| 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 2%.SA gained the major portion or by 79% of total outright trading value , following by Govt and T-Bill bonds,respectively.Govt bonds yields fluctuated within a range of -3 to 12 bp.Govt clean price index ended lower by -1 bp while corp index (BBB up) closed higher by 1 bp.The most active issue was CB27114A.
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| Trading & Outstanding value | Mln. (THB) | Chg.(%) |
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Outstanding Value |
18,385,918.88
| -0.04 |
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Number of issues | 2,774 | |
Total Trading Value |
1,517,404.44
| 1.65 |
| Outright/Cash Trading |
113,927.10
| 108.77 |
| Financing |
1,402,294.50
| -2.5 |
| Others |
1,182.84
| n.a. |
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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 |
104.62 | -0.01 |
105.48 |
0.00 |
346.56 |
0.00 |
2.78
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8.14
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140.12
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Group 1 ( 1 < TTM <=3 ) |
71.07 | 0.01 |
71.63 | 0.02 |
231.80 | 0.05 |
1.35
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1.93
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5.06
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Group 2 ( 3 < TTM <= 7 ) |
106.24 |
0.00 |
106.97 | 0.01 |
337.75 | 0.02 |
1.77
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4.31
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22.69
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Group 3 ( 7 < TTM <= 10 ) |
137.26 | 0.07 |
138.16 | 0.07 |
451.96 | 0.24 |
2.24
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7.91
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71.17
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Group 4 ( 10 < TTM ) |
168.38 | -0.06 |
170.11 | -0.05 |
570.49 | -0.16 |
3.13
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14.48
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310.28
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Group 5 (<= 10) |
88.67 | 0.01 |
89.27 | 0.02 |
285.74 | 0.06 |
1.89
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3.84
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24.49
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SOE (G) Bond Index |
102.12 | 0.01 |
102.66 | 0.01 |
200.32 | 0.03 |
2.13
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4.42
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32.14
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SOE (NG) Bond Index |
108.91 | 0.01 |
109.61 |
0.00 |
229.93 | 0.03 |
2.68
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5.41
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46.69
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Corporate Bond Index (BBB up) |
107.60 | 0.01 |
108.32 | 0.02 |
238.72 | 0.05 |
2.65
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3.01
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16.16
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Corporate Bond Index (BBB+ up) |
107.94 | 0.01 |
108.67 | 0.02 |
238.44 | 0.05 |
2.62
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3.06
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16.67
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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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