ThaiBMA : Daily Market Summary

6 December 2013

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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 increased by 47%.SA gained the major portion or by 58% of total outright trading value , following by T-Bill and Govt bonds,respectively.Govt bonds yields increased by 0 to 3 bp.Govt clean price index ended unchanged by 0 bp while corp index (BBB up) closed lower by -3 bp.The most active issue was TB14108A.

Trading & Outstanding value Mln. (THB) Chg.(%)
Outstanding Value 9,071,055.77 0.35
Number of issues 2,365
Total Trading Value 898,222.55 47.45
   Outright/Cash Trading 79,928.55 39.65
   Financing 818,294.00 48.26
   Others 0.00 n.a.

Price value of basis point (PVBP) BAHT
PVBP of Government bond 175,742,491.11

ThaiBMA Bond Index
Type	Clean Price		Gross Price		Total Return		Avg. Yield	Avg. Dur	Avg. Convex
Government Bond	100.93	0.00	102.42	0.01	222.10	0.02	4.01	6.18	79.54
Group 1 ( 1 < TTM <=3 )	80.87	0.03	81.69	0.03	179.18	0.07	2.72	1.87	4.77
Group 2 ( 3 < TTM <= 7 )	108.35	-0.02	109.87	0.00	233.14	-0.01	3.42	4.06	20.20
Group 3 ( 7 < TTM <= 10 )	127.33	0.15	129.12	0.17	280.50	0.36	3.96	6.90	57.39
Group 4 ( 10 < TTM )	142.97	-0.12	145.64	-0.11	313.87	-0.23	4.39	12.39	232.31
Group 5 (<= 10)	92.08	0.03	93.31	0.04	200.36	0.08	3.57	3.92	24.05
SOE (G) Bond Index	101.89	-0.03	102.87	-0.02	140.77	-0.03	3.75	3.04	17.09
SOE (NG) Bond Index	105.07	-0.08	106.32	-0.07	145.68	-0.09	4.32	5.47	46.55
Corporate Bond Index (BBB up)	103.77	-0.03	104.57	-0.02	190.63	-0.03	4.28	2.89	16.27
Corporate Bond Index (BBB+ up)	104.24	-0.03	105.04	-0.02	192.08	-0.03	4.27	2.91	16.47

Top 5 Most Active Bond
	Bond	Type/ Issue Rating	Coupon Rate (%)	Maturity Date	TTM (Years)	Last Exec.Yield(%)	Weight Avg.Price(%)	Trading Value (THB mln.)
1.	TB14108A	TB	0.00000	08-Jan-14	0.08	2.306498	99.824043	19,270.03
2.	CB13D24A	SA	0.00000	24-Dec-13	0.04	2.267915	99.919680	15,944.18
3.	CB14306B	SA	0.00000	06-Mar-14	0.25	2.317573	99.438772	4,191.34
4.	CB14109A	SA	0.00000	09-Jan-14	0.09	2.301948	99.806586	3,953.34
5.	LB176A	GB	3.25000	16-Jun-17	3.53	3.133049	100.386561	2,927.04