| 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 11%.SA gained the major portion or by 52% of total outright trading value , following by Govt and T-Bill bonds,respectively.Govt bonds yields fluctuated within a range of -1 to 7 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 CBF26223A.
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| Trading & Outstanding value | Mln. (THB) | Chg.(%) |
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Outstanding Value |
17,512,694.28
| 0.36 |
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Number of issues | 2,856 | |
Total Trading Value |
1,441,098.62
| -10.91 |
| Outright/Cash Trading |
103,211.70
| 4.79 |
| Financing |
1,335,791.32
| -11.91 |
| Others |
2,095.61
| -25.7 |
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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 |
116.46 |
0.00 |
117.07 |
0.00 |
373.93 | 0.01 |
1.70
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9.67
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189.48
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Group 1 ( 1 < TTM <=3 ) |
72.15 | -0.01 |
72.58 | -0.01 |
229.09 | -0.02 |
1.14
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2.04
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5.50
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Group 2 ( 3 < TTM <= 7 ) |
109.81 | -0.06 |
110.42 | -0.05 |
339.05 | -0.15 |
1.19
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4.54
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25.13
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Group 3 ( 7 < TTM <= 10 ) |
147.40 | -0.15 |
148.20 | -0.14 |
472.20 | -0.43 |
1.33
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7.82
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69.84
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Group 4 ( 10 < TTM ) |
205.59 | 0.08 |
206.56 | 0.1 |
672.16 | 0.32 |
1.82
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15.88
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369.17
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Group 5 (<= 10) |
91.59 | -0.04 |
92.11 | -0.03 |
287.00 | -0.11 |
1.23
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3.95
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24.05
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SOE (G) Bond Index |
105.78 | -0.06 |
106.38 | -0.06 |
202.48 | -0.1 |
1.44
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4.52
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35.23
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SOE (NG) Bond Index |
114.41 | -0.09 |
115.27 | -0.09 |
234.00 | -0.17 |
1.94
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5.95
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56.75
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Corporate Bond Index (BBB up) |
109.11 | -0.03 |
109.81 | -0.04 |
232.95 | -0.04 |
2.43
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2.94
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16.26
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Corporate Bond Index (BBB+ up) |
109.45 | -0.03 |
110.16 | -0.04 |
232.79 | -0.04 |
2.41
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2.96
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16.47
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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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