| LIBOR | CDS Spread | |||||
---|---|---|---|---|---|---|---|
Date | 12 Month | AAA | AA | A | BBB | BB | B |
20140430 | 0.5490% | 0.0938% | 0.1670% | 0.3881% | 0.5722% | 1.7952% | 4.1154% |
20140429 | 0.5490% | 0.1105% | 0.1679% | 0.3985% | 0.5913% | 1.7995% | 4.1502% |
20140428 | 0.5495% | 0.1113% | 0.1685% | 0.3992% | 0.5894% | 1.9206% | 4.2556% |
20140425 | 0.5495% | 0.1113% | 0.1673% | 0.3826% | 0.5697% | 1.8139% | 4.2349% |
20140424 | 0.5495% | 0.0968% | 0.1676% | 0.3807% | 0.5806% | 1.5016% | 4.2173% |
20140423 | 0.5483% | 0.1111% | 0.1686% | 0.4037% | 0.5774% | 1.7221% | 4.3761% |
… | … | … | … | … | … | … | … |
20090507 | 1.7813% | 0.3075% | 0.9621% | 1.6332% | 3.4747% | 8.4460% | 28.0827% |
20090506 | 1.8200% | 0.3599% | 1.1833% | 1.8355% | 3.6819% | 8.8693% | 26.2862% |
20090505 | 1.8589% | 0.3695% | 1.1359% | 1.8929% | 3.8222% | 9.1412% | 26.5660% |
20090504 | 1.8644% | 0.4343% | 1.2053% | 2.0017% | 3.8649% | 9.3918% | 26.4036% |
20090501 | 1.8644% | 0.4366% | 1.1579% | 2.0539% | 3.9778% | 8.8810% | 26.9790% |
variance | 0.0007% | 0.0001% | 0.0005% | 0.0007% | 0.0032% | 0.0168% | 0.2053% |
mean | 0.909% | 0.2476% | 0.5264% | 0.7041% | 1.0387% | 2.7020% | 7.4352% |