| 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 9%.Govt gained the major portion or by 49% of total outright trading value , following by SA and CORP bonds,respectively.Govt bonds yields fluctuated within a range of -11 to 1 bp.Govt clean price index ended higher by 17 bp and corp index (BBB up) closed higher by 7 bp.The most active issue was LB556A.
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| Trading & Outstanding value | Mln. (THB) | Chg.(%) |
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Outstanding Value |
18,081,326.02
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0.00
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Number of issues | 2,764 | |
Total Trading Value |
1,392,098.08
| 8.95 |
| Outright/Cash Trading |
94,627.67
| -39 |
| Financing |
1,292,306.52
| 16.33 |
| Others |
5,163.89
| -55.83 |
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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 |
106.94 | 0.17 |
107.61 | 0.18 |
348.74 | 0.57 |
2.55
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8.55
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151.92
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Group 1 ( 1 < TTM <=3 ) |
71.64 | 0.01 |
72.01 | -0.05 |
230.40 | 0.06 |
1.24
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2.04
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5.54
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Group 2 ( 3 < TTM <= 7 ) |
107.60 | 0.12 |
108.22 | 0.2 |
337.24 | 0.4 |
1.51
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4.27
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22.10
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Group 3 ( 7 < TTM <= 10 ) |
139.77 | 0.32 |
140.42 | 0.33 |
454.13 | 1.08 |
1.96
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7.68
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67.35
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Group 4 ( 10 < TTM ) |
174.72 | 0.42 |
176.08 | 0.44 |
581.10 | 1.44 |
2.85
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14.63
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317.25
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Group 5 (<= 10) |
89.66 | 0.08 |
90.12 | 0.09 |
284.98 | 0.28 |
1.64
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3.84
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23.63
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SOE (G) Bond Index |
103.42 | 0.16 |
104.00 | 0.16 |
200.42 | 0.32 |
1.88
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4.58
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34.92
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SOE (NG) Bond Index |
109.88 | 0.19 |
110.64 | 0.19 |
228.32 | 0.4 |
2.55
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5.61
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49.95
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Corporate Bond Index (BBB up) |
108.05 | 0.07 |
108.70 | 0.07 |
235.18 | 0.17 |
2.62
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2.88
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15.54
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Corporate Bond Index (BBB+ up) |
108.44 | 0.07 |
109.09 | 0.07 |
235.06 | 0.18 |
2.56
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2.94
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16.11
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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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