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 |