| 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 7%.Govt gained the major portion or by 54% of total outright trading value , following by SA and T-Bill bonds,respectively.Govt bonds yields fluctuated within a range of 1 to 19 bp.Govt clean price index ended lower by -104 bp and corp index (BBB up) closed lower by -23 bp.The most active issue was LB456A.
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| Trading & Outstanding value | Mln. (THB) | Chg.(%) |
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Outstanding Value |
17,668,546.21
| -0.02 |
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Number of issues | 2,832 | |
Total Trading Value |
1,122,809.84
| -6.91 |
| Outright/Cash Trading |
124,028.47
| 27.19 |
| Financing |
998,126.49
| -9.93 |
| Others |
654.88
| 43.98 |
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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 |
114.83 | -1.04 |
115.62 | -1.03 |
369.36 | -3.29 |
1.83
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9.52
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184.86
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Group 1 ( 1 < TTM <=3 ) |
72.04 | -0.1 |
72.51 | -0.1 |
229.10 | -0.3 |
1.18
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1.98
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5.22
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Group 2 ( 3 < TTM <= 7 ) |
109.38 | -0.25 |
110.19 | -0.25 |
338.34 | -0.75 |
1.26
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4.47
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24.40
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Group 3 ( 7 < TTM <= 10 ) |
146.14 | -0.93 |
147.20 | -0.92 |
468.97 | -2.94 |
1.43
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7.76
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68.98
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Group 4 ( 10 < TTM ) |
200.43 | -3.25 |
201.76 | -3.24 |
656.57 | -10.54 |
1.98
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15.70
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362.64
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Group 5 (<= 10) |
91.24 | -0.23 |
91.89 | -0.22 |
286.42 | -0.7 |
1.30
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3.91
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23.72
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SOE (G) Bond Index |
105.16 | -0.61 |
105.72 | -0.6 |
201.61 | -1.15 |
1.55
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4.49
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34.88
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SOE (NG) Bond Index |
113.32 | -0.73 |
114.12 | -0.72 |
232.23 | -1.46 |
2.09
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5.93
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56.26
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Corporate Bond Index (BBB up) |
108.69 | -0.23 |
109.36 | -0.24 |
232.58 | -0.47 |
2.54
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2.97
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16.44
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Corporate Bond Index (BBB+ up) |
109.09 | -0.24 |
109.78 | -0.24 |
232.56 | -0.48 |
2.49
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3.01
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16.90
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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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