Yield after inflation · Edition 3
364-day bill: 6.13% (21 Oct 2026), against 4.3% inflation (Sep 2026)
The recorded 364-day auction yield was 6.13%, compared with the BoT dated-position inflation reading of 4.30% for Sep 2026. This is a simple nominal gap, not a realised real return.
The chart subtracts the BoT current-position inflation rate from the latest published 364-day weighted-average auction yield. The records have independent clocks and are shown without interpolation.
The numbers
| Measure | Date / period | Value (%) |
|---|---|---|
| Inflation | Sep 2026 | 4.3 |
| Real gap | Sep 2026; 2026-10-21 | 1.83 |
| 364-day bill | 21 Oct 2026 | 6.13 |
What changed
The recorded 364-day auction yield was 6.13%, compared with the BoT dated-position inflation reading of 4.30% for Sep 2026. This is a simple nominal gap, not a realised real return.
Why it matters
The 1.83pp nominal gap is before tax and costs and is not a realised inflation-adjusted return.
Method and limits
The chart subtracts the BoT current-position inflation rate from the latest published 364-day weighted-average auction yield. The records have independent clocks and are shown without interpolation.
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