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03 Feb 2012
As of  (dd/mm/yyyy)      Download
 Type   Index Average
Clean Price chg.(point) Gross Price Chg.(point) Total Return Chg.(point) Yield Duration Conv
 Government Bond Index 105.32   -0.05   106.29   -0.03   214.20   -0.07   3.33   6.09   67.81
                 
  Maturity Sub Group                
 Group 1 ( 1 < TTM <= 3 )   82.16     -0.01     83.04     +0.00     167.65     +0.01     3.01     1.76     4.37
 Group 2 ( 3 < TTM <= 7 )   110.21     -0.04     110.98     -0.02     220.29     -0.05     3.08     4.33     23.03
 Group 3 ( 7 < TTM <= 10 )   134.89     -0.09     136.47     -0.08     274.18     -0.16     3.19     6.85     56.59
 Group 4 ( > 10 )   154.84     -0.11     156.17     -0.09     313.88     -0.19     3.53     11.46     183.87
 Group 5 ( <= 10 )   94.72     -0.03     95.61     -0.02     190.52     -0.04     3.12     4.17     26.07
                 
                 
 SOE (G) Bond Index 104.10   -0.02   105.32   -0.01   133.59   -0.01   3.40   3.91   27.11
                 
  Maturity Sub Group                
 Group 1 ( 1 < TTM <= 3 )   98.55     -0.02     99.80     -0.00     126.38     -0.00     3.22     1.85     4.70
 Group 2 ( 3 < TTM <= 7 )   108.32     +0.00     109.66     +0.02     138.64     +0.02     3.32     4.08     20.84
 Group 3 ( 7 < TTM <= 10 )   115.97     -0.10     117.19     -0.08     148.41     -0.11     3.45     6.92     57.16
 Group 4 ( > 10 )   118.71     -0.01     120.05     +0.00     153.09     +0.01     3.60     9.41     108.65
 Group 5 ( <= 10 )   103.31     -0.02     104.53     -0.01     132.58     -0.01     3.35     3.41     19.74
                 
                 
 SOE (NG) Bond Index 109.46   -0.02   110.85   -0.01   139.85   -0.01   3.70   5.31   46.98
                 
  Maturity Sub Group                
 Group 1 ( 1 < TTM <= 3 )   102.99     -0.02     104.25     -0.00     127.80     -0.00     3.24     1.80     4.51
 Group 2 ( 3 < TTM <= 7 )   110.49     +0.00     112.09     +0.02     141.40     +0.02     3.41     3.95     20.54
 Group 3 ( 7 < TTM <= 10 )   112.93     -0.09     114.30     -0.07     147.64     -0.10     3.67     6.91     57.75
 Group 4 ( > 10 )   119.19     -0.02     120.67     -0.00     155.96     -0.00     3.91     9.26     106.56
 Group 5 ( <= 10 )   106.58     -0.03     107.95     -0.01     135.28     -0.02     3.52     3.85     24.97
                 
                 
   
Values and ThaiBMA Index Constituents Index
* Double Click on group title and index type to download historical data and view the index movement.(updated every 15 th)
Remark :
1 . Government Bond Indices are calculated from government Loan Bond (LB) only.
2 . The base date of sub group 4 's index is 12 March 1999. The base date of other indices is 4 January 1999.
ThaiBMA Investment Grade Corporate Bond Index
 Type   Index Average Average Time
To Maturity
Clean Price chg.(point) Gross Price Chg.(point) Total Return Chg.(point) Yield Duration Conv
Corporate Bond Index (BBB up)   104.96     -0.01     105.86     -0.00     177.40     +0.00     3.92     2.62     14.12     2.96
Corporate Bond Index (BBB+ up)   105.44     -0.01     106.36     -0.00     178.82     +0.00     3.92     2.63     14.21     2.97
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