| 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 10%.SA gained the major portion or by 52% of total outright trading value , following by Govt and CP bonds,respectively.Govt bonds yields increased by 0 to 5 bp.Govt clean price index ended lower by -10 bp and corp index (BBB up) closed lower by -2 bp.The most active issue was TB24814A.
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| Trading & Outstanding value | Mln. (THB) | Chg.(%) |
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Outstanding Value |
16,924,851.72
| 0.25 |
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Number of issues | 3,050 | |
Total Trading Value |
1,295,682.60
| -10.36 |
| Outright/Cash Trading |
56,437.72
| -27.54 |
| Financing |
1,238,962.86
| -9.37 |
| Others |
282.01
| -41.04 |
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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 |
102.16 | -0.1 |
103.11 | -0.09 |
316.48 | -0.28 |
3.11
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7.94
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133.94
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Group 1 ( 1 < TTM <=3 ) |
70.63 | -0.01 |
71.16 |
0.00 |
217.68 |
0.00 |
2.38
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2.04
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5.61
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Group 2 ( 3 < TTM <= 7 ) |
104.24 | -0.1 |
105.09 | -0.1 |
310.22 | -0.29 |
2.53
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4.10
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20.11
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Group 3 ( 7 < TTM <= 10 ) |
133.36 | -0.14 |
134.76 | -0.13 |
411.77 | -0.39 |
2.72
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7.02
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57.30
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Group 4 ( 10 < TTM ) |
163.23 | -0.25 |
165.12 | -0.24 |
513.38 | -0.73 |
3.30
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14.12
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295.34
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Group 5 (<= 10) |
87.29 | -0.05 |
87.97 | -0.05 |
264.54 | -0.14 |
2.59
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3.65
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21.77
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SOE (G) Bond Index |
99.47 | -0.06 |
100.02 | -0.06 |
185.04 | -0.11 |
2.77
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4.01
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29.87
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SOE (NG) Bond Index |
104.21 | -0.11 |
105.02 | -0.1 |
205.42 | -0.2 |
3.50
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5.94
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57.83
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Corporate Bond Index (BBB up) |
105.30 | -0.02 |
105.93 | -0.01 |
214.92 | -0.01 |
3.71
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2.96
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16.65
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Corporate Bond Index (BBB+ up) |
105.60 | -0.02 |
106.23 | -0.01 |
214.76 | -0.01 |
3.70
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2.99
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16.87
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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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