| 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 3%.Govt gained the major portion or by 65% of total outright trading value , following by SA and CORP bonds,respectively.Govt bonds yields decreased by -6 to 0 bp.Govt clean price index ended higher by 12 bp and corp index (BBB up) closed higher by 6 bp.The most active issue was LB365A.
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| Trading & Outstanding value | Mln. (THB) | Chg.(%) |
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Outstanding Value |
18,124,369.91
| 0.02 |
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Number of issues | 2,760 | |
Total Trading Value |
1,508,623.26
| 2.7 |
| Outright/Cash Trading |
72,702.30
| -50.67 |
| Financing |
1,435,545.20
| 8.8 |
| Others |
375.76
| -82.75 |
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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 |
106.74 | 0.12 |
107.06 | 0.13 |
351.19 | 0.42 |
2.56
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8.49
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148.94
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Group 1 ( 1 < TTM <=3 ) |
71.56 | 0.03 |
71.86 | 0.04 |
231.90 | 0.12 |
1.17
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2.12
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5.93
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Group 2 ( 3 < TTM <= 7 ) |
107.50 | 0.15 |
107.80 | 0.16 |
339.73 | 0.49 |
1.54
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4.56
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25.12
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Group 3 ( 7 < TTM <= 10 ) |
140.40 | 0.27 |
140.85 | 0.27 |
459.69 | 0.9 |
1.96
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8.10
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74.32
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Group 4 ( 10 < TTM ) |
173.97 | 0.22 |
174.40 | 0.23 |
584.70 | 0.79 |
2.91
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14.88
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324.53
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Group 5 (<= 10) |
89.68 | 0.09 |
89.98 | 0.1 |
287.31 | 0.31 |
1.64
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4.01
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25.94
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SOE (G) Bond Index |
103.16 | -0.03 |
103.69 | -0.03 |
201.32 | -0.05 |
1.91
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4.45
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32.98
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SOE (NG) Bond Index |
110.18 | 0.11 |
110.90 | 0.12 |
231.04 | 0.26 |
2.49
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5.50
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48.30
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Corporate Bond Index (BBB up) |
108.20 | 0.06 |
108.89 | 0.07 |
238.10 | 0.16 |
2.51
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3.00
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16.37
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Corporate Bond Index (BBB+ up) |
108.58 | 0.06 |
109.29 | 0.07 |
237.93 | 0.16 |
2.47
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3.05
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16.86
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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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