| 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 6%.Govt gained the major portion or by 42% of total outright trading value , following by SA and CP bonds,respectively.Govt bonds yields fluctuated within a range of -1 to 5 bp.Govt clean price index ended lower by -9 bp and corp index (BBB up) closed lower by -3 bp.The most active issue was CB27304A.
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| Trading & Outstanding value | Mln. (THB) | Chg.(%) |
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Outstanding Value |
18,266,758.20
| -0.01 |
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Number of issues | 2,743 | |
Total Trading Value |
1,286,755.86
| 5.92 |
| Outright/Cash Trading |
61,791.12
| -13.84 |
| Financing |
1,224,551.95
| 7.21 |
| Others |
412.79
| -55.73 |
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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 |
104.97 | -0.09 |
105.75 | -0.08 |
346.97 | -0.27 |
2.75
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8.25
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143.19
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Group 1 ( 1 < TTM <=3 ) |
71.16 | -0.02 |
71.71 | -0.02 |
231.63 | -0.06 |
1.33
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1.95
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5.16
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Group 2 ( 3 < TTM <= 7 ) |
106.42 | -0.01 |
107.13 |
0.00 |
337.66 |
0.00 |
1.73
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4.34
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22.96
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Group 3 ( 7 < TTM <= 10 ) |
137.21 | -0.1 |
138.18 | -0.09 |
450.99 | -0.31 |
2.25
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7.95
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71.95
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Group 4 ( 10 < TTM ) |
169.52 | -0.29 |
170.87 | -0.27 |
572.89 | -0.91 |
3.09
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14.63
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316.37
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Group 5 (<= 10) |
88.76 | -0.03 |
89.38 | -0.02 |
285.48 | -0.06 |
1.87
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3.88
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24.84
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SOE (G) Bond Index |
102.07 | -0.05 |
102.63 | -0.05 |
199.90 | -0.09 |
2.14
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4.34
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31.67
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SOE (NG) Bond Index |
108.92 | -0.08 |
109.69 | -0.08 |
229.46 | -0.16 |
2.68
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5.43
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46.83
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Corporate Bond Index (BBB up) |
107.66 | -0.03 |
108.35 | -0.04 |
238.23 | -0.03 |
2.64
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3.01
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16.27
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Corporate Bond Index (BBB+ up) |
108.00 | -0.03 |
108.70 | -0.05 |
237.96 | -0.04 |
2.61
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3.07
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16.77
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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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