Service Manager : Kantiros, Sineerat (0-2257-0357 # 355, 301) |
printable
version |
> ThaiBMA Report > Daily Market Summary
|
|
|
Remark: |
1. Data excludes FX Bond. |
2. The yield on Inflation-linked bond is a real yield to maturity. |
|
|
Market
Wrap up |
Total trading value decreased by 10%.SA gained the major portion or by 52% of total outright trading value , following by Govt and CP bonds,respectively.Govt bonds yields increased by 0 to 5 bp.Govt clean price index ended lower by -10 bp and corp index (BBB up) closed lower by -2 bp.The most active issue was TB24814A.
|
|
Trading & Outstanding value | Mln. (THB) | Chg.(%) |
Outstanding Value |
16,924,851.72
| 0.25 |
Number of issues | 3,050 | |
Total Trading Value |
1,295,682.60
| -10.36 |
Outright/Cash Trading |
56,437.72
| -27.54 |
Financing |
1,238,962.86
| -9.37 |
Others |
282.01
| -41.04 |
|
|
|
|
|
ThaiBMA Bond Index |
Type | Clean Price | Gross Price | Total Return | Avg. Yield | Avg. Dur | Avg. Convex |
Government Bond |
102.16 | -0.1 |
103.11 | -0.09 |
316.48 | -0.28 |
3.11
|
7.94
|
133.94
|
Group 1 ( 1 < TTM <=3 ) |
70.63 | -0.01 |
71.16 |
0.00 |
217.68 |
0.00 |
2.38
|
2.04
|
5.61
|
Group 2 ( 3 < TTM <= 7 ) |
104.24 | -0.1 |
105.09 | -0.1 |
310.22 | -0.29 |
2.53
|
4.10
|
20.11
|
Group 3 ( 7 < TTM <= 10 ) |
133.36 | -0.14 |
134.76 | -0.13 |
411.77 | -0.39 |
2.72
|
7.02
|
57.30
|
Group 4 ( 10 < TTM ) |
163.23 | -0.25 |
165.12 | -0.24 |
513.38 | -0.73 |
3.30
|
14.12
|
295.34
|
Group 5 (<= 10) |
87.29 | -0.05 |
87.97 | -0.05 |
264.54 | -0.14 |
2.59
|
3.65
|
21.77
|
SOE (G) Bond Index |
99.47 | -0.06 |
100.02 | -0.06 |
185.04 | -0.11 |
2.77
|
4.01
|
29.87
|
SOE (NG) Bond Index |
104.21 | -0.11 |
105.02 | -0.1 |
205.42 | -0.2 |
3.50
|
5.94
|
57.83
|
Corporate Bond Index (BBB up) |
105.30 | -0.02 |
105.93 | -0.01 |
214.92 | -0.01 |
3.71
|
2.96
|
16.65
|
Corporate Bond Index (BBB+ up) |
105.60 | -0.02 |
106.23 | -0.01 |
214.76 | -0.01 |
3.70
|
2.99
|
16.87
|
|
|
|
|
|
|
|
|
Click here for enlarge graph |
Click here for enlarge graph |
|
|
|
|
|
|
|
|
Click here for enlarge graph |
Click here for enlarge graph |
|
|
|
|
|
|
|
|
Click here for enlarge graph |
Click here for enlarge graph |
|
|
|
|
|
|
|
|
Click here for enlarge graph |
Click here for enlarge graph |
|
|
|
|
|
Click here for enlarge graph |
Click here for enlarge graph |
|
|
|
|
|
Click here for enlarge graph |
Click here for enlarge graph |
|
|
Click here for enlarge graph |
|
|
|
|
|
|
|
|
|
|
Click here for enlarge graph |
Click here for enlarge graph |
Remark
: THB I-IR = Thai Baht Implied Interest Rates |
|
|
|
|
|
|
|
|
|
|
Click here for enlarge graph |
Click here for enlarge graph |
Remark
: THB I-IR = Thai Baht Implied Interest Rates |
|
|
|
|
|
|
|
|
Click here for enlarge graph |
Click here for enlarge graph |