27 March 2024
Service Manager :
Wat, Natakorn (0-2257-0357 # 451, 210)
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(dd/mm/yyyy)
Zero Coupon Bond Yield Curve vs US Treasury Yield Curve
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Source : U.S. Department of the Treasury
ThaiBMA Govt. Bond Yield Curve
TTM
Yield
Chg.(bp)
1 Mth.
2.24
n.a
3 Mth.
2.27
n.a
6 Mth.
2.28
n.a
1 YR.
2.24
0
2 YR.
2.16
0
3 YR.
2.18
0
5 YR.
2.26
0
7 YR.
2.37
-1
10 YR.
2.54
-1
12 YR.
2.66
0
15 YR.
2.79
0
18 YR.
2.88
-1
19 YR.
2.99
-1
20 YR.
3.04
-1
21 YR.
3.07
0
25 YR.
3.17
0
27 YR.
3.22
0
28 YR.
3.24
0
29 YR.
3.25
0
30 YR.
3.25
0
35 YR.
3.45
0
40 YR.
3.57
0
45 YR.
3.57
0
US Treasury Yield Curve
TTM
Yield
Chg.(bp)
1 Mth.
5.50
0
3 Mth.
5.45
-1
6 Mth.
5.36
0
1 YR
4.99
-1
2 YR
4.54
-2
3 YR
4.36
-2
5 YR
4.18
-4
7 YR
4.18
-5
10 YR
4.20
-4
20 YR
4.45
-4
30 YR
4.36
-4