발행시장 동향 - KIS채권평가

스왑베이시스 추이 및 주간 변동
스왑베이시스 추이 주간변동
0. 50%
- 0. 50%
- 1. 50%
- 2. 50%
- 3. 50%
- 4. 50%
- 5. 50%
- 6. 50%
SWAP BASI S( 1Y)
SWAP BASI S( 3Y)
20110103 20110401 20110629 20110926 20111220 20120316 20120614
No. 486 July 27, 2012
0. 30%
0. 10%
- 0. 10%
Bond/IRS 추이 주간변동
0. 80%
0. 30%
- 0. 20%
- 0. 70%
- 1. 20%
20110103 20110401 20110629 20110926 20111220 20120316 20120614
주요 Yield
및 Spread
SWAP SPREAD( 1Y)
SWAP SPREAD( 3Y)
0. 10%
0. 00%
- 0. 10%
- 0. 02%
0. 05%
SWAP BASI S( 1Y)
SWAP BASI S( 3Y)
- 0. 06%
0. 06%
SWAP SPREAD( 1Y)
SWAP SPREAD( 3Y)
금리구분 20111230 20120727 20120720 주간증감 연말대비
US TREASURY 3Y 0.40 0.31 0.30 0.01 -0.10
US IRS 3Y 0.88 0.51 0.51 -0.01 -0.38
KRW CRS 3Y 1.60 1.83 1.84 -0.01 0.23
KRW IRS 3Y 3.30 2.77 2.72 0.05 -0.53
KTB 3Y 3.34 2.86 2.87 -0.01 -0.48
IRS 5Y-3Y 0.07 0.03 0.04 0.00 -0.04
SWAP BASIS 3Y -1.70 -0.94 -0.88 -0.06 0.76
SWAP SPREAD 3Y -0.04 -0.09 -0.15 0.06 -0.05
(단위: %)
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