| Service Manager : Kantiros, Sineerat (0-2257-0357 # 355, 301) |
 printable
version |
|
> ThaiBMA Report > Daily Market Summary
|
|
|
| Remark: |
1. Data excludes FX Bond. |
|
2. The yield on Inflation-linked bond is a real yield to maturity. |
|
| |
| Market
Wrap up |
|
Total trading value increased by 13%.Govt gained the major portion or by 48% of total outright trading value , following by SA and CORP bonds,respectively.Govt bonds yields increased by 0 to 6 bp.Govt clean price index ended lower by -29 bp and corp index (BBB up) closed lower by -10 bp.The most active issue was LB365A.
|
|
|
| Trading & Outstanding value | Mln. (THB) | Chg.(%) |
|
Outstanding Value |
18,244,812.29
| -0.01 |
|
Number of issues | 2,735 | |
Total Trading Value |
1,493,896.66
| 13.18 |
| Outright/Cash Trading |
88,320.09
| -43.71 |
| Financing |
1,404,336.01
| 21.11 |
| Others |
1,240.56
| -64.69 |
|
|
|
|
|
|
| ThaiBMA Bond Index |
| Type | Clean Price | Gross Price | Total Return![](\"images/moreinfo_t.gif\") | Avg. Yield | Avg. Dur | Avg. Convex |
|
Government Bond |
105.59 | -0.29 |
106.30 | -0.28 |
348.70 | -0.93 |
2.68
|
8.31
|
144.93
|
|
Group 1 ( 1 < TTM <=3 ) |
71.30 | -0.02 |
71.86 | -0.02 |
231.88 | -0.06 |
1.25
|
1.99
|
5.31
|
|
Group 2 ( 3 < TTM <= 7 ) |
106.78 | -0.11 |
107.41 | -0.1 |
338.53 | -0.32 |
1.66
|
4.37
|
23.29
|
|
Group 3 ( 7 < TTM <= 10 ) |
137.99 | -0.78 |
138.87 | -0.77 |
453.22 | -2.52 |
2.17
|
7.97
|
72.22
|
|
Group 4 ( 10 < TTM ) |
171.24 | -0.75 |
172.41 | -0.74 |
578.02 | -2.48 |
3.02
|
14.71
|
318.95
|
|
Group 5 (<= 10) |
89.03 | -0.15 |
89.61 | -0.14 |
286.13 | -0.45 |
1.80
|
3.90
|
24.85
|
|
SOE (G) Bond Index |
102.44 | -0.18 |
102.95 | -0.18 |
200.49 | -0.33 |
2.06
|
4.37
|
32.14
|
|
SOE (NG) Bond Index |
109.45 | -0.25 |
110.22 | -0.24 |
230.36 | -0.5 |
2.59
|
5.40
|
46.72
|
|
Corporate Bond Index (BBB up) |
107.84 | -0.1 |
108.57 | -0.09 |
238.37 | -0.19 |
2.59
|
3.01
|
16.30
|
|
Corporate Bond Index (BBB+ up) |
108.20 | -0.1 |
108.95 | -0.09 |
238.15 | -0.2 |
2.55
|
3.06
|
16.81
|
|
|
|
|
| |
 |
 |
|
|
|
|
Click here for enlarge graph |
Click here for enlarge graph |
 |
 |
|
 |
|
|
|
|
|
Click here for enlarge graph |
Click here for enlarge graph |
 |
 |
| |
|
|
|
|
|
|
Click here for enlarge graph |
Click here for enlarge graph |
 |
 |
|
|
|
|
|
|
|
|
Click here for enlarge graph |
Click here for enlarge graph |
 |
 |
|
|
|
|
Click here for enlarge graph |
Click here for enlarge graph |
 |
 |
|
|
|
|
Click here for enlarge graph |
Click here for enlarge graph |
 |
|
|
Click here for enlarge graph |
|
 |
 |
 |
| |
|
|
|
|
|
|
Click here for enlarge graph |
Click here for enlarge graph |
| Remark
: THB I-IR = Thai Baht Implied Interest Rates |
|
|
 |
 |
| |
|
|
|
|
|
|
Click here for enlarge graph |
Click here for enlarge graph |
| Remark
: THB I-IR = Thai Baht Implied Interest Rates |
 |
 |
| |
|
|
|
|
|
|
Click here for enlarge graph |
Click here for enlarge graph |