| 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 16%.Govt gained the major portion or by 43% of total outright trading value , following by SA and T-Bill bonds,respectively.Govt bonds yields fluctuated within a range of -1 to 8 bp.Govt clean price index ended lower by -10 bp while corp index (BBB up) closed unchanged by 0 bp.The most active issue was CB26122A.
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| Trading & Outstanding value | Mln. (THB) | Chg.(%) |
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Outstanding Value |
17,870,272.30
| -0.01 |
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Number of issues | 2,790 | |
Total Trading Value |
1,362,431.91
| 16.22 |
| Outright/Cash Trading |
53,691.04
| -13.83 |
| Financing |
1,306,507.94
| 17.84 |
| Others |
2,232.94
| 85.69 |
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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 |
111.87 | -0.1 |
113.08 | -0.09 |
362.25 | -0.28 |
2.08
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9.13
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172.17
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Group 1 ( 1 < TTM <=3 ) |
71.81 |
0.00 |
72.33 |
0.00 |
229.61 |
0.00 |
1.22
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1.74
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4.19
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Group 2 ( 3 < TTM <= 7 ) |
108.49 | -0.04 |
109.60 | -0.03 |
337.80 | -0.09 |
1.37
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4.20
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21.74
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Group 3 ( 7 < TTM <= 10 ) |
143.11 | -0.1 |
144.66 | -0.09 |
462.16 | -0.3 |
1.67
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7.57
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65.95
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Group 4 ( 10 < TTM ) |
191.42 | -0.28 |
193.79 | -0.27 |
631.60 | -0.88 |
2.26
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15.18
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342.36
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Group 5 (<= 10) |
90.48 | -0.03 |
91.35 | -0.02 |
285.81 | -0.07 |
1.45
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3.82
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22.80
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SOE (G) Bond Index |
104.38 |
0.00 |
104.89 | -0.01 |
201.17 | 0.02 |
1.70
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4.40
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34.20
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SOE (NG) Bond Index |
111.99 | 0.01 |
112.70 | 0.02 |
231.07 | 0.04 |
2.25
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5.87
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53.89
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Corporate Bond Index (BBB up) |
108.41 |
0.00 |
109.05 | -0.02 |
233.95 | 0.03 |
2.56
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2.99
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16.42
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Corporate Bond Index (BBB+ up) |
108.81 |
0.00 |
109.46 | -0.02 |
233.90 | 0.03 |
2.51
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3.04
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16.95
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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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