| Service Manager : Kantiros, Sineerat (0-2257-0357 # 355, 301) |
 printable
version |
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> ThaiBMA Report > Daily Market Summary
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| Remark: |
1. Data excludes FX Bond. |
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2. The yield on Inflation-linked bond is a real yield to maturity. |
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| Market
Wrap up |
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Total trading value decreased by 16%.Govt gained the major portion or by 55% of total outright trading value , following by SA and CP bonds,respectively.Govt bonds yields fluctuated within a range of -4 to 9 bp.Govt clean price index ended higher by 11 bp and corp index (BBB up) closed higher by 7 bp.The most active issue was LB273A.
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| Trading & Outstanding value | Mln. (THB) | Chg.(%) |
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Outstanding Value |
18,300,182.90
| 0.25 |
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Number of issues | 2,774 | |
Total Trading Value |
1,423,739.03
| -16.03 |
| Outright/Cash Trading |
80,388.04
| -40.14 |
| Financing |
1,342,831.37
| -13.98 |
| Others |
519.63
| 232.22 |
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| ThaiBMA Bond Index |
| Type | Clean Price | Gross Price | Total Return![](\"images/moreinfo_t.gif\") | Avg. Yield | Avg. Dur | Avg. Convex |
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Government Bond |
106.27 | 0.11 |
107.31 | 0.11 |
347.88 | 0.37 |
2.61
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8.38
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148.00
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Group 1 ( 1 < TTM <=3 ) |
71.57 | 0.03 |
72.03 | 0.04 |
230.91 | 0.12 |
1.23
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1.99
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5.40
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Group 2 ( 3 < TTM <= 7 ) |
107.26 | 0.05 |
108.27 | 0.05 |
337.37 | 0.17 |
1.56
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4.22
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21.61
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Group 3 ( 7 < TTM <= 10 ) |
138.37 | 0.16 |
139.49 | 0.17 |
451.12 | 0.54 |
2.09
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7.53
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65.04
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Group 4 ( 10 < TTM ) |
173.02 | 0.27 |
175.12 | 0.29 |
577.98 | 0.96 |
2.91
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14.40
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309.16
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Group 5 (<= 10) |
89.33 | 0.05 |
90.04 | 0.05 |
284.91 | 0.17 |
1.70
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3.69
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22.30
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SOE (G) Bond Index |
102.85 | 0.07 |
103.44 | 0.06 |
199.91 | 0.15 |
1.99
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4.49
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33.88
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SOE (NG) Bond Index |
109.38 | 0.07 |
110.18 | 0.08 |
228.17 | 0.17 |
2.62
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5.50
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48.44
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Corporate Bond Index (BBB up) |
108.00 | 0.07 |
108.63 | 0.08 |
236.17 | 0.17 |
2.59
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2.94
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15.85
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Corporate Bond Index (BBB+ up) |
108.38 | 0.07 |
109.02 | 0.08 |
236.03 | 0.18 |
2.54
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2.99
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16.35
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| Remark
: THB I-IR = Thai Baht Implied Interest Rates |
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| Remark
: THB I-IR = Thai Baht Implied Interest Rates |
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