Daily Market Summary as of

Market Wrap up
Bond Index
Top 5 Most Active Bond
Executed Yield & Trading Value
as of
Clean Price Index & Trading Value
as of
Government Bond Yield Curve
as of
Yield Movement
as of
Change of Bidding Yield (bp)
as of
Bid-Offer Spread
as of
ThaiBMA Govt. Bond vs US Treasury
as of
Corporate Static Spread
as of
Volatility of Government Yield based on TTM
as of
Volatility of Government Yield based on Duration
as of
Volatility of Corporate Spread based on TTM
as of
Volatility of Corporate Spread based on Duration
as of
Var of Government Bond
as of
THB I-IR-T-BILL
as of
Interbank Offered Rates
as of
Repo - Bibor - THB I-IR
as of
FED Funds Rate vs RP 1-Day
as of
Stock Market
as of
Remark:
1. Data excludes FX Bond.
2. The yield on Inflation-linked bond is a real yield to maturity.