| 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 1%.SA gained the major portion or by 50% of total outright trading value , following by Govt and CORP bonds,respectively.Govt bonds yields decreased by -6 to 0 bp.Govt clean price index ended higher by 20 bp and corp index (BBB up) closed higher by 6 bp.The most active issue was CB19O01A.
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| Trading & Outstanding value | Mln. (THB) | Chg.(%) |
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Outstanding Value |
13,092,204.69
| 0.3 |
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Number of issues | 2,740 | |
Total Trading Value |
1,026,951.48
| 1.29 |
| Outright/Cash Trading |
92,675.99
| -17.88 |
| Financing |
933,775.75
| 3.64 |
| Others |
499.73
| 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 |
117.88 | 0.2 |
118.74 | 0.21 |
320.44 | 0.56 |
1.82
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10.56
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220.31
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Group 1 ( 1 < TTM <=3 ) |
74.94 | 0.01 |
75.75 | 0.02 |
207.18 | 0.06 |
1.37
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2.17
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6.07
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Group 2 ( 3 < TTM <= 7 ) |
112.01 | 0.12 |
112.83 | 0.13 |
295.32 | 0.34 |
1.42
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4.16
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21.41
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Group 3 ( 7 < TTM <= 10 ) |
147.50 | 0.17 |
148.44 | 0.19 |
397.81 | 0.5 |
1.56
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7.53
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66.17
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Group 4 ( 10 < TTM ) |
203.40 | 0.51 |
204.78 | 0.53 |
553.11 | 1.42 |
1.92
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16.85
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421.05
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Group 5 (<= 10) |
93.82 | 0.08 |
94.55 | 0.09 |
251.84 | 0.24 |
1.49
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4.66
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31.68
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SOE (G) Bond Index |
105.02 | -0.08 |
105.73 | -0.07 |
175.62 | -0.11 |
1.66
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3.86
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25.32
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SOE (NG) Bond Index |
113.72 | 0.25 |
114.65 | 0.26 |
195.67 | 0.45 |
2.08
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6.14
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64.59
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Corporate Bond Index (BBB up) |
104.82 | 0.06 |
105.80 | 0.07 |
242.40 | 0.16 |
2.39
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2.66
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14.38
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Corporate Bond Index (BBB+ up) |
105.35 | 0.06 |
106.34 | 0.08 |
244.25 | 0.16 |
2.39
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2.66
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14.38
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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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