| 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 2%.Govt gained the major portion or by 47% of total outright trading value , following by SA and CORP bonds,respectively.Govt bonds yields fluctuated within a range of -1 to 9 bp.Govt clean price index ended lower by -7 bp and corp index (BBB up) closed lower by -4 bp.The most active issue was LB273A.
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| Trading & Outstanding value | Mln. (THB) | Chg.(%) |
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Outstanding Value |
18,205,046.34
| 0.16 |
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Number of issues | 2,777 | |
Total Trading Value |
1,574,753.15
| 1.52 |
| Outright/Cash Trading |
70,133.74
| -52.49 |
| Financing |
1,503,134.35
| 7.15 |
| Others |
1,485.06
| 124.36 |
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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 |
106.66 | -0.07 |
107.51 | -0.06 |
348.42 | -0.2 |
2.57
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8.46
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149.27
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Group 1 ( 1 < TTM <=3 ) |
71.62 | -0.01 |
72.09 | -0.01 |
230.66 | -0.03 |
1.22
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1.97
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5.26
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Group 2 ( 3 < TTM <= 7 ) |
107.36 | -0.02 |
108.15 | -0.01 |
337.03 | -0.03 |
1.54
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4.19
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21.43
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Group 3 ( 7 < TTM <= 10 ) |
139.73 | -0.25 |
140.59 | -0.25 |
454.68 | -0.79 |
1.96
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7.62
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66.37
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Group 4 ( 10 < TTM ) |
173.88 | -0.15 |
175.58 | -0.14 |
579.46 | -0.45 |
2.88
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14.50
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312.48
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Group 5 (<= 10) |
89.57 | -0.04 |
90.16 | -0.04 |
285.13 | -0.12 |
1.65
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3.78
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23.07
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SOE (G) Bond Index |
103.06 | -0.07 |
103.65 | -0.06 |
200.00 | -0.12 |
1.95
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4.55
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34.57
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SOE (NG) Bond Index |
109.83 | -0.07 |
110.56 | -0.06 |
228.61 | -0.13 |
2.55
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5.57
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49.42
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Corporate Bond Index (BBB up) |
108.06 | -0.04 |
108.76 | -0.03 |
235.70 | -0.07 |
2.59
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2.96
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16.05
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Corporate Bond Index (BBB+ up) |
108.45 | -0.04 |
109.16 | -0.03 |
235.57 | -0.07 |
2.54
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3.01
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16.54
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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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