Fair Prices and Yield

per 20-December-2024

Series	TTM (Y)	Today Yield (%)	Today Price (%)	Yesterday Yield (%)	Yesterday Price (%)	Coupon (%)
FR0101	4.32	6.9625	99.6650	6.9379	99.7550	6.8750
FR0100	9.16	7.0517	97.1450	7.0575	97.1063	6.6250
FR0098	13.49	7.1174	100.0635	7.1252	99.9967	7.1250
FR0097	18.50	7.1204	100.0450	7.1303	99.9447	7.1250

Series	TTM (Y)	Today Yield (%)	Today Price (%)	Yesterday Yield (%)	Yesterday Price (%)	Coupon (%)
PBS032	1.57	7.1212	96.7119	6.9815	96.9067	4.8750
PBS030	3.57	6.9377	96.6832	6.9336	96.6931	5.8750
PBS004	12.16	6.8343	93.9922	6.8574	93.8096	6.1000
PBS038	25.00	7.1366	96.9686	7.1383	96.9498	6.8750

Series	TTM (Y)	Today Yield (%)	Today Price (%)	Yesterday Yield (%)	Yesterday Price (%)	Coupon (%)
ORI021	0.16	6.6928	99.7273	6.6634	99.7271	4.9000
ORI022	0.82	6.7631	99.3531	6.6993	99.4018	5.9500
ORI023T3	1.57	6.4457	99.1871	6.3181	99.3756	5.9000
ORI023T6	4.57	6.6621	97.7904	6.6605	97.7957	6.1000
ORI024T3	1.82	6.6467	99.0651	6.6338	99.0858	6.1000
ORI024T6	4.82	6.6755	98.6613	6.6699	98.6838	6.3500
ORI025T3	2.16	6.8125	98.8762	6.7500	98.9992	6.2500
ORI025T6	5.16	6.6327	98.9864	6.6183	99.0484	6.4000
ORI026T3	2.82	6.4102	99.7163	6.3840	99.7833	6.3000
ORI026T6	5.82	6.8884	97.6633	6.8534	97.8279	6.4000
SR016	0.22	6.7192	99.6090	6.6843	99.6122	4.9500
SR017	0.72	6.8678	99.3188	6.7520	99.3979	5.9000
SR018T3	1.22	7.0177	99.1024	6.9649	99.1620	6.2500
SR018T5	3.22	6.8498	98.7021	6.8391	98.7319	6.4000
SR019T3	1.72	6.8979	98.4638	6.8300	98.5710	5.9500
SR019T5	3.73	6.7382	97.9033	6.7282	97.9347	6.1000
SR020T3	2.22	6.7209	99.1327	6.6631	99.2506	6.3000
SR020T5	4.22	6.6628	99.0345	6.6311	99.1499	6.4000
SR021T3	2.72	6.6430	99.2715	6.5997	99.3784	6.3500
SR021T5	4.73	6.6902	99.0293	6.6794	99.0722	6.4500

Tenor (Year)	IGS	AAA	AA	A	BBB
0.1	6.6585	6.7972	7.1089	7.6471	9.1404
1.0	6.8974	7.1432	7.5283	8.7472	10.2196
2.0	6.9434	7.2226	7.6814	9.1309	10.6463
3.0	6.9524	7.2794	7.7789	9.3796	10.9603
4.0	6.9700	7.3727	7.8901	9.6091	11.2529
5.0	6.9975	7.4887	8.0138	9.8052	11.5002
6.0	7.0277	7.6052	8.1351	9.9542	11.6867
7.0	7.0552	7.7079	8.2427	10.0577	11.8160
8.0	7.0776	7.7909	8.3313	10.1250	11.9002
9.0	7.0945	7.8542	8.4006	10.1666	11.9525
10.0	7.1067	7.9003	8.4525	10.1915	11.9839