The Thai Bond Market Association (ThaiBMA) website provides a full list of Thai Government benchmarks which includes ThaiBMA-determined government yield curve in tabular and graphical form, zero coupon yield curve and historical yield curves. A spread matrix for State Owned Enterprise bonds is also available at The ThaiBMA site. The data are expressed as a credit spread over the interpolated government benchmark yield. Historical yield curve statistics are also available. ThaiBMA also creates composite corporate benchmarks based on the credit ratings of all registered issuers. The data are expressed as a credit spread over the interpolated government yield reflecting average term to maturity or duration of the corporate sample size. |