Corporate Bond Portfolio and Investment Analysis

IFRS 17 Discount Rates and Illiquidity Premium 1 year 5 years Spot Rates as at 30 Jun 2023 10 years 15 years 20 years Risk free With illiquidity premium Risk free With illiquidity premium Risk free With illiquidity premium Risk free With illiquidity premium Risk free With illiquidity premium % USD 5.27 5.60 4.05 5.12 3.76 5.03 3.81 5.08 4.12 5.33 HKD 4.82 5.15 4.02 5.08 3.77 5.04 3.79 5.07 4.11 5.31 CNY 1.86 2.37 2.44 2.88 2.67 3.00 2.85 3.19 2.99 3.40 SGD 3.52 5.23 3.03 4.09 2.90 4.09 2.67 3.88 2.37 3.57 MYR 3.27 3.76 3.62 4.03 3.91 4.22 4.08 4.41 4.18 4.57 THB 2.05 2.40 2.34 2.94 2.62 3.32 2.97 3.75 3.22 4.04 ALA 64

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