ThaiBMA : Daily Market Summary

11 December 2013

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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 19%.SA gained the major portion or by 48% of total outright trading value , following by Govt and T-Bill bonds,respectively.Govt bonds yields decreased by -3 to 0 bp.Govt clean price index ended higher by 11 bp and corp index (BBB up) closed higher by 2 bp.The most active issue was LB196A.

Trading & Outstanding value Mln. (THB) Chg.(%)
Outstanding Value 9,050,019.09 -0.22
Number of issues 2,360
Total Trading Value 915,515.65 18.54
   Outright/Cash Trading 71,520.65 53.7
   Financing 843,995.00 16.28
   Others 0.00 n.a.

Price value of basis point (PVBP) BAHT
PVBP of Government bond 176,467,895.95

ThaiBMA Bond Index
Type	Clean Price		Gross Price		Total Return		Avg. Yield	Avg. Dur	Avg. Convex
Government Bond	101.18	0.11	102.66	0.05	222.78	0.27	3.97	6.19	79.98
Group 1 ( 1 < TTM <=3 )	80.86	0.03	81.34	-0.34	179.25	0.09	2.72	1.87	4.74
Group 2 ( 3 < TTM <= 7 )	108.47	0.02	110.04	0.03	233.51	0.06	3.39	4.04	20.09
Group 3 ( 7 < TTM <= 10 )	127.87	0.22	129.74	0.23	281.84	0.5	3.90	6.90	57.31
Group 4 ( 10 < TTM )	143.77	0.38	146.52	0.4	315.77	0.86	4.34	12.41	233.27
Group 5 (<= 10)	92.21	0.05	93.40	-0.03	200.75	0.13	3.53	3.92	24.03
SOE (G) Bond Index	101.97	0.03	102.95	0.04	140.95	0.06	3.73	3.03	17.10
SOE (NG) Bond Index	105.43	0.11	106.70	0.12	146.26	0.16	4.26	5.47	46.60
Corporate Bond Index (BBB up)	103.87	0.02	104.73	0.04	190.93	0.07	4.25	2.91	16.42
Corporate Bond Index (BBB+ up)	104.34	0.02	105.20	0.04	192.38	0.07	4.24	2.92	16.62

Top 5 Most Active Bond
	Bond	Type/ Issue Rating	Coupon Rate (%)	Maturity Date	TTM (Years)	Last Exec.Yield(%)	Weight Avg.Price(%)	Trading Value (THB mln.)
1.	LB196A	GB	3.87500	13-Jun-19	5.51	3.560407	101.563791	19,105.00
2.	CB14109A	SA	0.00000	09-Jan-14	0.08	2.301223	99.826643	7,663.69
3.	LB176A	GB	3.25000	16-Jun-17	3.52	3.079759	100.562432	6,583.44
4.	CB14703A	SA	0.00000	03-Jul-14	0.56	2.372335	98.701385	3,461.46
5.	CB14313B	SA	0.00000	13-Mar-14	0.25	2.326449	99.424562	2,932.03