| 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 26%.Govt gained the major portion or by 64% of total outright trading value , following by SA and CORP bonds,respectively.Govt bonds yields fluctuated within a range of -1 to 10 bp.Govt clean price index ended lower by -6 bp and corp index (BBB up) closed lower by -4 bp.The most active issue was LB336A.
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| Trading & Outstanding value | Mln. (THB) | Chg.(%) |
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Outstanding Value |
17,871,301.99
| -0.31 |
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Number of issues | 2,792 | |
Total Trading Value |
1,172,265.91
| -25.83 |
| Outright/Cash Trading |
62,310.50
| -52.77 |
| Financing |
1,108,752.88
| -23.35 |
| Others |
1,202.52
| -41.9 |
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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 |
111.97 | -0.06 |
113.19 | -0.11 |
362.50 | -0.15 |
2.07
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9.15
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172.63
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Group 1 ( 1 < TTM <=3 ) |
71.82 | -0.01 |
72.32 | -0.01 |
229.59 | -0.02 |
1.22
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1.74
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4.22
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Group 2 ( 3 < TTM <= 7 ) |
108.53 | -0.04 |
109.64 | -0.03 |
337.87 | -0.11 |
1.36
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4.21
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21.82
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Group 3 ( 7 < TTM <= 10 ) |
143.22 | -0.16 |
144.74 | -0.15 |
462.42 | -0.48 |
1.66
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7.58
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66.10
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Group 4 ( 10 < TTM ) |
191.71 | -0.11 |
194.12 | -0.31 |
632.41 | -0.33 |
2.25
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15.19
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342.97
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Group 5 (<= 10) |
90.51 | -0.04 |
91.37 | -0.03 |
285.86 | -0.1 |
1.44
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3.83
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22.88
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SOE (G) Bond Index |
104.38 | -0.06 |
104.90 | -0.07 |
201.14 | -0.11 |
1.70
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4.41
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34.26
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SOE (NG) Bond Index |
111.99 | -0.09 |
112.71 | -0.08 |
231.01 | -0.17 |
2.26
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5.89
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54.42
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Corporate Bond Index (BBB up) |
108.42 | -0.04 |
109.08 | -0.03 |
233.90 | -0.07 |
2.57
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2.99
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16.45
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Corporate Bond Index (BBB+ up) |
108.82 | -0.05 |
109.49 | -0.04 |
233.85 | -0.08 |
2.51
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3.05
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16.98
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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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