Fixed Income Weekly - .PT Cheil Jedang Superfeed...

download Fixed Income Weekly - .PT Cheil Jedang Superfeed 대¶œ±„권 (”¨ œ‌´ œ‌· œë‹¹ —°ëŒ€ë³´¦‌)

of 32

  • date post

    18-Jul-2019
  • Category

    Documents

  • view

    213
  • download

    0

Embed Size (px)

Transcript of Fixed Income Weekly - .PT Cheil Jedang Superfeed...

  • 2

    9

    1 9

    2 11

    3 14

    4 A B S 19

    5 21

    6 KAP 24

    26

    26

    26

    27

    28

    3 .

    ,

    . ,

    .

    Summary

    CONTACT US

    02. 2251. 1300

    02. 2251. 3312

    02. 2251. 1400

    88( 98-5) 4

    2 10(bp)

    .

    .

    Fixed Income Weekly

    Sep 28 Vol.15-38

    3 Credit Spread

  • Fixed Income Weekly

    2

    :

    CD CP MMF

    :

    (2251-1320)

    leekh@koreaap.com

    (2251-1321)

    jmhan@koreaap.com

  • Fixed Income Weekly

    3

    ()

    2015-09-21 A1 9 1,300

    2015-09-22 A1 NH 8 800

    A1 8 1,300

    2015-09-23 A1 KB 7 1,700

    A1 22 600

    2015-09-24

    A1 KB 6 1,800

    A1 7 1,300

    A1 6 800

    A1 7 900

    A2+ 6 800

    * 5 , 500

    CP

    () (%)

    A1

    98 1.8

    269 1.92

    35 1.55

    36 1.55

    29 1.54

    17 1.55

    A1

    8 1.68

    90 1.78

    8 1.66

    24 1.72

    182 1.84

    7 1.58

    1 1.51

    1 1.49

    175 1.81

    60 1.73

    35 1.56

    102 1.77

    30 1.78

    15 1.75

    / A1

    3 1.53

    337 1.8

    196 1.84

    342 1.87

    JB 82 1.8

  • Fixed Income Weekly

    4

    ABCP (918~924)

    () ()

    A1

    91 270 9-18

    ( )

    361 1,014 9-18

    31 2,006 9-18

    PT Cheil Jedang Superfeed

    ( )

    31 20 9-18

    ( )

    91 440 9-18

    / CDS

    91 140 9-21

    ( )

    364 3,245 9-21

    91 900 9-21

    ( )

    91 90 9-21

    ( )

    30 800 9-21 PF Loan

    ( )

    91 160 9-21

    ( )

    91 190 9-21

    ( )

    10 480 9-21

    91 255 9-21 / FTD

    CDS

    91 303 9-21 /

    91 500 9-22 / FTD

    CDS

    91 202 9-22 -

    / CDS

    122 203 9-22 /CDS

    16 364 2,434 9-22

    91 205 9-22 / CDS

    91 450 9-22 JW

    ( )

    59 620 9-22

    ( )

    91 200 9-22

    ( )

    91 504 9-22 /

    91 102 9-22 / CDS

    153 300 9-23 PF Loan

    91 2,597 9-23

    30 500 9-23

    ( )

  • Fixed Income Weekly

    5

    364 2,535 9-23

    364 400 9-23

    ( )

    61 100 9-23 PF Loan

    ( )

    61 500 9-23 PF Loan

    (SC )

    344 168 9-23 PF Loan

    364 450 9-24 ,, PF

    ( )

    32 94 9-24 PF Loan

    ( )

    61 300 9-24 PF Loan

    ( )

    32 650 9-24

    ( )

    91 633 9-24 SK

    ( )

    243 550 9-24 PF

    Loan ( )

    364 300 9-24

    (IBK )

    364 360 9-24

    ( )

    32 1,020 9-24 JT

    (, , )

    183 2,634 9-24

    364 430 9-24 PF Loan

    ( )

    343 20 9-24 PF

    ( )

    *A2+

    ABSTB (918~924)

    () ()

    A1 61 200 9-18 PF

    (NH )

    A1 61 200 9-18 PF

    ( )

    A1 61 200 9-18 PF

    ( )

    A1 28 8 9-18 PF

    ( )

    A1 31 150 9-18 16

    (HMC )

    A2+ 91 79 9-18

    PF A2+ 91 212 9-18

    A2+ 91 185 9-18

    A2+ 84 653 9-18

  • Fixed Income Weekly

    6

    A2+ 91 653 9-18

    A2+ 59 500 9-18

    (E&S )

    A2+ 91 300 9-18 PF

    A2 91 230 9-18

    ( )

    A2 61 200 9-18 PF

    A2 69 270 9-18 PF

    A1 30 90 9-21 PF

    ( )

    A1 88 4,522.5 9-21

    A1 29 80 9-21

    ( )

    A2+ 30 217 9-21 PF

    ( )

    A1 62 250 9-22 PF

    (HMC )

    A1 2 91 195 9-22

    (IBK )

    A1 59 500 9-22 PF

    ( )

    A1 30 100 9-22 PF

    ( ) A1 59 645 9-22

    A2+ 59 300 9-22 PF

    ( )

    A2+ 62 100 9-22 PF

    (SK )

    A2+ 59 500 9-22 PF

    (SK )

    A2 91 152 9-22

    (BS )

    A1 22 470 9-23 USD/

    single name cds

    A1 30 31 9-23

    Aviation

    2

    (HMC )

    A1 91 197 9-23

    ( )

    A1 91 439 9-23 PF

    ( )

    A1 91 219 9-23 PF

    ( )

    A1 91 209 9-23 PF

    ( )

    A1 91 308 9-23 PF

    ( )

    A1 30 362 9-23 PF

    ( )

  • Fixed Income Weekly

    7

    A1 30 120 9-23 PF

    (HMC )

    A1 61 500 9-23 PF

    ( )

    A1 30 1001 9-23 PF

    ( )

    A1 91 115 9-23

    ( )

    A1 30 220 9-23 PF

    ( )

    A1 61 900 9-23 PF

    ( )

    A2+ 49 350 9-23 PF

    ( )

    A2 42 300 9-23 PF Loan

    A1 91 40 9-24 PF

    A1 61 300 9-24 PF

    (KB )

    A1 91 660 9-24 PF

    ( )

    A1 91 40 9-24 PF

    A1 33 200 9-24

    ( )

    A1 64 300 9-24 PF

    ( )

    A1 61 77 9-24

    Turner Construction

    Company PF

    ( )

    A1 22 100 9-24

    (NH )

    A1 32 98 9-24

    ( )

    A2+ 61 400 9-24

    (E&S )

    A2 32 900 9-24

    GS PF A2 29 150 9-24

    A2 53 150 9-24

    A2 91 300 9-24

    A2 40 485 9-24 PF Loan

    A2 53 428 9-24 GS PF

    *A2

  • Fixed Income Weekly

    8

    CD

    (%) ()

    AAA 20150921 20151207 1.58 1,000

    AA+ 20150923 20151209 1.58 500

    1,500

    CD

  • Fixed Income Weekly

    9

    ( : bp)

    3 5 10 20

    15.09.18. 1.632 1.820 2.192 2.365

    15.09.25 1.612 1.785 2.132 2.300

    -2.0 -3.5 -6.0 -6.5

    ( : bp)

    5-3 10-3 10-5 20-10

    15.09.18. 18.8 56.0 37.2 17.3

    15.09.25 17.3 52.0 34.7 16.8

    -1.5 -4.0 -2.5 -0.5

    :

    :

    -12.00

    -10.00

    -8.00

    -6.00

    -4.00

    -2.00

    0.00

    2.00

    4.00

    1.400

    1.600

    1.800

    2.000

    2.200

    2.400

    2.600

    2.800

    3 1 2 3 5 10 20

    (%) (bp) () 2015-09-18 2015-09-25

    0

    20

    40

    60

    80

    15/07/14 15/07/24 15/08/03 15/08/13 15/08/23 15/09/02 15/09/12 15/09/22

    (bp)

    10-3

    5-3

    (2251-1315)

    yjkim@koreaap.com

    (2251-1314)

    hycho@koreaap.com

  • Fixed Income Weekly

    10

    3

    :

    (9 21~9 25)

    (%)

    ()

    9/21 02625-3509 20 2.325 8,000 8,000 30,750

    9/23 2015-0310-0063 63 1.540 10,000 10,000 15,470

    9/21 DC16-0322-1820 182 1.520 6,000 10,000 6,000

    9/21 DC15-1222-0910 91 1.500 12,000 12,000 28,600

    9/17 308 30 2.660 14.5 2,800

    9/21 2015-06 5 1.89 10 200 200

    9/22 2015-6-3() 3 1.720 9.5 2500 2,500

    9/22 15-62 7 2.026 6.9 300

    9/22 15-63 3 1.702 7.7 100

    9/22 520 5.5 1.952 11.6 700 700

    9/23 635 10 2.237 10.2 500 500 1,400

    9/23 309 10 2.240 10.5 1,500 1,500

    9/25 125 3 1.690 7.8 1,000 1,000 4,000

    49,600

    1.610

    1.615

    1.620

    1.625

    1.630

    1.635

    1.640

    -8,000

    -6,000

    -4,000

    -2,000

    0

    2,000

    4,000

    6,000

    8,000

    15-9-18 15-9-21 15-9-22 15-9-23 15-9-24 15-9-25

    ()

    / 3 ()

    12/9 () 3

    3.039% 1.77,

    30 4.04% 0.65

    91 2.55%

    1.42, 182

    2.64%0.73,

    12/4() 2 2.90%

    2.37

  • Fixed Income Weekly

    11

    `

    / Spread

    :

    *

    *: ,

    (399-3243)

    leekh@koreaap.com

    (399-3336)

    han@koreaap.com

    (2251-1316)

    ejoh@koreaap.com

  • Fixed Income Weekly

    12

    *

    : ,

    *

    :

    *:

    (3)

    :

  • Fixed Income Weekly

    13

    100 2.031 2015-09-25 2018-09-25 500 AA

    2213 1.873 2015-09-21 2018-06-21 200 AA+

    2214 1.913 2015-09-21 2018-09-21 300 AA+

    2215 2.176 2015-09-23 2020-09-23 300 AA+

    2216 0.000 2015-09-25 2022-09-25 100 AA+

    1859 2.012 2015-09-21 2018-09-21 300 AA+

    1860-1 1.961 2015-09-22 2018-09-21 800 AA+

    1860-2 2.266 2015-09-22 2021-09-22 200 AA+

    1861 2.376 2015-09-23 2022-09-23 300 AA+

    615-2 1.974 2015-09-23 2018-09-21 200 AA+

    615-3 1.863 2015-09-23 2017-09-22 200 AA+

    616 1.806 2015-09-24 2017-03-24 100 AA+

    547 2.286 2015-09-21 2019-09-20 100 AA-

    115 2.353 2015-09-22 2020-09-22 200 AA-

    116 2.063 2015-09-24 2018-09-21 200 AA-

    202-1 1.807 2015-09-21 2016-09-21 100 AA-

    202-2 1.946 2015-09-21 2017-09-21 200 AA-

    202-3 2.105 2015-09-21 2018-09-21 400 AA-

    202-4 2.256 2015-09-21 2019-09-21 100 AA-

    319 2.092 2015-09-21 2018-09-21 800 AA-

    JB 301-1 1.954 2015-09-22 2017-09-22 200 AA-

    JB 301-2 2.113 2015-09-22 2018-09-21 600 AA-

    JB 301-3 2.436 2015-09-22 2020-09-22 100 AA-

    206 1.894 2015-09-23 2017-09-22 100 AA-

    1587 1.852 2015-09-22 2017-09-22 300 AA+

    1588 1.861 2015-09-22 2017-12-22 200 AA+

    13-1 2.029 2015-09-21 2017-09-21 800 A+

    13-2 2.116 2015-09-21 2018-03-21 800 A+

    125 3.220 2015-09-23 2016-09-23 100 A

    0921~ 0925 (29)

    : ,

  • Fixed Income Weekly

    14

    :, KOSCOM

    : buy-back .