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스왑베이시스 추이 및 주간 변동<br />
스왑베이시스 추이 주간변동<br />
0. 50%<br />
- 0. 50%<br />
- 1. 50%<br />
- 2. 50%<br />
- 3. 50%<br />
- 4. 50%<br />
- 5. 50%<br />
- 6. 50%<br />
SWAP BASI S( 1Y)<br />
SWAP BASI S( 3Y)<br />
20110103 2011040120110629201109262011122020120316201206142012090720121204<br />
No. 505 December 07, 2012<br />
0. 30%<br />
0. 10%<br />
- 0. 10%<br />
Bond/IRS 추이 주간변동<br />
0. 80%<br />
0. 30%<br />
- 0. 20%<br />
- 0. 70%<br />
- 1. 20%<br />
20110103 2011040120110629201109262011122020120316201206142012090720121204<br />
주요 Yield<br />
및 Spread<br />
SWAP SPREAD( 1Y)<br />
SWAP SPREAD( 3Y)<br />
0. 10%<br />
0. 00%<br />
- 0. 10%<br />
0. 08%<br />
- 0. 03%<br />
SWAP BASI S( 1Y)<br />
SWAP BASI S( 3Y)<br />
0. 08%<br />
0. 01%<br />
SWAP SPREAD( 1Y)<br />
SWAP SPREAD( 3Y)<br />
(단위: %)<br />
금리구분 20111230 20121207 20121130 주간증감 연말대비<br />
US TREASURY 3Y 0.40 0.31 0.33 -0.02 -0.09<br />
US IRS 3Y 0.88 0.43 0.45 -0.02 -0.45<br />
KRW CRS 3Y 1.60 1.80 1.74 0.06 0.20<br />
KRW IRS 3Y 3.30 2.77 2.79 -0.02 -0.53<br />
KTB 3Y 3.34 2.81 2.84 -0.03 -0.53<br />
IRS 5Y-3Y 0.07 0.07 0.06 0.01 -0.01<br />
SWAP BASIS 3Y -1.70 -0.97 -1.05 0.08 0.73<br />
SWAP SPREAD 3Y -0.04 -0.04 -0.05 0.01 0.00<br />
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