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
Remark:
1. Data excludes FX and GRE Bond.
2. The yield on Inflation-linked bond is a real yield to maturity.
3. The corporate bond index is changed to the MTM corporate bond index since Jan 2022.