| 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 3%.Govt gained the major portion or by 39% of total outright trading value , following by SA and T-Bill bonds,respectively.Govt bonds yields fluctuated within a range of -4 to 1 bp.Govt clean price index ended higher by 18 bp and corp index (BBB up) closed higher by 7 bp.The most active issue was TB26520A.
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| Trading & Outstanding value | Mln. (THB) | Chg.(%) |
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Outstanding Value |
17,925,010.37
| -0.03 |
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Number of issues | 2,819 | |
Total Trading Value |
1,244,411.39
| 3.2 |
| Outright/Cash Trading |
69,536.59
| 19.52 |
| Financing |
1,174,859.86
| 2.39 |
| Others |
14.94
| -94.44 |
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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 |
111.92 | 0.18 |
113.01 | 0.12 |
361.71 | 0.61 |
2.08
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9.11
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172.38
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Group 1 ( 1 < TTM <=3 ) |
71.68 | 0.03 |
72.08 | -0.09 |
228.82 | 0.09 |
1.36
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1.81
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4.49
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Group 2 ( 3 < TTM <= 7 ) |
108.03 | 0.08 |
108.96 | -0.06 |
335.74 | 0.25 |
1.49
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4.28
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22.56
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Group 3 ( 7 < TTM <= 10 ) |
142.91 | 0.13 |
144.22 | 0.14 |
460.65 | 0.44 |
1.70
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7.61
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66.62
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Group 4 ( 10 < TTM ) |
192.17 | 0.55 |
194.43 | 0.57 |
632.72 | 1.85 |
2.24
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15.23
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344.15
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Group 5 (<= 10) |
90.25 | 0.05 |
90.97 | -0.05 |
284.56 | 0.18 |
1.53
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3.77
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22.48
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SOE (G) Bond Index |
104.20 | 0.12 |
104.79 | 0.11 |
200.51 | 0.24 |
1.74
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4.37
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33.59
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SOE (NG) Bond Index |
111.77 | 0.18 |
112.61 | 0.19 |
230.14 | 0.38 |
2.30
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5.78
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53.71
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Corporate Bond Index (BBB up) |
108.20 | 0.07 |
108.80 | 0.08 |
232.89 | 0.18 |
2.65
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3.00
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16.52
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Corporate Bond Index (BBB+ up) |
108.60 | 0.07 |
109.21 | 0.08 |
232.85 | 0.18 |
2.59
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3.05
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17.03
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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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