Indicative Intraday Yield Curve

Indicative Intraday Yield Curve as of

Remark :

1. = Average Traded Yield (%)

2. = Previous hour data

3. Yield (%) is BEY (%) or Bond Equivalent Yield (Calculated with Semi-annually Compounded Yield)

4. Data shows the result of the average traded yield for each hour, and the conditions for qualified trade transactions are as follows:

4.1 Not classified as 'Small Lot Size’ (SL) or 'Switching Portfolio’ (SWP)

4.2 Only outright trading transactions

4.3 Bond types for 1/3/6-month tenors: CB and TB

4.4 Bond types for 1/3/5/10-year tenors: LB, ESGLB and SLB

4.5 Counterparty: Dealer and Asset Management Company

4.6 The average traded yield at 9:00 AM includes trade transactions from 4:01 PM (yesterday) to 9:00 AM (today).

5. The change value is the difference between the yield of this hour and the previous hour.

6. The calculation methodology has been updated since February 3, 2025.