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Daily Market Summary as of
Market Wrap up
Bond Index
Top 5 Most Active Bond
Executed Yield & Trading Value
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Clean Price Index & Trading Value
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Government Bond Yield Curve
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Yield Movement
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Change of Bidding Yield (bp)
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Bid-Offer Spread
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ThaiBMA Govt. Bond vs US Treasury
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Corporate Static Spread
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Volatility of Government Yield based on TTM
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Volatility of Government Yield based on Duration
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Volatility of Corporate Spread based on TTM
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Volatility of Corporate Spread based on Duration
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Var of Government Bond
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Stock Market
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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.