| 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 8%.Govt gained the major portion or by 56% of total outright trading value , following by SA and T-Bill bonds,respectively.Govt bonds yields fluctuated within a range of -3 to 15 bp.Govt clean price index ended higher by 1 bp while corp index (BBB up) closed lower by -3 bp.The most active issue was LB353A.
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| Trading & Outstanding value | Mln. (THB) | Chg.(%) |
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Outstanding Value |
17,243,145.50
| -0.08 |
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Number of issues | 2,858 | |
Total Trading Value |
1,354,434.88
| -8.41 |
| Outright/Cash Trading |
73,648.73
| -57.43 |
| Financing |
1,280,277.16
| -1.67 |
| Others |
509.00
| -86.52 |
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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 |
113.57 | 0.01 |
113.78 | 0.02 |
363.37 | 0.06 |
1.96
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9.49
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179.99
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Group 1 ( 1 < TTM <=3 ) |
71.88 | -0.01 |
72.15 |
0.00 |
227.55 | -0.01 |
1.38
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2.12
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5.89
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Group 2 ( 3 < TTM <= 7 ) |
108.72 | -0.1 |
108.93 | -0.09 |
334.47 | -0.29 |
1.45
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4.67
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26.40
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Group 3 ( 7 < TTM <= 10 ) |
144.90 | 0.18 |
145.19 | 0.19 |
462.66 | 0.6 |
1.56
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7.91
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71.42
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Group 4 ( 10 < TTM ) |
196.77 | 0.09 |
197.00 | 0.11 |
641.04 | 0.34 |
2.10
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15.57
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353.76
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Group 5 (<= 10) |
90.83 | -0.02 |
91.06 | -0.01 |
283.67 | -0.05 |
1.47
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4.06
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24.94
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SOE (G) Bond Index |
104.67 | -0.07 |
105.19 | -0.07 |
199.78 | -0.13 |
1.68
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4.56
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35.61
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SOE (NG) Bond Index |
112.88 | -0.11 |
113.52 | -0.1 |
230.04 | -0.21 |
2.18
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5.88
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56.03
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Corporate Bond Index (BBB up) |
108.45 | -0.03 |
109.14 | -0.03 |
230.46 | -0.05 |
2.66
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2.93
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16.13
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Corporate Bond Index (BBB+ up) |
108.77 | -0.03 |
109.48 | -0.03 |
230.30 | -0.05 |
2.64
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2.95
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16.26
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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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