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(Unit : basis point)
SOE Spread Matrix - 15 May 2012
Issuer 3M 1Y 3Y 5Y 10Y 15Y
   BAAC 9.6000     13.6000     20.5000     23.0000     23.0000     26.4000    
   BCP 6.5000     11.2500     16.0000     16.7500     26.5000     27.6667    
   BMTA 9.2000     14.2000     21.6000     23.7500     23.0000     27.0000    
   CAT 6.2500     12.6667     20.0000     17.2500     30.0000     28.0000    
   EGAT 8.2000     13.0000     20.0000     19.6667     23.0000     25.4000    
   EXAT 9.6000     14.2000     20.5000     21.0000     23.2500     26.6000    
   GHB 10.5000     13.2000     20.0000     21.0000     24.0000     26.0000    
   IFCT 6.7500     11.5000     14.0000     17.2500     30.0000     30.0000    
   MEA 8.8000     13.2000     20.0000     20.3333     24.4000     26.2000    
   MRTA 9.6000     14.2000     21.6000     20.4000     23.0000     27.2000    
   MWA 11.0000     14.2000     20.7500     18.7500     24.2000     27.2000    
   NHA 9.6000     13.6000     20.5000     18.7500     24.4000     27.2000    
   PEA 9.0000     13.2000     20.5000     18.7500     23.2500     27.4000    
   PTT 8.8000     13.4000     20.8000     21.5000     22.2500     25.8000    
   PWA 11.5000     14.4000     20.0000     19.0000     24.8000     27.0000    
   SRT 11.2500     14.6000     21.7500     17.8000     28.7500     29.4000    
Remark
1.  This page is designed to provide the REFERENCE YIELD SPREADS for the Bilateral Repurchase Agreement between the Bank of Thailand and Primary Dealers.
2.  The above reference yield spreads are averaged spreads over government bonds, quoted by BOT’s Primary Dealers on weekly basis (7 th, 15 th, 22 nd, and last business date of the month).
3.   The classification of SOE bonds and Time to Maturity periods are defined by the Sub-Working Committee under the Secondary Bond Market Development Taskforce led by the Bank of Thailand.
4.  Reference yields of FIDF bonds are separately quoted by issue.

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