Bond Market Data
Credit Spread - LCY Corp. Bonds vs Govt. Bonds
Data vary across markets. For details download spreadsheet.

Credit Spread - LCY Corp. Bonds vs Govt. Bonds (Corp AAA)

 
Date 1 year 3 year 5 year
31-Mar-2018 23.0 32.0 28.0
28-Feb-2018 23.0 28.0 26.0
29-Dec-2017 23.0 28.0 27.0
 

Credit Spread - LCY Corp. Bonds vs Govt. Bonds (Corp AA+)

 
Date 1 year 3 year 5 year
31-Mar-2018 25.0 37.0 38.0
28-Feb-2018 25.0 32.0 36.0
29-Dec-2017 25.0 32.0 38.0
 

Credit Spread - LCY Corp. Bonds vs Govt. Bonds (Corp AAO)

 
Date 1 year 3 year 5 year
31-Mar-2018 29.0 41.0 45.0
28-Feb-2018 29.0 36.0 43.0
29-Dec-2017 29.0 37.0 46.0
 

Credit Spread - LCY Corp. Bonds vs Govt. Bonds (Corp AA-)

 
Date 1 year 3 year 5 year
31-Mar-2018 33.0 46.0 56.0
28-Feb-2018 33.0 41.0 54.0
29-Dec-2017 34.0 42.0 57.0
 

Credit Spread - LCY Corp. Bonds vs Govt. Bonds (Corp A+)

 
Date 1 year 3 year 5 year
31-Mar-2018 57.0 92.0 115.0
28-Feb-2018 59.0 93.0 115.0
29-Dec-2017 62.0 95.0 116.0
 

Credit Spread - LCY Corp. Bonds vs Govt. Bonds (Corp AO)

 
Date 1 year 3 year 5 year
31-Mar-2018 74.0 118.0 155.0
28-Feb-2018 76.0 118.0 155.0
29-Dec-2017 80.0 121.0 157.0
 

Credit Spread - LCY Corp. Bonds vs Govt. Bonds (Corp A-)

 
Date 1 year 3 year 5 year
31-Mar-2018 100.0 156.0 209.0
28-Feb-2018 102.0 157.0 209.0
29-Dec-2017 106.0 160.0 210.0
 

Credit Spread - LCY Corp. Bonds vs Govt. Bonds (Corp BBB+)

 
Date 1 year 3 year 5 year
31-Mar-2018 247.0 419.0 423.0
28-Feb-2018 249.0 419.0 423.0
29-Dec-2017 251.0 421.0 425.0
 

Credit Spread - LCY Corp. Bonds vs Govt. Bonds (Corp BBBO)

 
Date 1 year 3 year 5 year
31-Mar-2018 315.0 524.0 528.0
28-Feb-2018 316.0 524.0 528.0
29-Dec-2017 318.0 526.0 529.0
 

Credit Spread - LCY Corp. Bonds vs Govt. Bonds (Corp BBB-)

 
Date 1 year 3 year 5 year
31-Mar-2018 414.0 661.0 670.0
28-Feb-2018 415.0 661.0 670.0
29-Dec-2017 417.0 663.0 671.0
 
Credit Spread - LCY Corp. Bonds vs Govt. Bonds

Credit spread LCY = LCY corporate bond yield Ė LCY benchmark government bond yield


Credit spread measures the difference between a local currency (LCY) bondís yield and a LCY benchmark government bondís yield of the same tenor. Spreads are given in basis points, where 1% yield equals 100 basis points.

Credit spreads represent the average pricing adjustment for the difference in risk associated with a corporate bond as against benchmark government bonds. Larger credit spreads compensate bondholders for higher risk. Asia Bond Indicators calculate average credit spreads for corporate bonds based on assigned credit ratings by local rating agencies. As credit spreads vary depending upon time to maturity, we also classify spreads by tenor.