| 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 increased by 9%.Govt gained the major portion or by 63% of total outright trading value , following by SA and CORP bonds,respectively.Govt bonds yields fluctuated within a range of -2 to 6 bp.Govt clean price index ended lower by -4 bp and corp index (BBB up) closed lower by -2 bp.The most active issue was LB294A.
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| Trading & Outstanding value | Mln. (THB) | Chg.(%) |
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Outstanding Value |
18,176,095.87
| 0.27 |
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Number of issues | 2,748 | |
Total Trading Value |
1,314,767.81
| 9.04 |
| Outright/Cash Trading |
76,403.01
| 5.21 |
| Financing |
1,234,247.79
| 8.93 |
| Others |
4,117.00
| 4007.14 |
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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 |
106.08 | -0.04 |
106.40 | -0.03 |
348.36 | -0.1 |
2.63
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8.43
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146.26
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Group 1 ( 1 < TTM <=3 ) |
71.53 | -0.03 |
71.72 | -0.02 |
231.36 | -0.07 |
1.22
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2.09
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5.74
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Group 2 ( 3 < TTM <= 7 ) |
107.07 | -0.06 |
107.83 | -0.16 |
337.77 | -0.15 |
1.62
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4.40
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23.81
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Group 3 ( 7 < TTM <= 10 ) |
139.63 | -0.2 |
139.89 | -0.13 |
456.42 | -0.61 |
2.02
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8.07
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73.36
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Group 4 ( 10 < TTM ) |
172.01 | -0.02 |
172.20 |
0.00 |
576.83 |
0.00 |
2.96
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14.49
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308.49
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Group 5 (<= 10) |
89.45 | -0.05 |
89.85 | -0.05 |
286.07 | -0.14 |
1.68
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3.85
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23.93
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SOE (G) Bond Index |
103.24 | 0.01 |
103.70 | 0.01 |
201.17 | 0.04 |
1.90
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4.46
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33.13
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SOE (NG) Bond Index |
109.74 | -0.07 |
110.48 | -0.06 |
229.66 | -0.12 |
2.56
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5.52
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48.40
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Corporate Bond Index (BBB up) |
108.02 | -0.02 |
108.66 | -0.01 |
237.14 | -0.02 |
2.56
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2.99
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16.13
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Corporate Bond Index (BBB+ up) |
108.40 | -0.02 |
109.05 | -0.01 |
236.98 | -0.02 |
2.52
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3.05
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16.64
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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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