Notation

Years/Maturity

1

2

3

10

15

20

Aaa

0.00

0.00

0.00

0.62

1.21

1.55

Aa

0.02

0.03

0.06

0.68

1.51

2.70

A

0.02

0.09

1.23

1.59

2.94

5.24

Baa

0.20

0.57

1.03

5.10

9.12

12.59

Ba

1.26

3.48

6.00

21.01

30.88

38.56

B

6.21

13.67

20.65

50.02

59.21

60.73

Caa

23.65

37.20

48.02

77.91

80.23

80.23