Fair Prices and Yield

per 10-December-2024

Series	TTM (Y)	Today Yield (%)	Today Price (%)	Yesterday Yield (%)	Yesterday Price (%)	Coupon (%)
FR0101	4.35	6.8605	100.0412	6.8390	100.1212	6.8750
FR0100	9.19	6.9097	98.0750	6.9013	98.1300	6.6250
FR0098	13.52	7.0842	100.3491	7.0478	100.6641	7.1250
FR0097	18.52	7.0881	100.3752	7.0789	100.4693	7.1250

Series	TTM (Y)	Today Yield (%)	Today Price (%)	Yesterday Yield (%)	Yesterday Price (%)	Coupon (%)
PBS032	1.59	6.9021	96.9756	6.8591	97.0336	4.8750
PBS030	3.60	6.8146	97.0384	6.7937	97.1010	5.8750
PBS004	12.19	6.7836	94.3820	6.8040	94.2200	6.1000
PBS038	25.03	7.0990	97.3944	7.0901	97.4948	6.8750

Series	TTM (Y)	Today Yield (%)	Today Price (%)	Yesterday Yield (%)	Yesterday Price (%)	Coupon (%)
ORI021	0.18	6.4702	99.7187	6.4590	99.7165	4.9000
ORI022	0.85	6.5641	99.4951	6.5484	99.5063	5.9500
ORI023T3	1.59	6.6579	98.8545	6.6291	98.8958	5.9000
ORI023T6	4.60	6.6338	97.8895	6.6135	97.9681	6.1000
ORI024T3	1.85	6.5401	99.2359	6.5140	99.2800	6.1000
ORI024T6	4.85	6.6126	98.9134	6.6407	98.7971	6.3500
ORI025T3	2.18	6.6847	99.1201	6.6620	99.1647	6.2500
ORI025T6	5.19	6.6301	98.9934	6.6430	98.9366	6.4000
ORI026T3	2.85	6.7124	98.9338	6.6902	98.9898	6.3000
ORI026T6	5.85	6.7895	98.1244	6.7553	98.2867	6.4000
SR016	0.25	6.4898	99.6192	6.4743	99.6190	4.9500
SR017	0.75	6.5919	99.4951	6.5719	99.5078	5.9000
SR018T3	1.25	7.0301	99.0691	6.9834	99.1228	6.2500
SR018T5	3.25	6.8013	98.8327	6.7924	98.8577	6.4000
SR019T3	1.75	6.6913	98.7790	6.6668	98.8173	5.9500
SR019T5	3.75	6.6122	98.3028	6.6083	98.3146	6.1000
SR020T3	2.25	6.5859	99.4036	6.5637	99.4493	6.3000
SR020T5	4.25	6.5165	99.5685	6.5012	99.6250	6.4000
SR021T3	2.75	6.5481	99.5026	6.5205	99.5713	6.3500
SR021T5	4.75	6.5811	99.4666	6.5753	99.4896	6.4500

Tenor (Year)	IGS	AAA	AA	A	BBB
0.1	6.4359	6.5584	6.8480	7.4533	8.9353
1.0	6.6501	6.9159	7.2448	8.5573	9.9931
2.0	6.7437	7.0626	7.4419	8.9824	10.5176
3.0	6.7894	7.1580	7.5785	9.2582	10.8425
4.0	6.8251	7.2621	7.7130	9.4993	11.1080
5.0	6.8610	7.3775	7.8505	9.6985	11.3372
6.0	6.8977	7.4931	7.9825	9.8472	11.5281
7.0	6.9329	7.5987	8.1007	9.9495	11.6788
8.0	6.9648	7.6889	8.2007	10.0157	11.7922
9.0	6.9923	7.7619	8.2816	10.0566	11.8743
10.0	7.0149	7.8188	8.3449	10.0810	11.9317