| 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 18%.SA gained the major portion or by 61% of total outright trading value , following by Govt and CORP bonds,respectively.Govt bonds yields fluctuated within a range of -1 to 11 bp.Govt clean price index ended lower by -1 bp and corp index (BBB up) closed lower by -2 bp.The most active issue was CBF26511A.
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| Trading & Outstanding value | Mln. (THB) | Chg.(%) |
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Outstanding Value |
17,565,801.79
| 0.2 |
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Number of issues | 2,869 | |
Total Trading Value |
1,353,248.08
| -18.37 |
| Outright/Cash Trading |
119,369.72
| 17.94 |
| Financing |
1,233,868.08
| -20.62 |
| Others |
10.28
| -99.54 |
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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 |
110.17 | -0.01 |
111.27 |
0.00 |
351.14 |
0.00 |
2.27
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8.82
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161.63
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Group 1 ( 1 < TTM <=3 ) |
71.77 | 0.02 |
72.28 | 0.03 |
226.41 | 0.08 |
1.51
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1.94
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5.09
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Group 2 ( 3 < TTM <= 7 ) |
108.05 | 0.05 |
109.08 | 0.06 |
331.13 | 0.17 |
1.61
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4.30
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22.67
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Group 3 ( 7 < TTM <= 10 ) |
142.63 | 0.24 |
144.15 | 0.25 |
453.50 | 0.78 |
1.77
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7.23
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60.88
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Group 4 ( 10 < TTM ) |
185.75 | -0.16 |
187.83 | -0.15 |
602.73 | -0.47 |
2.46
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14.89
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328.51
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Group 5 (<= 10) |
90.28 | 0.05 |
91.08 | 0.06 |
280.87 | 0.19 |
1.65
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3.76
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22.18
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SOE (G) Bond Index |
103.94 | -0.08 |
104.53 | -0.09 |
197.74 | -0.13 |
1.85
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4.43
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34.08
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SOE (NG) Bond Index |
110.88 | -0.02 |
111.67 | -0.02 |
225.05 | -0.03 |
2.49
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5.88
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56.01
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Corporate Bond Index (BBB up) |
107.96 | -0.02 |
108.59 | -0.01 |
228.24 | -0.02 |
2.83
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2.89
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15.87
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Corporate Bond Index (BBB+ up) |
108.28 | -0.02 |
108.91 | -0.01 |
228.07 | -0.02 |
2.82
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2.91
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16.01
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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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