| 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 increased by 6%.Govt gained the major portion or by 55% of total outright trading value , following by SA and CP bonds,respectively.Govt bonds yields increased by 0 to 18 bp.Govt clean price index ended lower by -75 bp and corp index (BBB up) closed lower by -19 bp.The most active issue was LB456A.
|
|
|
| Trading & Outstanding value | Mln. (THB) | Chg.(%) |
|
Outstanding Value |
17,672,550.21
| 0.35 |
|
Number of issues | 2,834 | |
Total Trading Value |
1,206,171.75
| 6.31 |
| Outright/Cash Trading |
97,512.63
| -8 |
| Financing |
1,108,204.28
| 7.78 |
| Others |
454.84
| 13.23 |
|
|
|
|
|
|
| ThaiBMA Bond Index |
| Type | Clean Price | Gross Price | Total Return![](\"images/moreinfo_t.gif\") | Avg. Yield | Avg. Dur | Avg. Convex |
|
Government Bond |
115.88 | -0.75 |
116.67 | -0.74 |
372.63 | -2.37 |
1.74
|
9.61
|
187.86
|
|
Group 1 ( 1 < TTM <=3 ) |
72.14 | -0.04 |
72.68 | -0.04 |
229.38 | -0.12 |
1.11
|
1.98
|
5.26
|
|
Group 2 ( 3 < TTM <= 7 ) |
109.64 | -0.32 |
110.43 | -0.32 |
339.08 | -0.97 |
1.20
|
4.48
|
24.51
|
|
Group 3 ( 7 < TTM <= 10 ) |
147.08 | -1.26 |
148.11 | -1.25 |
471.87 | -3.97 |
1.35
|
7.78
|
69.24
|
|
Group 4 ( 10 < TTM ) |
203.70 | -2.11 |
204.99 | -2.1 |
667.05 | -6.82 |
1.88
|
15.80
|
366.42
|
|
Group 5 (<= 10) |
91.48 | -0.26 |
92.14 | -0.26 |
287.10 | -0.8 |
1.24
|
3.93
|
23.85
|
|
SOE (G) Bond Index |
105.78 | -0.23 |
106.32 | -0.23 |
202.74 | -0.44 |
1.43
|
4.52
|
35.30
|
|
SOE (NG) Bond Index |
114.05 | -0.6 |
114.83 | -0.6 |
233.66 | -1.2 |
1.99
|
5.97
|
56.85
|
|
Corporate Bond Index (BBB up) |
108.92 | -0.19 |
109.65 | -0.19 |
233.02 | -0.39 |
2.47
|
2.97
|
16.52
|
|
Corporate Bond Index (BBB+ up) |
109.33 | -0.2 |
110.07 | -0.19 |
233.01 | -0.4 |
2.42
|
3.02
|
16.98
|
|
|
|
|
| |
 |
 |
|
|
|
|
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 |