Corporate Bond Yield Curve (Averaged Spread)
| Remark : |
| 1. Each rating group includes all signs. For example, AA group consists of rating AA+, AA and AA-. |
| 2. Averaged Spread is simple average of spreads. |
| 3. Blank means there is no bonds in the criteria. |
| 4. Averaged maturity means the average of average maturities of all bonds in the criteria. |
| 5. Averaged maturity of each bond is calculated from: sum(principal * time) / sum(principals) |
| 6. Since June 15, 2020, the corporate average spread data will be shown with 10 rating groups (AAA, AA+, AA, AA-, AA, A+, A, A-, BBB+, BBB, BBB-) ,while the historical data before such date will be displayed with 4 rating groups (AAA, AA, A, BBB). This change is possible due to the more liquid nature of Thai bond market. |
| 7. For the manual of Corporate Bond Yield Curve (Averaged Spread) , please click here. |