| 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 7%.SA gained the major portion or by 68% of total outright trading value , following by Govt and CORP bonds,respectively.Govt bonds yields fluctuated within a range of -2 to 7 bp.Govt clean price index ended lower by -8 bp and corp index (BBB up) closed lower by -7 bp.The most active issue was CB25N27A.
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| Trading & Outstanding value | Mln. (THB) | Chg.(%) |
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Outstanding Value |
17,507,475.38
| -0.01 |
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Number of issues | 2,844 | |
Total Trading Value |
1,361,831.93
| 6.76 |
| Outright/Cash Trading |
134,621.82
| 85.43 |
| Financing |
1,225,932.13
| 1.92 |
| Others |
1,277.98
| 780.51 |
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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 |
116.74 | -0.08 |
117.39 | -0.08 |
374.94 | -0.24 |
1.67
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9.72
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190.90
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Group 1 ( 1 < TTM <=3 ) |
72.15 | -0.01 |
72.61 | -0.01 |
229.17 | -0.02 |
1.13
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2.02
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5.43
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Group 2 ( 3 < TTM <= 7 ) |
109.90 | -0.01 |
110.55 |
0.00 |
339.45 | -0.01 |
1.17
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4.53
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25.01
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Group 3 ( 7 < TTM <= 10 ) |
147.98 | 0.04 |
148.83 | 0.05 |
474.21 | 0.16 |
1.28
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7.81
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69.75
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Group 4 ( 10 < TTM ) |
206.40 | -0.3 |
207.44 | -0.28 |
675.02 | -0.92 |
1.80
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15.90
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369.66
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Group 5 (<= 10) |
91.67 | -0.01 |
92.23 |
0.00 |
287.37 |
0.00 |
1.20
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3.96
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24.14
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SOE (G) Bond Index |
106.08 | 0.17 |
106.57 | 0.16 |
203.12 | 0.33 |
1.37
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4.55
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35.66
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SOE (NG) Bond Index |
114.65 |
0.00 |
115.51 |
0.00 |
234.59 | 0.01 |
1.91
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5.98
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57.11
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Corporate Bond Index (BBB up) |
109.09 | -0.07 |
109.80 | -0.06 |
233.02 | -0.13 |
2.43
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2.94
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16.29
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Corporate Bond Index (BBB+ up) |
109.49 | -0.01 |
110.21 | 0.01 |
233.00 |
0.00 |
2.38
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2.98
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16.73
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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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