ |
3.43
|
3.49
|
3.51
|
3.51
|
3.59
|
3.68
|
3.81
|
3.92
|
4.42
|
4.74
|
| A0 |
3.56
|
3.64
|
3.69
|
3.69
|
3.78
|
3.89
|
4.03
|
4.21
|
4.89
|
5.22
|
| A- |
3.82
|
3.91
|
3.99
|
4.00
|
4.12
|
4.25
|
4.46
|
4.69
|
5.51
|
5.78
|
|
|
|
|
|
(Data : Korea Securities and Dealers Association)
|
* Bonds includeed in 5y+ are 10y KTB,
20y NHB2, 7y KDIC and 7y Seoul Metro Railroad
Bond.
** Financial Debentures II Include
Coupon, Bonds issued by securities firms,card
companies, capital companies, leasing companies
and merchant
banks.
*** Guaranteed and Non-Guaranteed
Bonds ard divided by the existence of reimbursement
guarantees on the issuers with
the
creit rating of BBB.
|
|
 |
|