Bond Market Data

Remark :
1. Each rating group includes all signs. For example, AA group consists of rating AA+, AA and AA-.
2. Averaged Spread is simple average of spreads.
3. Blank means there is no bonds in the criteria.
4. Averaged averaged maturity means the average of average maturities of all bonds in the criteria.
5. Avaraged maturity of each bond is calculated from: sum(principal * time) / sum(principals)