| 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 6%.SA gained the major portion or by 60% of total outright trading value , following by Govt and T-Bill bonds,respectively.Govt bonds yields decreased by -8 to -1 bp.Govt clean price index ended higher by 30 bp and corp index (BBB up) closed higher by 12 bp.The most active issue was CB26903A.
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| Trading & Outstanding value | Mln. (THB) | Chg.(%) |
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Outstanding Value |
18,280,026.81
| 0.26 |
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Number of issues | 2,748 | |
Total Trading Value |
1,448,746.29
| 5.63 |
| Outright/Cash Trading |
132,532.90
| 21.06 |
| Financing |
1,313,338.54
| 4.44 |
| Others |
2,874.84
| -37.3 |
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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 |
104.72 | 0.3 |
105.85 | 0.31 |
343.41 | 1.01 |
2.77
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8.16
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140.40
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Group 1 ( 1 < TTM <=3 ) |
71.48 | 0.03 |
71.91 | 0.04 |
230.91 | 0.12 |
1.26
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1.95
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5.22
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Group 2 ( 3 < TTM <= 7 ) |
106.73 | 0.15 |
107.73 | 0.16 |
336.23 | 0.5 |
1.66
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4.16
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21.11
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Group 3 ( 7 < TTM <= 10 ) |
137.46 | 0.53 |
138.67 | 0.54 |
448.80 | 1.74 |
2.18
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7.60
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66.36
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Group 4 ( 10 < TTM ) |
168.00 | 0.81 |
170.44 | 0.83 |
562.50 | 2.74 |
3.12
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14.19
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300.23
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Group 5 (<= 10) |
89.02 | 0.13 |
89.74 | 0.14 |
284.33 | 0.43 |
1.81
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3.74
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23.07
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SOE (G) Bond Index |
102.63 | 0.2 |
103.18 | 0.19 |
199.74 | 0.39 |
2.04
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4.56
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34.28
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SOE (NG) Bond Index |
108.75 | 0.26 |
109.56 | 0.23 |
227.24 | 0.56 |
2.72
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5.49
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48.07
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Corporate Bond Index (BBB up) |
107.70 | 0.12 |
108.35 | 0.12 |
235.98 | 0.27 |
2.67
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2.96
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15.92
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Corporate Bond Index (BBB+ up) |
108.07 | 0.12 |
108.73 | 0.13 |
235.81 | 0.28 |
2.62
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3.02
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16.43
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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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