| 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. |
|
| ไม่มีข้อมูล Corporate Spread |
| Market
Wrap up |
|
Total trading value increased by 5%.Govt gained the major portion or by 49% of total outright trading value , following by SA and CORP bonds,respectively.Govt bonds yields increased by 0 to 12 bp.Govt clean price index ended lower by -15 bp and corp index (BBB up) closed lower by -7 bp.The most active issue was CB25807A.
|
|
|
| Trading & Outstanding value | Mln. (THB) | Chg.(%) |
|
Outstanding Value |
17,569,056.59
| 0.02 |
|
Number of issues | 2,872 | |
Total Trading Value |
1,427,629.86
| 5.5 |
| Outright/Cash Trading |
97,036.93
| -18.71 |
| Financing |
1,330,551.00
| 7.84 |
| Others |
41.92
| 307.78 |
|
|
|
|
|
|
| ThaiBMA Bond Index |
| Type | Clean Price | Gross Price | Total Return![](\"images/moreinfo_t.gif\") | Avg. Yield | Avg. Dur | Avg. Convex |
|
Government Bond |
110.02 | -0.15 |
111.12 | -0.15 |
350.68 | -0.46 |
2.28
|
8.81
|
161.40
|
|
Group 1 ( 1 < TTM <=3 ) |
71.74 | -0.03 |
72.25 | -0.03 |
226.33 | -0.08 |
1.53
|
1.94
|
5.08
|
|
Group 2 ( 3 < TTM <= 7 ) |
107.90 | -0.15 |
108.93 | -0.15 |
330.68 | -0.45 |
1.64
|
4.30
|
22.63
|
|
Group 3 ( 7 < TTM <= 10 ) |
142.38 | -0.25 |
143.91 | -0.24 |
452.76 | -0.74 |
1.79
|
7.22
|
60.80
|
|
Group 4 ( 10 < TTM ) |
185.41 | -0.34 |
187.50 | -0.33 |
601.69 | -1.04 |
2.47
|
14.88
|
328.18
|
|
Group 5 (<= 10) |
90.18 | -0.09 |
90.99 | -0.09 |
280.59 | -0.27 |
1.67
|
3.75
|
22.13
|
|
SOE (G) Bond Index |
103.82 | -0.12 |
104.40 | -0.13 |
197.52 | -0.22 |
1.87
|
4.43
|
34.01
|
|
SOE (NG) Bond Index |
110.71 | -0.17 |
111.51 | -0.16 |
224.73 | -0.32 |
2.52
|
5.88
|
55.89
|
|
Corporate Bond Index (BBB up) |
107.89 | -0.07 |
108.52 | -0.06 |
228.12 | -0.13 |
2.85
|
2.89
|
15.84
|
|
Corporate Bond Index (BBB+ up) |
108.21 | -0.07 |
108.85 | -0.07 |
227.95 | -0.13 |
2.85
|
2.91
|
15.99
|
|
|
|
|
| |
 |
 |
|
|
|
|
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 |