| 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 8%.SA gained the major portion or by 65% of total outright trading value , following by Govt and CORP bonds,respectively.Govt bonds yields fluctuated within a range of -3 to 9 bp.Govt clean price index ended higher by 17 bp and corp index (BBB up) closed higher by 2 bp.The most active issue was CB25904A.
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| Trading & Outstanding value | Mln. (THB) | Chg.(%) |
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Outstanding Value |
17,590,298.12
| 0.4 |
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Number of issues | 2,884 | |
Total Trading Value |
1,458,658.03
| -7.97 |
| Outright/Cash Trading |
110,038.67
| -1.17 |
| Financing |
1,346,705.81
| -8.48 |
| Others |
1,913.54
| -15.37 |
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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 |
110.20 | 0.17 |
111.39 | 0.18 |
351.77 | 0.57 |
2.27
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8.90
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163.34
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Group 1 ( 1 < TTM <=3 ) |
71.67 | 0.01 |
72.14 | 0.02 |
226.42 | 0.05 |
1.56
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1.90
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4.91
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Group 2 ( 3 < TTM <= 7 ) |
107.83 | 0.07 |
108.86 | 0.08 |
330.98 | 0.23 |
1.64
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4.25
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22.18
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Group 3 ( 7 < TTM <= 10 ) |
142.47 | 0.23 |
144.24 | 0.24 |
453.79 | 0.75 |
1.78
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7.23
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61.05
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Group 4 ( 10 < TTM ) |
186.16 | 0.5 |
188.56 | 0.52 |
605.07 | 1.66 |
2.44
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14.87
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327.59
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Group 5 (<= 10) |
90.14 | 0.06 |
90.96 | 0.06 |
280.87 | 0.19 |
1.68
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3.78
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22.51
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SOE (G) Bond Index |
103.95 | 0.09 |
104.54 | 0.09 |
198.03 | 0.18 |
1.84
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4.44
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34.07
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SOE (NG) Bond Index |
111.00 | 0.17 |
111.76 | 0.09 |
225.67 | 0.35 |
2.47
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5.85
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55.45
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Corporate Bond Index (BBB up) |
107.89 | 0.02 |
108.54 | 0.03 |
228.58 | 0.06 |
2.85
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2.89
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15.82
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Corporate Bond Index (BBB+ up) |
108.21 | 0.02 |
108.87 | 0.03 |
228.41 | 0.06 |
2.83
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2.90
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15.96
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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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