Bond Market Data

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.