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Hot Issue: 7월 회사채 동향 - KIS채권평가

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금리 및 채권지수 추이<br />

한경-KIS-Reuters, KOBI30, KOBI120 추이 (Call 재투자 지수)<br />

200<br />

195<br />

190<br />

185<br />

180<br />

175<br />

170<br />

165<br />

160<br />

155<br />

채권종류별 Spot Curve Swap Spread 추이<br />

All KTB MSB<br />

Corp KOBI30 KOBI120<br />

150<br />

06-08 06-22 07-06 07-20 08-03<br />

채권종류별 시가총액 가중평균 YTM 추이<br />

4.50<br />

4.00<br />

3.50<br />

3.00<br />

2.50<br />

2.00<br />

5.00<br />

4.50<br />

4.00<br />

3.50<br />

3.00<br />

2.50<br />

2.00<br />

1.50<br />

KTB<br />

KEPCO<br />

KDB<br />

Corp(AA-)<br />

0 5 10<br />

All KTB<br />

MSB Corp<br />

1.50<br />

KOBI30 KOBI120<br />

06-08 06-22 07-06 07-20 08-03<br />

No. 488 August 10, 2012<br />

3.50<br />

3.00<br />

2.50<br />

2.00<br />

1.50<br />

1.00<br />

KTB 3yr<br />

0.50<br />

Swap 3yr<br />

Spread<br />

0.00<br />

06-08 06-22 07-06 07-20 08-03<br />

채권지수 Duration<br />

4.20<br />

3.70<br />

3.20<br />

2.70<br />

2.20<br />

1.70<br />

1.20<br />

-5<br />

-10<br />

-15<br />

-20<br />

-25<br />

All KTB<br />

MSB Corp<br />

KOBI30 KOBI120<br />

0.70<br />

06-10 06-24 07-08 07-22 08-05<br />

0<br />

1

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