| Field | Key | Description |
|---|---|---|
| As-of Date | Y | Timestamp (at close of business) for the data (T-1) |
| Curve Name (Underlying) | Y | Name of the issuer credit spread curve |
| Risk Class | Y | “CSR non-Sec” |
| Bucket | 1-18 | |
| Credit Quality | “IG”, “HY”, or “NR” | |
| Sector | The relevant sector of the curve | |
| Covered Bond Rating | “high” for AA- and above covered bonds. |
Curve
The Curve (Underlying) refers to the relevant credit issuer spread curves (bond and CDS) MAR21.9(1).