| 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 |