| 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 increased by 1%.Govt gained the major portion or by 46% of total outright trading value , following by SA and CORP bonds,respectively.Govt bonds yields increased by 0 to 7 bp.Govt clean price index ended lower by -54 bp and corp index (BBB up) closed lower by -8 bp.The most active issue was LB456A.
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| Trading & Outstanding value | Mln. (THB) | Chg.(%) |
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Outstanding Value |
18,007,153.18
| 0.25 |
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Number of issues | 2,757 | |
Total Trading Value |
1,242,514.65
| 0.62 |
| Outright/Cash Trading |
88,356.93
| 1.31 |
| Financing |
1,153,496.44
| 0.58 |
| Others |
661.29
| -15.92 |
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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 |
108.33 | -0.54 |
108.77 | -0.53 |
351.99 | -1.73 |
2.41
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8.71
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157.04
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Group 1 ( 1 < TTM <=3 ) |
71.72 | -0.02 |
72.07 | -0.01 |
229.98 | -0.05 |
1.22
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1.87
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4.75
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Group 2 ( 3 < TTM <= 7 ) |
108.06 | -0.16 |
108.52 | -0.15 |
337.54 | -0.48 |
1.43
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4.24
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21.90
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Group 3 ( 7 < TTM <= 10 ) |
140.79 | -0.55 |
141.37 | -0.54 |
456.01 | -1.74 |
1.88
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7.79
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69.30
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Group 4 ( 10 < TTM ) |
179.15 | -1.72 |
179.81 | -1.71 |
593.39 | -5.64 |
2.69
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14.98
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330.90
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Group 5 (<= 10) |
89.99 | -0.13 |
90.38 | -0.13 |
285.12 | -0.4 |
1.57
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3.92
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24.41
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SOE (G) Bond Index |
103.48 | -0.16 |
104.06 | -0.15 |
199.99 | -0.3 |
1.88
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4.24
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32.46
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SOE (NG) Bond Index |
110.59 | -0.26 |
111.35 | -0.25 |
228.98 | -0.52 |
2.45
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5.70
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51.44
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Corporate Bond Index (BBB up) |
108.17 | -0.08 |
108.88 | -0.07 |
234.41 | -0.16 |
2.61
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2.93
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15.95
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Corporate Bond Index (BBB+ up) |
108.56 | -0.09 |
109.29 | -0.08 |
234.32 | -0.16 |
2.56
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3.00
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16.54
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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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