| 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 21%.SA gained the major portion or by 73% of total outright trading value , following by Govt and CORP bonds,respectively.Govt bonds yields fluctuated within a range of -1 to 1 bp.Govt clean price index ended lower by -4 bp while corp index (BBB up) closed unchanged by 0 bp.The most active issue was CB26N05B.
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| Trading & Outstanding value | Mln. (THB) | Chg.(%) |
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Outstanding Value |
18,187,743.35
| 0.09 |
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Number of issues | 2,732 | |
Total Trading Value |
1,283,228.10
| -20.63 |
| Outright/Cash Trading |
118,879.60
| 122.95 |
| Financing |
1,160,445.60
| -25.78 |
| Others |
3,902.90
| 8736.09 |
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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 |
106.30 | -0.04 |
106.78 | -0.03 |
350.28 | -0.1 |
2.60
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8.40
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146.52
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Group 1 ( 1 < TTM <=3 ) |
71.49 | 0.01 |
71.89 | 0.02 |
232.00 | 0.06 |
1.18
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2.07
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5.67
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Group 2 ( 3 < TTM <= 7 ) |
107.21 | -0.02 |
107.64 | -0.01 |
339.26 | -0.04 |
1.59
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4.48
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24.34
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Group 3 ( 7 < TTM <= 10 ) |
139.82 | -0.06 |
140.44 | -0.05 |
458.35 | -0.16 |
2.01
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8.06
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73.72
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Group 4 ( 10 < TTM ) |
172.78 | -0.12 |
173.52 | -0.11 |
581.75 | -0.35 |
2.96
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14.78
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320.77
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Group 5 (<= 10) |
89.49 | -0.01 |
89.90 |
0.00 |
287.05 | -0.01 |
1.68
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3.98
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25.68
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SOE (G) Bond Index |
102.88 | -0.01 |
103.41 | -0.01 |
201.00 | -0.01 |
1.97
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4.41
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32.45
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SOE (NG) Bond Index |
109.93 | -0.01 |
110.69 |
0.00 |
230.86 |
0.00 |
2.53
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5.44
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47.61
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Corporate Bond Index (BBB up) |
108.11 |
0.00 |
108.84 | 0.01 |
238.32 | 0.02 |
2.53
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3.00
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16.28
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Corporate Bond Index (BBB+ up) |
108.48 |
0.00 |
109.23 | 0.01 |
238.13 | 0.02 |
2.49
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3.05
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16.77
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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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