Credit

DisSz

Spread

1 (A)

2.0000

1.4400

2 (A+)

3.1071

0.4518

3 (AA−)

3.0667

0.3893

4 (AA)

2.9940

−0.3798

5 (AA+)

3.2885

−0.9404

6 (AAA)

3.3750

−1.4006