| 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 27%.Govt gained the major portion or by 56% of total outright trading value , following by SA and CORP bonds,respectively.Govt bonds yields fluctuated within a range of -3 to 6 bp.Govt clean price index ended higher by 19 bp and corp index (BBB up) closed higher by 8 bp.The most active issue was LB26DA.
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| Trading & Outstanding value | Mln. (THB) | Chg.(%) |
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Outstanding Value |
17,855,550.63
| -0.07 |
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Number of issues | 2,783 | |
Total Trading Value |
1,978,173.97
| 26.7 |
| Outright/Cash Trading |
48,672.28
| -61.05 |
| Financing |
1,926,795.92
| 34.27 |
| Others |
2,705.78
| 91.79 |
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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 |
112.13 | 0.19 |
112.44 | -0.72 |
363.14 | 0.64 |
2.06
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9.22
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174.25
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Group 1 ( 1 < TTM <=3 ) |
71.82 |
0.00 |
72.00 | -0.34 |
229.67 | 0.02 |
1.21
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1.86
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4.62
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Group 2 ( 3 < TTM <= 7 ) |
108.61 | 0.04 |
109.38 | -0.32 |
338.23 | 0.15 |
1.34
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4.21
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21.78
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Group 3 ( 7 < TTM <= 10 ) |
143.49 | 0.15 |
143.71 | -1.19 |
463.41 | 0.49 |
1.64
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7.64
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66.54
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Group 4 ( 10 < TTM ) |
192.14 | 0.63 |
192.30 | -1.6 |
634.06 | 2.08 |
2.24
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15.38
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347.31
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Group 5 (<= 10) |
90.58 | 0.03 |
90.98 | -0.44 |
286.15 | 0.12 |
1.42
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3.84
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22.91
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SOE (G) Bond Index |
104.51 | 0.1 |
105.01 | 0.08 |
201.46 | 0.2 |
1.67
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4.40
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34.21
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SOE (NG) Bond Index |
112.17 | 0.13 |
112.89 | 0.14 |
231.46 | 0.29 |
2.22
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5.87
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53.89
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Corporate Bond Index (BBB up) |
108.52 | 0.08 |
109.14 | 0.06 |
234.21 | 0.19 |
2.53
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2.99
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16.47
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Corporate Bond Index (BBB+ up) |
108.92 | 0.08 |
109.55 | 0.06 |
234.17 | 0.19 |
2.48
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3.05
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17.00
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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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