Aaa Aa A Baa MV% 100% 9.1 10.8 11.6 11.9 12.7 13.5 90 ... 10.8 11.6 11.9 12.7 13.5 0% 10% 20% 30%...

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Transcript of Aaa Aa A Baa MV% 100% 9.1 10.8 11.6 11.9 12.7 13.5 90 ... 10.8 11.6 11.9 12.7 13.5 0% 10% 20% 30%...

35.2 36.4 35.7 35.8 36.2 36.6

10.8 10.3 10.0 9.5 9.6 8.1

19.9 21.5 22.3 23.3 24.2 25.4

34.1 31.8 32.0 31.4 31.0 30.0

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Treasury Government-Related Corporate Securitized

75.1 73.1 72.4 71.8 71.5 70.8

5.1 5.1 4.9 4.6 4.4 4.4

10.7 11.0 11.1 11.8 11.4 11.3

9.1 10.8 11.6 11.9 12.7 13.5

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2011 2012 2013 2014 2015 1H16

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Aaa Aa A Baa