| 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 decreased by 8%.SA gained the major portion or by 59% of total outright trading value , following by Govt and CORP bonds,respectively.Govt bonds yields increased by 0 to 6 bp.Govt clean price index ended lower by -24 bp and corp index (BBB up) closed lower by -6 bp.The most active issue was CBF27315A.
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| Trading & Outstanding value | Mln. (THB) | Chg.(%) |
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Outstanding Value |
18,088,099.44
| -0.02 |
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Number of issues | 2,765 | |
Total Trading Value |
1,314,044.43
| -7.97 |
| Outright/Cash Trading |
90,760.84
| 11.75 |
| Financing |
1,223,144.98
| -9.15 |
| Others |
138.60
| -61.45 |
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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 |
108.10 | -0.24 |
108.87 | -0.24 |
352.32 | -0.76 |
2.42
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8.56
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153.32
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Group 1 ( 1 < TTM <=3 ) |
71.75 | -0.02 |
72.28 | -0.02 |
230.66 | -0.05 |
1.13
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1.75
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4.30
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Group 2 ( 3 < TTM <= 7 ) |
108.01 | -0.16 |
108.77 | -0.15 |
338.34 | -0.47 |
1.41
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4.12
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20.84
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Group 3 ( 7 < TTM <= 10 ) |
140.75 | -0.27 |
141.71 | -0.26 |
457.11 | -0.85 |
1.87
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7.68
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67.53
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Group 4 ( 10 < TTM ) |
178.33 | -0.68 |
179.60 | -0.67 |
592.70 | -2.2 |
2.72
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14.79
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323.84
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Group 5 (<= 10) |
89.97 | -0.09 |
90.60 | -0.09 |
285.84 | -0.28 |
1.55
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3.81
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23.43
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SOE (G) Bond Index |
103.85 | -0.15 |
104.41 | -0.15 |
201.18 | -0.28 |
1.79
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4.60
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35.28
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SOE (NG) Bond Index |
110.52 | -0.21 |
111.27 | -0.2 |
229.52 | -0.41 |
2.45
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5.64
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50.40
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Corporate Bond Index (BBB up) |
108.25 | -0.06 |
108.96 | -0.07 |
235.48 | -0.12 |
2.56
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2.88
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15.60
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Corporate Bond Index (BBB+ up) |
108.64 | -0.07 |
109.36 | -0.07 |
235.37 | -0.12 |
2.50
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2.94
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16.17
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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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