User Manual

Last Updated: March 2012

Contact iBond:
Bond Pricing & Product Development Department, The Thai Bond Market Association (ThaiBMA)
Tel. 0-2252-3336 ext. 217, 218, 210 email address: pricing@thaibma.or.th
Visit our website at www.ibond.thaibma.or.th
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iBond 
Bond Info
Registered Bond
Auction & Result
Auction Schedule & Result
Auction Calendar
Bond Search
Issuer Information
Inflation Linked-Bond
Bond Update
FRN Rate Search
Yield Curve
Government Bond Yield Curve
Zero Coupon Yield Curve
Alternative Zero Coupon Yield Curve
Par Bond Yield Curve
Implied 6 month Forwards
Corporate Bond Yield Curve
Corporate Spread
Average Spread
Credit Spread Curve
US Treasury
SOE Spread Matrix
Calculation
Calculation
ILB Calculation
Bond Price/ Indices
Bond Price
End of day trading
Intraday trading
Quotation
Firm Quotation
Mark to Market
Plain Vanilla MTM Pages
Structured Note MTM Pages
Download Historical MTM
Plain Vanilla
Structured Note
MTM Yield Movement
MTM Price Feedback
RP Reference Yield
RP Refernce Yield
RP Reference Yield (T+2)
RP Reference Yield (T+3)

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ThaiBMA

Indices
Bond Index
Composite Bond Index
T-Bill Index
Zero Rate Return Index
SOE Zero Rate Return Index
Corporate Zero Rate Return Index
Commercial Paper Index
Short-term Government Bond Index
Analysis
Graphic Analysis
Rich/ Cheap Analysis
Duration and Convexity
Bond Duration and Convexity
Portfolio Duration and Convexity
Report
Daily Report
ThaiBMA Daily Report
Daily Market Summary
Weekly Report
Foreign Trading
Private Repo
Thai Bond Update
ThaiBMA Corner
Monthly Report
ThaiBMA Monthly Summary
Thai Bond Summary
Registered Bond
Month-end Closing Price
Annual Summary
Fact & Figures
Primary Market
Secondary Market
Composite Page

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ThaiBMA

iBond 
iBond  !"#$ %&'() www.ibond.thaibma.or.th 23
3$453 53 $ (6"637% 879 3(6'!:;$4!
7(%:
: :(!4:7<! : ThaiBMA  ! @83% 3( !:

3(3%# 975 ; $( ;'!:

7$ 87% )$4 9# Government Bond Yield Curve, Zero-Coupon Bond Yield Curve, Par

Bond Yield Curve, Implied 6-M Forwards, Corporate Spread, SOE Spread Matrix
U;2%V! (83X3/ 4) 4:7<! : ThaiBMA [;

\3$( (Bond Calculation Program)

7$$ $79(% 7%$(! 9# Bond Index, T-Bill Index ;

Zero Rate Return Index

'!:  873<#:4X ;5

`(62%3 (End-of-Day Trading)

'!:%#$%3 (Intraday Trading)
 873<#:4X (Mark-to-Market Page)
 '!6"! (Quotation and Firm Quotation)
$$2X4'! (RP Reference Yield)
- 5'!:f :3$ (Overall Trading Statistics)
- '!:;5$!;#: (Individual Trading Statistics)

:$(! (;  (PDF File)) (%:

`(62%3 (3 '!/:, 7'!:62%3)

4g%(:3() (5(:3(),!,#%#4()
4g%(: ( (5: (, %%9)
4: :(!7<! :3f4:

Composite Page 75;8 h 872%:%(%9$;#"3 iBond U(:"9

5; @83%%$$ $ 87 :239$3!$#

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Bond Info
http://www.ibond.thaibma.or.th/bond_info/registered_bond.aspx

 :  7%%!7<! :3 ThaiBMA (%: 

:#:3!$( 7  (3$!
1. Registered Bond:     !( %:   # $ $$! <!  :
(Registered Bond Outstanding) !<! :#: ( (New Registered Bond) ;
: :($!;#: (Bond Feature) 6!:3$!(4# ;
5 Download  m) Excel (
2. Auction & Result: #%!(%:$;"!g3[ '<7$
;($";$$ (Auction Schedule & Result) ;;\ (Auction Calendar)
3. Bond Search: !923!(:: 6!:3$ $7
(:#$5% "38X)7(6%V) ;5 Download m) Excel (
4. Issuer Information:  7%%!7<! :3 ThaiBMA :h3
#%!;($:97!7;# h3 2%#;#h3g!7  !
62% #(
5. Inflation-Linked Bond  7%%37% $ t 3$3 ;%#$u
7:%3 Inflation-Link Bond %5<$ Real Yield ;792%V(%:
6. Bond Update: #%!(%:$`(4( : (XI Schedule) 
!7(:4 (Redemption Schedule) (2$3#%$ $ (Financial Covenant) ;
2(3( !::3% (Coupon Reset Schedule)
7. FRN Rate Search: #%!%%!76#:( !:;:3% %3!$
3( !:$$723x (;# 3( !: $y; $ 97 ; THBFIX 
 !:

: :(;#6(3$!
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#$
: Bond Information > Outstanding
: !(%: 3 #%
1. Outstanding of ThaiBMA Registered Bond ;($#$$$!;#$ g$

! 7;($(%:62%4#$!;# g (Number of Issue) ;#$$

$!;# g (Amount: THB) 23!g 95 (#$$7;#$
 g"7 53 $;#9#53 $ U(:{ 7 Click for more detail #%!6
38 (4%3 %3 3 3!$ V % 01.00 . 12.00  ; 17.00 .
2. New Registered Bond ;($!<! :# ;#$ g$! U(:

6;($ 7 : ( ;m}$)9375 9#%$ %(

3. Select Bond # %!  m}$)9377 9 ! 5(4#  U(:9

3x3hV)! (Bond Symbol) 

 !:

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ThaiBMA

#$
: Bond Information > Outstanding of ThaiBMA Registered Bonds >..Bond Type..
 : 7{  Bond Type ;# g 6 Outstanding of ThaiBMA
Registered Bond 6;($! '<7$ $!7<! :3 ThaiBMA :4#
;$$ ;5 Download m) Excel ( U(:: :((3$!
ThaiBMA Symbol: 3x3hV)$!73!$3 V~)7 ThaiBMA 2(
Local Issue Rating: 3(3%# 975763(3(3U(:5363(3(3%# 975 :

723$ ... 3$ (%: 2 h3 

o TRIS: h3  !$ 623(  TRIS Rating Co., Ltd.
o Fitch (Thailand): h3 m`9) !$ ( :)  Fitch Rating (Thailand) Ltd.
International Issue Rating: 3(3%# 975763(3(3U(:5363(3(3%# 975
723$ ... 3$ (%: 4 h3 
o Moody's: Moody's Investors Service
o S&P: Standard& Poors
o Fitch Ratings: (Fitch Rating Ltd.)
o R&I: Rating and Investment Information, Inc.
Coupon Type: 9($6#:3( !: (%: Zero, Fixed, Float ; Fixed/Float
Coupon Rate (%): 3( !:
Maturity Date: %32(5#5
TTM: :4$ 
Outstanding Value (THB.mln): #$$ ()
 !:

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#$
: Bond Information > Outstanding of ThaiBMA Registered Bonds > 2 Corporate Bonds
:

7{  2 Corporate Bond (Click for more details) 6

Outstanding of ThaiBMA Registered Bond 6;($! '<7$ 4#$$$

!g 97<! :3 ThaiBMA ;#$ g"7 53 $ ;7#9#53 $
U(:7;($(%:62%4#$!;# g (Number of Issue) ;#$$$
!;# g (Amount: THB) ; 7{  g$!6;($ 3
Bond Information > Outstanding of ThaiBMA Registered Bonds >.....Bond Type..
 !:

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ThaiBMA

#$
: Bond Information > Registered Bond > New registered.Bond Type.
: 7{  Bond Type ;# g 6 New Registered Bond 
6;($! '<7$ $!7<! :#3 ThaiBMA  (}6643 ;($ 
:4#;$$ ;5 9#%$ %7<! :; Download m) Excel ( U(:7
;($;#$3 g$ 547;($ g$((3$!
Treasury
Bill
ThaiBMA Symbol
Issue Name
Issue Size
Type
Par (THB)
Term
Coupon Type
Coupon Rate (%)
Issue
Maturity
Payment Date
Registered Date
Prospectus
Issue Rating
Total Outstanding Value
Lead U/W
Currency

x
x
x
x
x

x
x
x
x
x

Government State Owned

Bonds
Enterprise
Bonds
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x

State
Agency
Bonds
x
x
x
x
x
x
x
x
x
x
x
x
x

Long-Term Commercial
Corporate
Papers
Bonds
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x

x
x
x
x
x
x
x
x
x
x
x
x
x
x

Foreign
Bonds
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x

Foreign Currency
Denominated
Bonds
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x

ThaiBMA Symbol: 3x3hV)$!73!$3 V~)7 ThaiBMA 2(

Issue Name: 97!7 gh3$h
Issue Size: #$!7
Type:  g$!(#$ u (;# !23 92 $ X5#5

iBond

#2( ;2%V!
Par (THB): 7%##%: #%x## 1,000 
Term: :4$!
Coupon Type:  g6#:( !:(;# Fixed, Float, Fixed/Float ; Zero Coupon
Coupon Rate (%): 3( !:
Issue: %3!
Maturity: %32(5#5!
Payment Date: %36#:( !: 9# 20/01, 20/7 :%%#6#:( !:%37 20 (
;%37 20 (t $4
Registered Date: %3<! :!
Prospectus: Link 23 :(3$9!9%4 $!
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ThaiBMA

 Issue Rating: 3(3%# 975$!763(3(3U(:5363(3(3%# 975

 ; 723$ ... 4x '<7$3!$( 6 :(3$!

o TRIS: h3  !$ 623(  TRIS Rating Co., Ltd.
o Fitch (Thailand): h3 m`9) !$ ( :)  Fitch Rating (Thailand) Ltd.
o Moody's: Moody's Investors Service
o S&P: Standard& Poors
o Fitch Ratings: Fitch Rating
o R&I: Rating and Investment Information, Inc.
Total Outstanding Value: #$$$!
Lead U/W: :97"63(62#:4
Currency: 3; 7:
 !:
Treasury bills

Government Bonds

State Owned Enterprise & State Agency Bonds

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Corporate Bonds, Commercial Paper, and Foreign Bonds

Foreign Currency Denomenated Bond

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ThaiBMA

#$
: Bond Information > Feature
:  #6 Bond Feature 3! 5 (:9#$$ (3$!
1. Bond Select 6 Bond Information > Outstanding
2. Bond Information > Outstanding of ThaiBMA Registered Bonds >.....Bond Type..
3. Bond Information > Bond Search
 :( Bond Feature 3! 7 :(6  Bond Information > Feature ;
83!$ 7 Link 67 u ::((3$!
1. Feature: ;($3$!4#3! u 9#%3;%32(5#5$!
3(3%# 975 ;# 
2. Issuer Profile: ;($$"!%3!$!7;<! :3 ThaiBMA
3. Rating: 3(3%# 975$!
4. Cash flow: $6#:( !:; $
5. Participants: : :($"7#% 7:%$!4#(3$#% 9# : : ";"54
;"63(63(62#: 
6. Pricing Data: '!:!
7. Bond News: #%!
8. Auction & Result: ;"!
9. Outstanding Value: #$$$!
10. Financial Covenant: (2$3#%$ $
11. Embedded Option: X5#5!#2( 9# Call Option X$"5!
Put Option X$"!

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ThaiBMA

 !: Bond Feature

23: :($6 Bond Information > Feature (3$!

Name (Thai) : 97!gh:
Issuer : 97"!
ISIN Code : 323$$'!:(2 $X4#$ u
Bond Type :  g$! (;#  g6#:( !:  g92 $ ;
!23
Issue Rating : 3(3%# 975$! ;#$5363(3(3%# 975
 ; 723$ ... 4x : :(7 :#%;%3%7"#
Initial Par : ###%: V %3!
Current Par : ###%: V %}663
Issue Size : #$!7
Outstanding Size : #$$$! V %}6643
Issue Date : %3!
Maturity Date : %32(5#5!
Issue Term : :4$!
Coupon : 3( !:76#:
Payment Frequency : $%(6#:( !:
Calculation Method : %X2%V
Put/ Call Option : X5#5!#2(
Distribution : %X :!
Registrar : : :
Lead Underwriter(s) : "63(63(62#:
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ThaiBMA

Financial Advisor(s) : 7<h$ $

Debenture Holder Representatives : ";"54
Covenant : 2(7"!$t3
Collateral : : :(33$!
Amortized Schedule : $::92 $
Prospectus : 3$9!9% 4 $!
Remark : : 4

@A : 6! 5 Click 87((3$#!

XI : %3`(4(3x9 876#:( !:
XM : %3`(4(3x9 87 :94"5!
CD : "(3(6#:( !:
 !: XI

 !: EX

 !: CD

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ThaiBMA

#$
 : Bond Information > Issuer Detail
 : !;($: :($"! ;
!$":3! u : :((3$!
Issuer Name (Eng) : 97"!gh3$h
Company Rating : 3(3%# 975$"! ;#$5363(3(3%# 975
 ; 723$ ... 4x : :(7 :#%;%3%7"#
Address : 7:#
Tel : )U38)
Fax : )U
E-mail :  )
Website : %&')
Business Sector : %(X46
Issues registered in ThaiBMA ::97!7<! :3 ThaiBMA
Financial Statement : $ $
Company Profile : h3
Major Shareholders : :97"543
 ! :

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ThaiBMA

#$
 : Bond Information > Rating
 : 63(3(3%# 975$! '<7$6;($ :$2(3%3
3(3%# 975#4( ;;#$5363(3(3%# 975 : :((3$!
Effective Date : %375363(3(3%# 97563(3(3%# 9753!
Local Issue Rating : 3(3%# 975763(3(3U(:5363(3(3%# 975 :

723$ ... 3$  2 h3 

o TRIS : h3  !$ 623(  TRIS Rating Co., Ltd.
o Fitch (Thailand) : h3 m`9) !$ ( :)  Fitch Rating (Thailand) Ltd.
International Issue Rating : 3(3%# 975763(3(3U(:5363(3(3%# 975
 723$ ... 3$  4 h3 
o Moody's : Moody's Investors Service,
o S&P : Standard& Poors
o Fitch Ratings : (Fitch Rating Ltd.)
o R&I : Rating and Investment Information, Inc.
Remark : : 4
 ! :

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ThaiBMA

#$
: Bond Information > Cash flow
: $6#:( !:; $ : :((3$!
No. : $%(6#:( !:
Payment : %392( !:
XI Date : %3`(4( :
Par : ###%:$!
Coupon (%) : 3( !:
Interest : ( !:
Principal : $
Total Payment : $;( !:

 !:

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ThaiBMA

#$
: Bond Information > Participant
: : :($"7#% 7:%$!4#(3$#% (%:
Sponsored Dealer : "272!<! :3 ThaiBMA
Lead Underwriter : "63(63(62#:
Registrar : : :
Debenture holders' representatives : ";"54
Financial Advisor : 7<h$ $
 !:

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ThaiBMA

#$
: Bond Information > Pricing Data
: '!:! '<7$6;($" :$2(36%372'!:
: :((3$!
Date : %372'!:
Executed : :'!:
o Price (%) : '!:
o Yields (%) : 3";72'!:
o Value (Baht) : #'!:
Weighted Average Executed : :'!: @7:
o Price (%) : '!: @7:
o Yields (%) : 3";72'!: @7:
o Value (Baht) : #'!: @7:
Spread (bp) : #%9( 9:% 7:$ '<7$2%V63";72'!:3
Government Bond Yield Curve V TTM #3 V7 !7U(:%$3$
;X;#$ : Spread 6 #3 0
Remark : : 4 ;($ 7$:#$u 9# SL :%5<$:'!:7##
; NL :%5<$:'!:73";7'!:;#$6(
 !:

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ThaiBMA

#$
: Bond Information > Bond News
: #%7 7:%$3!4#3! u 9# 33(3%# 975 
7:;$#$$$! ;2(3( !:23!76#:( !::3%
 !:

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ThaiBMA

#$
: Bond Information > Auction & Result
: $;($2(;"! : :((3$!
ThaiBMA Symbol : 3x3hV)$!73!$3 V~)7 ThaiBMA 2(
Issue Name : 97!gh3$h
Term : :4$!
Auction Amt. : #$!7
Issue Date : %3!
Maturity Date : %32(5#5!
Auction Date : %3!
Auction Result : "#%$83X33[6;($  2 #%%X

(;# "; Competitive Bidding ; Non-competitive Bidding 23

! g7 u 6;($" 8:$94( (:% U(:3!$ 2 #% (%: Accepted
Amt ; Yield (%) 7;#$  High, Low ; Average : :((3$!
Accepted Amt. : #76$
Yield (%) : 3";

High : 3";$4($

Low : 3";724($

Avg : 3"; @7:$
BCR : Bid Corporate Ratio 3#% '!3# '<7$6;($
%#!4#3! u (3%663$4: 8:$ # BCR %# 1
 u ;($%#  3 $4  6! 7  ; BCR  :%#  1
:%%#!3!:#(
Registered Date : %37<! :!
 !:

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ThaiBMA

#$
: Bond Information > Outstanding Value
: $;($ 7:;$#$$$! '<7$6($ 87<!
(V#$ 9#  '!! 9X5#5#2( ;::92 $
: :((3$!
Date : %37 7:;$#$$
Reason(s) : 4"7 7:;$#$$
Par (THB) : ###%:$!
Change :  7:;$
o Unit : 62%#%:7 7:;$
o THB.mln : # () 7 7:;$
Outstanding Value : #$$
o Unit: 62%#%:
o THB.mln: # ()

 !:

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ThaiBMA

#$
: Bond Information > Financial Covenant
: $;($(2$3#%$ $ '<7$6;($3#%$ $7h3
$(2$( $772(%23!;#4# : :((3$!
Financial Covenant :  g3#%$ $7$(2$
Company : 37$(2$ 2%V6$ $ @8h3
Consolidate : 37$(2$ 2%V6$ $%

 !:

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ThaiBMA

#$
: Bond Information > Embedded Option
: $;($: :(9X5#5#2(;;$g8 
43x : :((3$!
Conversion : 9X;$g8 43x (%: %379X;$g8

9#%$ %9X : :(43x7;$g8 #$!7;$g8 ;#

$$$!
Call /Put Option : X5#5!#2( (%:%379X;$g8 X

79 (Call / Put Option) 9X 62%;# 7:;$ ;#$$$!

 !:

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ThaiBMA

#$
: Bond Information > Auction and Result
: #%!(%:$;"!g3[ '<7$;($"
;$$ (Auction Schedule & Result) ;;\ (Auction Calendar) 
 ! g 3 [} 6 64 3 ;# $    4 4#  ( ; # 3 % $ 3$ (Treasury Bills) 83 X3  3 [
(Government Bonds) 83X33[%6 (State Owned Enterprise Bonds) ; 83X3#%:$g3[
(State Agency Bonds) '<7$4#!#%:$7 "3(;# X;#$ : ;($"#%
$$;#$  4   g$ 23\;($3x3hV)$
! : :((3$!
@D!EF!E (Auction Schedule & Result) 7;($#%!;#$(  2
#% U(:#%;3! 2($! '<7$"!;##%:$6;6$ 
#%$ 23#%7 2 "! '<7$63< 7(3"6
X;#$ :;23$!XV["63(;% U(:37%65("
(V 11.00  $%3!3! '<7$7;($ $ (}6643
6!:3$5 (9#%$ %7$((%:
#%$2((%:
ThaiBMA Symbol : 3x3hV)$!73!$3 V~)7 ThaiBMA 2(
Issue Name : 97!gh3$h
Term : :4$! U(:!:3! (;# 3% $3$;83X3X

iBond

;#$ : 7:4:%# 1  #%: %3 #%!::%#%: 

Auction Amt. : #$7
Issue Date : %3!
Maturity Date : %32(5#5!
Auction Date : %3!
Registered Date : %3<! :!

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ThaiBMA

#%$"(%:
Auction Result : (%: "#%$83X33[6;($ 

2 #%%X(;# "; Competitive Bidding ; Non-competitive

Bidding 23! g7 u 6;($" 8:$94( (:% U(:3!$ 2 #%
(%: Accepted Amt ; Yield(%) 7;#$  High, Low ; Average
: :((3$!
Accepted Amt. : #76$
Yield (%) : 3";

High : 3";$4($

Low : 3";724($

Avg : 3"; @7:$
BCR : Bid Coverage Ratio 3#% '!3# '<7$6;($%#

!4#3! u (3%663$4 8:$ # BCR %# 1  u

;($%#3$46!7; BCR :%# 1 :%%#
!3!:#(
 ! : Treasury Bills, State Owned Enterprise Bonds  State Agency Bonds

 ! : Government Bonds

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ThaiBMA

!KLML !E (Auction Calendar) 872%:%(%3$45(2(

!g3[( ThaiBMA (42(U(:;($" ;\ '<7$3$45
(($#:%#6!g3[%3($  g7;%$ $
 #( ;($ : ( ;5 (:3$(
 !:

iBond

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ThaiBMA

#$
: Bond Information > Bond Search
: 87!7<! :3 ThaiBMA (:#$(%;%( &%
ThaiBMA 6<$(83! (Bond Search) <! U(:(3$#%5!(
:#$ :(4V3$! (Bond Feature) 6!:3$5!(3!$7
(:4;%;:3$#(:4 U(:"38X)7(65 Download m) Excel 25
29$#(:#$(% %3!$% :(;5% : :($(3$!
!;#$  2  g (;#
1. 3x3hV) (Search by Symbol) (%:%X!"9$3x3hV)$
! #&53x3hV)(6m}$)937 Search Symbol 6;($!
3x3hV)7  6 Information > Bond Feature
2. 4V3$! (Search by Criteria) %X!5!
4V37$(: 5 4V3(:(8u3 9$3! 7U(:
"9 4V3$!7$;%(4 Submit (#$$6 6;($"
$77  83!$5 Download 7( m) Excel (  !$6 !7#
(:4;($ #3! $!7(:4;%  $7 Expiration  Expired
Bond 234V3 $7(%:
Bond Type by Issuer : !'<7$;#$ g"
Debt Instrument Type : 9($!g 9 U(:6$  Corporate Bond 9#$
Bond Type by Issuer 6<$65 3% 9#$!(
Business Sector : %(X46
Issuer Name : 97"!
Issue Date : %3! ( 9#%$ %7$)
Registered Date : %3<! :! ( 9#%$ %7$)
Maturity Date : %32(5#5! ( 9#%$ %7$)
Auction Date : %3! ( 9#%$ %7$)
Coupon Type : 9($3( !:
Issue Term : :4! ( / %3)
Embedded Option : X5#5!#2( 9# Call Option X$"5
! Put Option X$"!
TTM : :4$ $! ( / %3)
Bond Type by Characteristic :  g$!3hV$
Duration : Modified Duration ( 9#%$7$)
Coupon Payment : : %6#:( !:
Issue Size : #!7
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ThaiBMA

Distribution : 9#$$63(62#:
Secured/Unsecured Bond : 33$!
Claim Type : X392!
Expiration : !7(:4;%:3$#(:4
Local Rating : 5363(3(3%# 975 (%: TRIS ;
FITCH (Thailand) 7 5363(3(3;%  Rating 7$
International Rating : 5363(3(3%# 975(%: Moodys,
S&P, Fitch Rating ; R &I 7 5363(3(3;%  Rating 7$

 !: Bond Search Page

 !: Output Page

 !: Download Excel Output Page

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#$
: Bond Information > Issuer Information
: #%!$<! 87%(%! :"
! U(:5("997"!%(X46$"!
U(:V797"2:976 Issuer Name U(: :97"7$ 23V
 @8%(X466 Business Sector U(: %(X467$ 6;($:97"
%(X467 3!$(  h37$3!$ "38)7(: :((3$!
Issuer Name (Eng) : 97"!gh3$h
Company Rating : 3(3%# 975$"! ;#$5363(3(3%# 975

 ; 723$ ... 4x : :(7 :#%;%3%7"#

Address : 7:# / Tel : )U38) / Fax : )U / E-mail :  ) / Website : %&')
Business Sector : %(X46
Issues registered in ThaiBMA : :97!7<! :3 ThaiBMA 7{ 
3x3hV)6;($ Information > Feature
Financial Statement : $ $
Company Profile : h3
Major shareholders : :97"543

 !: Issuer Search

 !: Issuer Detail

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#$
: Bond Information > Inflation-Linked Bond
: !;($: :($83X39( 9: $ m (Inflation-Linked
Bond) %5<$%7 7:%$ (%:
Inflation-Linked Bond Knowledge
 !:

!6(%:% 7:%383X39( 9: $ m(#$u %3!$%X2%V 3%:#$

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o

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ILB Calculation Convention

(%: Convention 7 7:%$383X39( 9: $ m

U(:6;#$  Convention gh:; gh3$h

o

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ILB Articles and Presentations

(%:% 7:%383X39( 9: $ m(#$u

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 Information & Tools for Inflation-Linked Bond Investment and Trading

 !:

!6(%:: :($ 7$#$u7983X39( 9: $ m

o

CPI, Reference CPI and Index Ratio

(%: 7$3792%V

83X39( 9: $ m
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# CPI Index U(: 7

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;5(%)U(  excel m)(U(:(7

ThaiBMA

Reference CPI

# CPI 72 generate <!#4%3U(:93

Linear Interpolation 6 CPI 2 ;3 (:3$

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"95  (;7 $#(# Reference CPI U(:  (6

; 6

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o

Index Ratio

#$#%9( 9: $ m 2%V63#%%#$#

Reference CPI V %3 Settlement 3# Reference CPI V %3783X39( 9:

$ m3!u 

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 !:

U(:" 95(# Index ratio $83X39( 9: $ m;#3%U(: 7

;%(
o

;5(%)U(  excel m)(U(:(7

7#% 9#% :% )$4

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 ILB '<7$;($5<$3 $ m239#%$:4 %$ ILB 3!u 75(V)

U(:";3$4 U(:((3$#%U(:3:63";'!
: ILB 7  Real Yield (3$3! Breakeven Inflation
 !:

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2%V Breakeven Inflation 52%VU(:(#$!

"95 # Breakeven

U(: 7

;%(

Inflation

$83X39( 9: $ m;#4#

;5(%)U(  excel m)(U(:(7

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 !:

!6(%: 7:%3 Real Yield U(:;#$( 

o

Indicative Real Yield Quoted by Primary Dealer : 6;($# Quote ILB 6 Primary Dealer

;#%3
o

Real Yield Estimation by The Bank of Thailand :

6;($ # Real Yield 6

X;#$ :
o

Real Yield in Foreign market : ;($# Real Yield $ 7u(%: 3[ 

3$h x74 ;y37$ 

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 Useful links
 !:

 Useful links 6;($$83X39( 9: $ m$ 7u (;#  3[  3$h
x74 y37$   ;4

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US Treasury Inflation-Protected Securities (TIPS)

U.K. Inflation-linked Gilts (ILG)

Japan Inflation-linked Bond (JGBi)
France CPI ex-tobacco (OATi)
Italy Treasury bond indexed to Eurozone inflation (BTPEi)
Turkey CPI indexed Government Bond

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#$
: Bond Information > Bond Update > XI Schedule
: $`(4( : $4%3`(4( : 87%%:97"X
( 3 ( ! : ; $   U(:$(3 $ #  %6;($  %3  ` ( 4 (  :  : (  5(   
:3$( 1 ( ;#%$( 1 ( ;#$ g 2 2(3(3$! 83X3
3[ (Government Bond) 83X33[%6 (State Owned Enterprise Bond) 83X3#%:$g3[
(State Agency Bond) 4::% (Long-term Corporate Bond) !:3! (Commercial Paper)
;!#$  (Foreign Bond) U(:;# g 6;($ :$2(3%3`(4(
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ThaiBMA Symbol : 3x3hV)$!73!$3 V~)7 ThaiBMA 2(
XI Date : %3`(4( : 876#:( !:$%(}6643
XA Date : %3`(4( : 876#: $$%(}6643
Payment Period : : %2%V( !:$6#:( !:$%(}6643
Coupon Rate (%) : 3( !:76#:
Registrar : : :

 !:

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#$
: Bond Information > Bond Update > Redemption Schedule
 : $5# 5 !   $7 ; ($:97  ! 7  
5#5 (}6643 5(:3$( 1 ( ;#%$( 1 ( ;#$ g
2 2(3(3$! 3% $3$ (Treasury Bill) 83X33[ (Government Bond) 83X33[%6
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 g     6;($  :$2  (3  %3  5# 5  <!    ( % :%3  5# 5 7   7 4 ( $ (  3!  u
: :($(3$!
ThaiBMA Symbol : 3x3hV)$!73!$3 V~)7 ThaiBMA 2(
Type :  g$
XA Date : %3`(4( : 876#: $$$%(765<$
Effective : %375#5 V75#5#%32( (<!(:

V (;# 9X Call Option  Put Option '!!($ ::92

 $ ;$g8 43x 
Maturity Date : %32(5#5
Redeemed Amount : #5#5 ()
Registrar : : :
Reason : 4"$5#5 (;# (:4 (Expired) 9X Call Option 
Put Option '!!($ ::92 $ (Amortized) ;$g8
43x 
 !:

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#$
: Bond Information > Bond Update > Financial Covenant
: #%! $43#%$ $7"4$(2$7
2(%#%$234;#4# '<7$2"9$5%6!7"(2((U(:$#: U(:
3$ #3#%$ $9#$ Actual ;($;($%#h3#5t32(( '<7$"7
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7 #%3# : :($(3$!
ThaiBMA Symbol : 3x3hV)$!73!$3 V~)7 ThaiBMA 2(
Financial Covenant : #%! 973#%$ $7"$(2$ U(:: :(

%#    $(2  $3  # % $ $  (3 $ #  %   :%#  %#    #  3  #  7 2  (%  

Requirement
Company Requirement : #3#%$ $7$(2$ 2%V6$ $ @8h3
Company Actual : #3#%$ $7h3\3(6$ U(:2%V6$ $ @8
h3$%(#4(
Consolidate Requirement : #3#%$ $7$(2$ 2%V6$ $%h3
Consolidate Actual : #3#%$ $7h3\3(6$ U(:2%V6$ $%$%(#4(
As of : %32%V#3#%$ $$%(#4(
Observation Period : 9#%$ %7$38 (#3#%$ $7$(2$ 9# Quarterly, Semiannually  Annually
 !:

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#$
: Bond Information > Bond Update > Coupon Reset Schedule
: Coupon Reset Schedule $4:97! g3( !:
:3%72(3( !:766#:$%(53( (Reset Coupon) U(:;($ : ( U(:37%
 Reset Coupon 62(#%3 7$%(( !::#$: 2 %3 ! g7$3 THBFIX
;2(#%$:#$: 3 %32#%3 7$%(( !:23!7$33( !: $
y; $
ThaiBMA Symbol : 3x3hV)$!73!$3 V~)7 ThaiBMA 2(
Reset Date : %32(3( !:$%(53( $! g6#:( !:;:3%
Coupon effective date : %37 72%V( !:3#72(

 !:

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#$
: Bond Information > FRN Rate Search > FRN
: ;($! g6#:( !::3% (Floating Rate Note: FRN) 7<!
 :3 ThaiBMA U(: :$2(33%3h3%;$3x3hV)$!;#4# : :((3$!
Reference  3( !:$$ :$$333( !:$X3!$( !: $;

( !: $y 3!$! 64#%#$ (margin  spread) 63( !:$$%:#$93( 6

7$6 3$4(V)%#3( !:633%$<! 6<$ (% 7:$23"
$4%X<7$
Min Rate (%) Max Rate (%) ;($";724(;$4(7"$46(3
Payment Frequency  %576#:92"; (;#
o Annually
4
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4
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4 1 (
Curr. Rate (%)  Current Rate :5<$ 3( !: (# Reference) 752(<!% %3 Reset

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 2  3 %32# coupon date $%(53( 3%:#$(3$!
3%:#$ : BECL135A
- # Reference  From date 17-Mar-10 To Date 17-Mar-13 Avg of MidRange-6M quoted
by (BBL, KTB, SCB, KBANK) + 1.330000
- # Current Rate  3.81125 (6 2.48125 + 1.330000 U(: 2.48125 6 3
( !: $y62 6 ( @7:$ BBL, KTB, SCB ; KBANK  2 %32#
Payment Date (19/03/2012)  17/03/2012 ; 1.330000 6 #%#$752(<!
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R% :5<$ 3( !:7;6$ V %}6643 (6 I(%) + QM(%) : :3# Max

; Min U(:$# # Max ;#:%## Min

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 !:

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#$
: Bond Information > FRN Rate Search > Bank Rate
: ;($3( !:7 ( !: $y; $ 97$X8V9:) 7
(!9$$23!76#:( !:;:3% (%:3( !: (3$!
1. 3( !: $y38:)
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 !:

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#$
: Bond Information > FRN Rate Search > Bloomberg Thailand Interbank
Forward Offer Rate: TFIX

: Bloomberg Thailand Interbank Forward Offer Rate  TFIX '<7$ 3
( !:$$23!76#:( !::3%7U(: Bloomberg '<7$638 (4%32
%V 11.00 . '<7$7;($  TFIX Spot 6-mth "95:3$(5<$ 2006
83!$ Download m) Excel 529$#(U(:$#:

 !

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#$
: Bond Information > FRN Rate Search > Bangkok Interbank Offered Rate:
BIBOR

: Bangkok Interbank Offered Rate  BIBOR '<7$ 3( !:$$23
!76#:( !::3%783;U(:X;#$ : '<7$638 (4%32
%V 11.00 . 7;($  BIBOR 6-mth "95:3$(5<$ 2007
83!$ Download m) Excel 529$#(U(:$#:
 !

iBond

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Yield Curve
#$
: Yield Curve > Government Bond Yield Curve > Yield Curve
https://www.ibond.thaibma.or.th/main/govbond.html

 !:

3"; (Yield Curve)  ;($%383X)%#$3"; (Yield)

3:4$ $! (Time to Maturity) U(:4u64( Yield Curve 6;($3";:47
$! '<7$ 3";7%23x:7$(<7$u  3";83X3
3[ (Government Bond Yield Curve) U(:$ Government Bond Yield Curve 62 83X3
3[9#%$:4#$u 7:#(9$ U(: Yield Curve !665 :%# Risk-Free Yield
Curve  3";76% 7:$ 7$6$483X33[5%##% 7:$
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$( ( 83$46(3$; $62%:#$;# V %74% '<7$

$ 3%:#$$ 3";83X33[7$U(: ThaiBMA V %37 1  2555
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3[62% 47 4# 6"!3 (Primary Dealer) (3$;($(#$
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'<7$3";9#%$: %7#$383X34#<7$u3!69%X Linear Interpolation

87#3;9#%$ %7$ :3%:#$ 9# 23%37 1  2555 3";
83X33[7:4$  2 8(#:#( #3";23:4$  2 6
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VU(:9%X Linear Interpolation #3";7 63";$

83X34# LB13OA ; LB143A 
!V# W D Yield Curve
1. 23";9#%$:4#$u $4#!7 6
2. 9 3( !:$$;59 3([232%V!
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Y
E Yield Curve
1. 

DF Yield Curve U(: 7:; X $m  Modified Duration '<7$23
3$4$: 629% );% 7:$$(3( !: (Interest Rate Risk
Management)
 !:

2. 

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 !:

'<7$3%:#$(#$ 6;($5<$(<$ Yield Curve %37 1 4g83X) 2555 ;%37 1

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 !:

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3. 

D!M
E A (Time-series data) 233";9#%$
:4#$u '<7$3%:#$(#$6;($5<$(<$4 %$3"; 1  2  3  5 
; 10  3!$;#%37 1 4g83X) 2555 5<$%37 1  2555

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4. 

D
E@@]D]D@F@M
Y#]DA@]DX '<7$2%V6
2 3";7$9#%$:43 :3%:#$ 9# 23 Term 5-1 (62 3
";83X33[ 5 (%:3";83X33[ 1 
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#$
: Yield Curve > Government Bond Yield Curve > Zero Coupon
 !:

3";;% 7:$$!;#6#:$ (Zero Coupon Yield Curve)

 ;($%383X)%#$3"; (Yield) 3:4$  (Time to Maturity) $83X3
3[7#6#:$ :#$& !7U(:3[;#6#:$3! 8:$3% $3$ #3! '<7$
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62 $9 $V) 873$ )83X33[7#6#:$<! U(:: :($ 
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3 &1$#(. 3  143-155.


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1 
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!V# W D Zero Coupon Yield Curve

U(:37% %X%3(3";$$4!  93((# (:%
(Single Discount)  #3"; 7562(:4 (Yield to Maturity: YTM) '<7$:5<$
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3!$[%#$2; $66#:$$4 872( YTM 7 #3 [
(3$#% $% 7:$62";$4# (Reinvestment Risk)
(3$3! 3$4$% )$4(u 7; $7(36$4 8:$;#!4(
:$4 3$4%93";6 Zero Coupon Yield Curve $$

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#$
: Yield Curve > Alternative Zero Coupon Yield Curve
 !:

3";;% 7:$$!;#6#:$U(:9%X Nelson-Siegel

; Smoothing Cubic Spline $ (Alternative Zero Coupon Yield Curve)  ;($%383X)
%#$3"; (Yield) 3:4$  (Time to Maturity) $83X33[7#6#:$
9# (:%3 Zero Coupon Yield Curve 8:$;#9%X7;#$3 ;(m7 smooth %# 7$6
#(9%X Linear Interpolation  9764(464( '<7$m3!6$"#464( 3!$ Alternative Zero
Coupon Yield Curve 3!#(283X33[3%7:4:%74('<7$(;# LB616A %:#m 2
:m3hV;#$6 Zero Coupon Yield Curve #$

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 !:

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#$
: Yield Curve > Par Bond Yield Curve
 !:

%383X)$ Par Bond Yield Curve 6 %383X)%#$ Coupon Rate 3 TTM

'<7$;#$6 Government Bond Yield Curve '<7$;($%383X)%#$ Yield 3 TTM 3!$!64($)$
Par Bond Yield Curve  3$46(3 Coupon $6#: Coupon 23"! #6<$6(
7 Par 3!$!3";;#9#%$7923 Discount 3";;% 7:$ 
Zero coupon 3! $ 63!2#7(6!;#3% (LB and T-bill)  plot %383X)

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Y a] Coupon Rate b Par Bond Yield Curve

86V83X33[3%<7$73hV Cash Flow (3$!

C+100
PB

Par Price
Discount all CF to PV by interpolate zero coupon yield

C = Ypb = ]E!DMM$ Yb

 D  c@@ dM] Par (
@L Par = 100)
Yi = Yield M$
e Zero Coupon Yield Curve

Par Price

Ypb + Ypb

1 + y1 (1 + y2) 2

Ypb
(1 + y3)3

Ypb+100
(1 + y4) 4

%# y1 = 4%, y2 = 4.5%, y3 = 5%, y4 = 5.5%

7;# Par ; Spot Rate 6 Zero coupon yield curve 6;# Ypb 76$;

100 =

iBond

Ypb
(1 + 0.04)

Ypb
(1 + 0.045)

Ypb
(1 + 0.05)

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Ypb + 100
(1 + 0.055) 4

ThaiBMA

#$
: Yield Curve > Implied 6 month forward
 !:

@dfWLW (Forward Rate)

6%$ht Pure Expectation 7:%3$ $4!#$u $3
$49#%$: %<7$u 6$";7#;#$33! 3$45264(!% );
2%V# Forward Rate (
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$86V$4$$ !
1. $4!:4 2 
2. $4!:4 1  72( 1 ;% &2$4#! :4 1 
U(:5  !7 86 V:# !7 # 6# : $ (Zero Coupon Bond)
3$4655<$62% $7;# 53$4 76$4!:4 2 
;#53$4 76$4!:4 1 # ;% 7: %"# 1 8( #:$4#
 !:4 1  872(: % 2 7(3!$% % 6$;% 3$46#
55<$62% $7;#( 83( !: 7$7#;# ;#%# ht
Pure Expectation %# $43!$ 2 %X!(";7 #3 252%V3( !: Forward
Rate U(:3!$2%V";$3!$$$ (3$!
 MDM$ 1 $4!:4 2  Spot Rate $:4 2  0rf2= 5.2568%
62% $ 7 2 

100 (1+0rf2)2

= 110.7899

 MDM$ 2 $4!:4 1  Spot Rate $:4 1  rs1 0rf1= 5.00% 7 1  $4
# 1  (%:3 Forward Rate 1   1 $ # #3 1rf2
62% $ 7 2 

100(1+0rf1)(1+ 1rf2)

= 105 (1+ 1rf2)

3!$ 2 ;%$ 3$4%86 #3

110.7899

105 (1+ 1rf2)

::$ # 1rf2 6( #3 5.5142%

63%:#$2%V# Forward Rate 63( !:}6643 (Spot Rate) 6 &%# ht
Pure Expectation %#3( !:76 (<!6$6 #3# Forward Rate 72%V(
}6643 %#% 6$ 3( !:7 (<!6$36# #3# Forward Rate 37:%
%#ht Pure Expectation #5$ 100% :#$& 5<$;%# # Forward Rate 6#9##7#$3
( !:76 (<!6$ ;#3$43769# Forward Rate 3(6$4(3
<7$

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#$
: Yield Curve > Corporate Bond Yield Curve
 !:


Corporate Bond Yield Curve  3";$83X3g 97;($%383X)
%#$3"; (Yield) 3:4$ $! (Time to Maturity) U(:4u64( Yield Curve
6;($3";:47 $! U(: Corporate Bond Yield Curve 6 3
";;#$ Rating 3!$;# AAA 5<$ BBB
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M$  D
E LcY a
$ Corporate Bond Yield Curve 96 Government Bond Yield Curve ;#%3
3 Corporate Spread U(:623!$$%3:4$ ;#9#%$ (1 (5<$ 50 ) ;
;#$;# Rating
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Curve 9#$ As of Date
 excel file (

;%(

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!V# W
59 Corporate Bond Yield Curve V#3";$4 9;#
9#%$:4$ $ ;#3(3 Rating

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#$
: Yield Curve > Corporate Spread > Spread
 !:

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$;($# @7:$ Spread $4 9 # @7: Nominal Spread $4;#
9#%$93! (Category) $ rating (AAA, AA, A, BBB) ;;#$  subgroup :4$  Duration (;#
72%# 3 , 3-5  ; 5 <!
M$  D
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4 972# Average Spread 6$ 47 Rating 3!$;# BBB- <! 47
6#:$$7, # option ;y$  Senior ; Unsecured bond : :(%#4722%V5(
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%377$;%(

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simple average %#$4 Rating '<7$%  modifier (+/-) %(%: 9# 4# AA 6%4 97
rating AA+, AA, ; AA- 6 # @7: Nominal Spread ;% $ Average Spread :3$7 u
(;# Standard Deviation 87%3(6:$ Spread $4 7:#4# (:%3; Average Maturity '<7$
2%V# @7:$:4$  U(:5#%$!23(%: Outstanding Value 5 (%3 U(:#%377
$9#$ As of ;%(

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!V# W
59  Spread $$232 ;'!:4 9 23X
8V9:)9$$3( !::$h3(x#

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#$
: Yield Curve > Corporate Spread > Credit Spread Curve
 !:

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Spread 7% 7:$( ($4 9;: Rating 3!$;# AAA 5<$ BBB ;($:#
;$ Graph ;$ %3!$52%V Spread Interpolation (%:
M$  D
EY a
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6<$3( 47'!:%# 10 X4 6 (:3$  %# 4 3!$ 1 (:3$  :#
4#X467 53 $  X
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SSij = ai 0 + ai1 ln(1 + TTM ij ) + ai 2 Plusij + ai 3 Minusij + ij , i = AAA, AA, A, ; BBB

U(:7

SSij

TTM ij
Plusij

Minusij

 Spread $43%7 j $ Rating i

 :4$ $43%7 j $ Rating i
 3%;(37'7$< #  1 5Rating $4 j 64  + ;  0 5
64  #64
 3%;(37'<7$#  1 5Rating $4 j 64  - ;  0 5
64  + #64

(3$3!6;62$3!$(3$#%6<$23V#5(5: 9$  (Linear

Regression) ;23$$:74( (Ordinary Least Square: OLS) 3!$! 4 62% Rating (AAA,
AA, A, BBB) U(:$ Rating AAA #3%; Plus ; Minus 7$6 Rating !#64 #%
$ Rating BBB #3%; Minus 7$6$4 9 Rating BBB- # 8:$8
7V# Regression ;% 6(#3X$;# 63!6<$;# TTM
#3 1 , 2 , 3 , 5 , 7  ; 10  87(# Spread $
- Lcb#

"95 :(;  Curve :%3 87(g8%$ Spread (U(: %377

$9#$ As of date ;%(

iBond

$(%)U(  excel file (

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5$2%V Spread 7 Interpolate 6 Curve 5  Rating 7$ #
:4$ 9#$ TTM (:#%#$ 0-10 ) ;(

"38X)6;#$  Credit Spread, Liquidity

Spread ; Total Spread U(:#%:  basis points

!V# W
Credit Spread 59$$233!$$$7 87$(;( 
3!$:3$59$$  ;'!:7#(g8#$3 ;6!:3$
U:9)239$$2%V4: (cost of borrowing) 3( !:23:
23X8V9:)(%: Credit Spread Curve 7(3!#$$$ Spread 7% :(:7$<! 3!$
($:4$  ( Rating 75;: Rating 764 %5<$55<$ Spread #%7
5<$% 7:$ @8( (((%:

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#$
: Yield Curve > Corporate Spread > Liquidity Spread Curve
 !:

iBond

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Spread 7% 7:$(g8#$$4 9;: Rating 3!$;# AAA 5<$ BBB
;($:#;$ Graph ;$ %3!$52%V Spread Interpolation (%:
M$  D
EY a
- M$ D
E eYD
729 3hV3(%$ (Cross-Sectional Data) '<7$  : :
:3%$4 9 V %3(%3<7$ U(:63( &4 u %37 15 ;! ( 7$6 %37 dealer 63(#$
 '!$4 9 U(:$ 476#:( !:$7 #X;;y$  Rating 3!$;# BBB <!
 ; 87(475<$% 7:$6g8#$ 6<$3( 47'!::%# 10 X4 6
(:3$;'!::%# 4 X4 1 (:3$ ; #(:#4#53 $  X
;62$
SSij = ai 0 + ai1 ln(1 + TTM ij ) , i = AAA, AA, A, ; BBB

U(:7

SSij

TTM ij

 Spread $43%7 j $ Rating i

 :4$ $43%7 j $ Rating i

(3$3!6;62$3!$(3$#%6<$23V#5(5: 9$  (Linear

Regression) ;23$$:74( (Ordinary Least Square: OLS) 3!$! 4 62% Rating (AAA,
AA, A, BBB)
7V# Regression ;% 6(#3X$;# 63!6<$;# TTM
#3 1 , 2 , 3 , 5 , 7  ; 10  87(# Spread $
- Lcb#

"95 :(;  Curve :%3 87(g8%$ Spread (U(: %377

$9#$ As of date ;%(

$(%)U(  excel file (

5$2%V Spread 7 Interpolate 6 Curve 5  Rating 7$ #
:4$ 9#$ TTM (:#%#$ 0-10 ) ;(

"38X)6;#$  Credit Spread, Liquidity

Spread ; Total Spread U(:#%:  basis points

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!V# W
Liquidity Spread 59$$233!$$$7 87$(;(
3!$:3$59$$  3 Credit spread 87 Total spread 7;6$
<!U(:2<$5<$"$% 7:$6g8#$( %: ;6!:3$U:9)239$$
2%V4: (cost of borrowing) 3( !:23:23X8V9:)(%:
Credit Spread Curve 7(3!6#$$$ Spread 7% :(:7$<! 3!$($:4$  (
Rating 765;:;# Rating

iBond

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#$
: Yield Curve > Corporate Spread > Credit & Liquidity Spread Comparison
 !:

9 : : Credit spread ; Total spread ;# rating 875<$% 7:$6
g8#$;#: rating 3!u U(:5(;#%3 (U(: %377$9#$ As of
date  rating 7$ ;%(
iBond

$(%)U(  excel file (

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#$
: Yield Curve > US Treasury
 !:

:
;($%383X)%#$3"; (Yield) ;:4$  (TTM) $!7U(:
%$3$ 3[  (US Treasury)
M$  D
E Y a: 26 Website %$3$ 3[ 
(http://www.ustreas.gov/offices/domestic-finance/debt-management/interest-rate/yield.shtml) U(:7%X
2%V3! 5((6 http://www.ustreas.gov/offices/domestic-finance/debt-management/interestrate/yieldmethod.html
!V# W:
9 87(% 7%3";$ US Treasury ;#%3

iBond

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#$
: Yield Curve > SOE Spread Matrix
 !:


SOE Spread Matrix $;($#%9( 9:% 7:$$3[%67 "83X3
3[%6 '<7$#%9( 9:% 7:$!65% 87<!63";83X33[ 87% 7:$
(#$u $83X33[%6 U(:$;#$ Spread :4$  :"
M$ D
EY a
#%9( 9:% 7:$$$!(6 Quote $ Primary Dealers '<7$6 Quote 43()
(4%37 7, 15, 22 ;%324(:$ () Primary Dealers 6 Quote  : Issuer U(:;#
Issuer 6;#$ Tenor   3 (, 1 , 3 , 5  ; 7  63!6<$2# @7: Spread U(:7 Spread
7#:#%#$ # @7: +/- SD 653(!$ ;2# @7:3!$
"95 :( Spread Matrix :3$ :%3 U(: %3Quote 7$9#$ 
$ $(%)U(:%33$6 %37$;% (
6!"95 :
(%)U( SOE Spread Matrix :3$:( U(:47$9#$ $;% (
!V# W
$! 5 ; 87    ;# $   $ $ # % 9( 9:% 7 : $$83 X3 3 [%   6 87 
U:9)232 ;'!: %5<$2X4 Bilateral Repurchase Agreement
%#$X;#$ : ; Primary Dealers
iBond

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#$
: Calculation
http://www.ibond.thaibma.or.th/calculation/result_cal.aspx

 !:

 Calculation 92%V3";$! '<7$(%: 2 #%

1.
]
Y!h
E $ Y!b#
Y a
Symbol:

3x3hV)$!7$2%V

Settlement Date:

%3#$;92$!

Trade/Ref. Time:

%3; %7$'!:!

Yield (%):

3";;(%57$6#:$# #%: :

Call/Put Date:

%379X;y$7"5#5#2(5#5 "5:"(#
2(5#5 (Call/Put) 9232%V!7X;;y$;(%#6
9X #3!

No. Unit:

62%#%:$!7$2%V

Price (%):

#%: : :33%

@A
- 5$"38X)62%V7 : :33% #9#$ Yield (%) ; %
9#$ Price (%) %#$%
iBond

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- 5$"38X)62%V7 3"; Yield (%) #9#$ Price (%) ; %9#$

Yield (%) %#$%
2.
] 
DF cW
Ys (%):

3";;( 2 3!$ (Bond Equivalent Yield) #%: :

DM (%):

#%!2$3"; (Discount Margin) U(:#%: : 6;($"23

!76#:$;:3% #3!

Gross Price (%):

%( !:$3 #%: : :3#3%

Clean Price (%):

#%( !:$3 #%: : :3#3%

AI (%):

( !:$3 #%: : :3#3%

Gross Value (THB):

%( !:$3 #%: 

Clean Value (THB):

#%( !:$3 #%: 

AI Value (THB):

( !:$3 #%: 

DSC:

62%%3%#$%3#$5<$%36#:$$%(53(

DCS:

62%%3%#$%36#:$$%(7"#5<$%36#:#$

I (%):

3( !:$$ V %3; %72'!: (23!76#:$;

:3% #3!)

PVBP:

3 7:;$#!# 7:;$$3"; 0.01%

(1 basis point)

Macaulay Duration (Yr): # Macaulay Duration

Modified Duration:

# Modified Duration

Convexity:

# Convexity

Coupon Rate/K (%):

36#:$}6643 $%(53( (23!76#:( !:;:3%)

Coupon Type:

 g$$76#:

Current Par (THB):

3%}6643 #%: 

XI Period:

: %%#$`(4( :;%36#:$ #%: %3

Frequency of Payment: %576#:$#

TTM (Yr):
iBond

:4$  #%: 

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Call/Put Date:

%375#5#2(5#5"5:"(#2(5#5
6;($"232%V!7X;;y$;(%#69X #3!

M$ D
EY a
 7 92%V 3 ";$!  %3  %32(
5#5 62% $ 3;%57$6#:$ %5<$3( !:$$ (232%V
! g6#:$;:3%) 26[$ ThaiBMA
2%V#$! Calculation 93((; $76(3
($) $!(%:3";7"9$2%V U(:[ (Convention) (#
$76(323!7#::6#: $;#$%( ; 30/360 : %$%(7
$ ;# &$%( (Odd) 6(;%36$/365 ;: %79(($;#$%( ;%3
6$/365
23!7::6#: $ (Amortizing Bond) [(#$7
6(3 ;#$%( ;%36 $/365 ;: %7 9  (( $;# $%(& ;%3
6$/365 (%: 9#3

!V# W
"  9  52  %V #    3  ";$! ; # 4#  7  <!    :3 
ThaiBMA U(: 8:$3x3hV) (Symbol) 3";# (Yield/Price) %3#$;92
$! (Settlement Date) #%7u7 7:%$;62 92%V65(<$6[
$ ThaiBMA U(:7"9#62 $ 

iBond

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#$
: Calculation > ILB Calculation
 !:

 ILB Calculation 92%V3";$83X39( 9: $ m '<7$(%: 2

#%
1.
]
Y!h
E $ Y!b#
Y a
Symbol:

3x3hV)$83X39( 9: $ m 7$2%V

Settlement Date:

%3#$;92$83X39( 9: $ m

Trade/Ref. Time:

%3; %7$'!:83X39( 9: $ m

Real Yield (%):

3";;(%57$6#:$# #%: : U(:

#("$3 $ m

No. Unit:

62%#%:$83X39( 9: $ m 7$2%V

Unadjusted Price (%): #%: : :33% U(: 7:3$#(3#%9( 9: $ m

@A
- 5$"38X)62%V7 : :33% #9#$ Real Yield (%)
; %9#$ Unadjusted Price (%) %#$%
- 5$"38X)62%V7 3"; Real Yield (%) #9#$ Unadjusted
Price (%) ; %9#$ Real Yield (%) %#$%

iBond

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2.
] 
DF cW
Index Ratio :

#793 $;( !: 879( 9:33 $ m

Settlement Amount (THB): #%72#$;92U(:3(%:3 $ m;%

Unadjusted Gross Price (%): %( !:$3#73(%:3 $ m #%: : :3#
3%
Unadjusted Clean Price (%): #%( !:$3#73(%:3 $ m #%: : :3#
3%
Unadjusted AI (%):

( !:$3#73(%:3 $ m #%: : :3#3%

3%

DSC:

62%%3%#$%3#$5<$%36#:$$%(53(

DCS:

62%%3%#$%36#:$$%(7"#5<$%36#:#$

PVBP:

3 7:;$#!# 7:;$$3"; 0.01%

(1 basis point)

Macaulay Duration (Yr): # Macaulay Duration

Modified Duration:

# Modified Duration

Convexity:

# Convexity

Real Coupon Rate/K (%): 36#:$}6643 $%(53( (23!76#:( !:;:3%)

Coupon Type:

 g$$76#:

Unadjusted Par (THB):

3%}6643#763(%:3 $ m #%: 

XI Period:

: %%#$`(4( :;%36#:$ #%: %3

Frequency of Payment: %576#:$#

TTM (Yr):

iBond

:4$  #%: 

77/136

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M$ D
EY a
 7 92%V 3 ";$!  %3  %32(
5#5 62% $ 3;%57$6#:$ %5<$3( !:$$ (232%V
! g6#:$;:3%) 626[$ ThaiBMA
2%V#$! ILB Calculation 93((; $76(3
 ($) $!(%:3";7"9$2%V U(:[ (Convention) (
#  $76 ( 3 23!7#::6# :  $  ;# $%( ; 30/360
: %$%(7$ ;# &$%( (Odd) 6(;%36$/365 ;: %79(($;#$%(
;%36$/365
23!7::6#: $ (Amortizing Bond) [(#$7
6(3;#$%( ;%36 $/365 ;: %79 (($;#$%(& ; %3
6$/365 (%: 9#3

!V# W
"  9  52  %V #    3  ";$! ; # 4#  7  <!    :3 
ThaiBMA U(: 8:$3x3hV) (Symbol) 3";# (Yield/Price) %3#$;92
$! (Settlement Date) #%7u7 7:%$;62 92%V65(<$6[
$ ThaiBMA U(:7"9#62 $ 

iBond

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#$
: Bond Price > End of day trading > Daily Trading Movement
 !:

 M$  D
E Y a :
ThaiBMA Daily Report :$4'!:62%3 U(:;#$  4 #%3

] M$ 1 : Trading Value ((':) ;($4:(% (Gross Value) $X4'!:3!$( ;
:(%X4'!:;: g Outright, Financing ; Other

] M$ 2 : ThaiBMA Government Bond Index ;($ Index ;: Clean Price, Gross Price ;
Total Return (: :(;2%V5((6  Indices)

] M$ 3 : ;($: :($X4'!:62%34;: Symbol U(:;($2(3 g$
'!: ;#$ 
(3.1) Cash Trading Transactions X4'!:; Outright 7;($$;# Symbol
(%:
Issue Symbol: 97$ Symbol
TTM: :4$  ()
Coupon: $ (%)
Bid Yield (%) :  Quote  Bid @8$ Government Bond U(:(%:
o Best Bid (%):  Bid Yield 77274(6 Quote $ Primary Dealer
o Average (%): # @7: Bid Yield 6 Quote $ Primary Dealer
o Best Bid Price: 72%V(6 Best Bid Yield (Settlement date = t+2)
Best Offer Yield (%) :  Offer Yield 7$74(6 Quote $ Primary Dealer
Last : `($;# Symbol 62%3 '<7$(%:
iBond

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Executed Yield (%): Yield 6:'!:#4(79 `(

DM: Discount Margin 23 Floating Rate Bonds
YTP/ YTC: Yield to Put ; Yield to Call 23 Puttable ; Callable Bonds
Price (%): Clean Price 72%V6 Last Executed Yield  Settlement Date 7'!:6$
Gross Value (THB): #'!: = Gross Price * Volume
Flag: SL 23:7  Small Lot (:%# 10  23 Government
Bonds ; :%# 5 23 Corporate Bonds)
NL (Not in Line) 23786V;%%##6#9#3";7%6
g%(9#%$3! ;6# 7623!9 Mark to Market
Weighted Average
o Yield (%): # @7:$ Executed Yields $:'!:4:$;# Symbol
o Price (%):  @7: (Average Clean Price) $:'!:4:$;# Symbol
o Total Gross Value (THB): #%$:'!:4:
o
o
o
o
o
o

(3.2) Financing Transactions X4'!:; Financing 6;($;: g$

Bond ;;($62%%3 (Terms) # @7:$3( !: (Weighted Average Rate (%)) ;#
%$X4;:62%%3 (Total Gross Value)
(3.3) Other Transactions X4'!:;7u 7#9#; Outright  Financing U(:6
;($;: g$ Bond ;;($62%%3 (Terms) # @7:$3( !: (Weighted
Average Rate (%)) ;#%$X4

] M$ 4 : 23 Download m) ThaiBMA Daily Report ; CSV

!V# W:
ThaiBMA Daily Report 9 $$ 872 Mark to Market

iBond

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#$
: Bond Price > End of day trading > Daily Trading Movement (FX)
 !:

V7"9$$4$X4'!:$!4 $#$  "9$

5 (#% Daily Trading Movement (FX) U(:5 %377$9#$ Enter Date
 (%)U(; excel U(:(7
#%$$;($4:(%$X4'!:%377"9$2( ;: g
Outright, Financing ; Other $#%#$6 87: :($X4 g#$u7'!:%3
3!u ;#$  Cash Trading Transactions, Financial Transactions ; Other Transactions
!V# W:
4X4'!:$!4 $#$  59 $$ ;9
% )g%;%U$(!(

iBond

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#$
: Bond Price > End of day trading > Spread & Duration
 !:

 M$ D
E Y a:
Spread & Duration ;($# Spread ; Duration $;# Symbol 7X4'!:;#%3
U(:;($(%:
ThaiBMA Bond : 97 Symbol ;: g$ Bond
Rating TRIS/ FITCH : ( !$
TTM : :4$  ()
Last Executed Yield (%) : Yield 6:'!:#4(79 `(
Average Executed Yield (%) : # @7:$ Executed Yields $:'!:4:;# Symbol
Spread (bp) : # Nominal Spread $ SOE ; Corporate Bonds 2%V6 Duration base
Mod Duration : # Modified Duration 2%V6 Last Executed Yield and Price 2%V(3$!
Modified Duration =

iBond

Macaulay Duration ,U(:7 YTM = 3"; 7562(:4

YTM
(1 +
)
H
H = 62%$%(6#:$#

82/136

ThaiBMA

 Mac Duration : # Macaulay Duration 2%V6 Last Executed Yield U(:92%V(3$!
N

Macaulay Duration = (
n =1

PVn
).t n
P

,U(:7

PVn = #}6643$; $( V $%(7 n

t n = : %36}664365<$$%(7 n

P = $!

Convexity : # Convexity 2%V6 Last Executed Yield U(:92%V(3$!

Convexity =

1 1
1
CFt


(t 2 + t )
2
H
P (1 + YTM ) 2 t =1 (1 + YTM )t

U(:7
P

= $!

CFt

= ; $( (Cash Flow) V % t

YTM

= 3"; 7562(:4

= 62%$%(6#:$#

3!$! #%!5 Download m); CSV (74%

!V# W:
 Spread & Duration 59  ThaiBMA Daily Report ;9#%:
% 7:$ U(:#$ : %2%V

iBond

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#$
: Bond Price > End of day trading > Trading Movement
 !:

"9$5 ( 7:;$$ Yield 9#%$: %72(83(3!$#  5 4#

U(:52((%#$ Yield 6 Trading, Quotation   Spread (Nominal) ;5
;$ Output (3!$;($ Graph  Download Excel

iBond

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#$
: Bond Price > End of day trading > Trading Summary
 !:

V7"9$$4$X4'!: "9$5 (#% Trading

Summary U(:52(9#%$ %7$ ( : (
#%$$;($4:(%$X4'!:9#%$ %7"9$2( ;: g
Outright, Financing ; Other $#%#$6 87;#$ g$ Bond  Government,
Corporate ; Foreign Bonds
!V# W:
4X4'!:59 $$ ;9% )g%;%U
$(!(

iBond

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#$
: Bond Price > Intraday Trading
 !:

:
;($:'!:%#$%3 7;($(;# Symbol (!72'!:), Yield (3
";7'!:) ; Report Time %7:$'!::3$ ThaiBMA
Horizontal Display ;($:'!:$;;%
Vertical Display ;($:'! :$;;%($7
M$  D
E/ Y a: 26:'!:7 Dealer :$:3$ ThaiBMA U(:63(;($  2
;  Non-Corporate Bond 6;($g: 15 3$(3:$
Corporate Bond 6;($ 2   12:00 . ; 16:00 .
!V# W:
87(g%'!:!%#$%3%5<$ 7 %$ Yield 7'!:
iBond

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#$
: Bond Price > Quotation > Treasury Bill Quoted Yields
 !:

:
;($3"; '! (Bid) : (Offer) @7:$! g3% $3$
(Treasury Bills) U(:;#$ 4#9#%$:4 (;# 1 (, 3 (, 6 ( ; 1 
M$  D
E/ Y a:
26# @7: Bid/ Offer 7 Dealer 7(3;#$3!$6X;#$ : Quote
:3$ ThaiBMA 4!%3 (16:00 .)
!V# W:
87(g%3"; '! :$!:3!:4$ #  1
 ;9 $$232(! U(:529$$2('!
: (#:4X$! 234#$4 3 8)$47u (

iBond

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#$
: Bond Price > Quotation > Government Bonds Quoted Yields
 !:

:
;($3"; '! @7: (Average Bid) $83X33[ g Loan Bond (LB)
U(:;($ : 7;($(;# Bond (!), Coupon (3";3%), Maturity
(%32(:4), TTM - Time to Maturity (:4$ ), Quoted Date (%372 '!) ; Quoted
Yield (Average Bid)
M$  D
E/ Y a:
26# @7: Bid 7 Dealer 7(3;#$3!$6X;#$ : Quote :3$
ThaiBMA 4!%3 (16:00 .)
!V# W:
87(g%3"; '!$!g3[49#%$:4;  Yield 7
292 Government Bond Yield Curve ;9 $$232(! U(:
529$$2('!: (#:4X$! 234#
$4 3 8)$47u (
iBond

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#$
: Bond Price > Quotation > State Owned Enterprise Bonds Quoted Yields
 !:

:
;($3"; '! @7: (Average Bid) $83X33[%6 (SOE) U(:;($ :
 7;($(;# Bond (!), Coupon (3";3%), Maturity (%32(:4),
TTM - Time to Maturity (:4$ ), Quoted Date (%372 '!) ; Quoted Yield (Average Bid)
M$  D
E/ Y a:
26# @7: Bid 7 Dealer 7(3;#$3!$6X;#$ : Quote :3$
ThaiBMA 4u 7 %3  4%37 7, 15, 22 ;%324(:$ ( U(:5%37 7, 15  22 $3%3:4(
2 6 7 %3253(
2%V62# Yield 7 Quote 3!$;# 3 :<!# Standard Deviation (SD) 
#$ Yield :(#:#9#%$ +/- 1 SD 653( #% Yield 7 62# @7: 87;($ 
Quoted Yield
!V# W:
879 $$232(! U(:529$$2(
'!: (#:4X$! 234#$4 3 8)$47u (
iBond

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#$
: Bond Price > Quotation > State Agency Bonds Quoted Yields
 !:

:
;($3"; '! @7: (Average Bid) $!7U(: State Agency U(:
;($ :7%372( #%x#7t!6 $$4 87mm;
8353 $
7;($(;# Symbol (!), Average Bidding Yield (3"; '! @7:),
Maturity (%32(:4) ; TTM - Time to Maturity (:4$ )
M$  D
E/ Y a:
26# @7: Bid 7 Dealer 7(3;#$3!$6X;#$ : Quote :3$
ThaiBMA 4!%3 (16:00 .)
!V# W:
87(g%3"; '!$!7U(: State Agency ;9 
$$232(! U(:529$$2('!:
(#:4X$! 234#$4 3 8)$47u (

iBond

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#$
: Bond Price > Quotation > Corporate Bonds Quoted Yields
 !:

:
;($3"; '! @7: (Average Bid) $4 9U(:;($ : 
7;($(;# Bond (!), Coupon (3";3%), Maturity (%32(:4), TTM - Time
to Maturity (:4$ ), Quoted Date (%372 '!) ; Quoted Yield (Average Bid)
M$  D
E/ Y a:
26# @7: Bid 7 Dealer Quote :3$ ThaiBMA 4u 15 %3  4%37 15 ;%32
4(:$ ( U(:5%37 15 $3%3:4(2 6 7 %3253(
2%V62# Yield 7 Quote 3!$;# 3 :<!# Standard Deviation (SD) 
#$ Yield :(#:#9#%$ +/- 1 SD 653( #% Yield 7 62# @7: 87;($ 
Quoted Yield
!V# W:
879 $$232(! U(:529$$2(
'!: (#:4X$! 234#$4 3 8)$47u (
iBond

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#$
: Bond Price > Quotation > Foreign Bonds Quoted Yields
 !:

:
;($3"; '! @7: (Average Bid) $83X3#$ U(:;($ :
7;($(;# Bond (!), Coupon (3";3%), Maturity (%32(:4), TTM Time to Maturity (:4$ ), Quoted Date (%372 '!) ; Quoted Yield (Average Bid)
M$  D
E/ Y a:
26# @7: Bid 7 Dealer Quote :3$ ThaiBMA 4u 15 %3  4%37 15 ;%32
4(:$ ( U(:5%37 15 $3%3:4(2 6 7 %3253(
2%V62# Yield 7 Quote 3!$;# 3 :<!# Standard Deviation (SD) 
#$ Yield :(#:#9#%$ +/- 1 SD 653( #% Yield 7 62# @7: 87;($ 
Quoted Yield
!V# W:
879 $$232(! U(:529$$2(
'!: (#:4X$! 234#$4 3 8)$47u (

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#$
: Bond Price > Firm Quotation
 !:

:
;($ '!; :3!$ Yield ;'<7$'!:(6$ $772( 7
;($ (;#  Bid ; Offer '<7$3!$ Yield, Price, High, Low ; Average %5<$;:$;#
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M$  D
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26 Bid ; Offer 7 Dealer 7(3;#$3!$6X;#$ : Quote :3$
ThaiBMA
!V# W:
87(g%3"; '! :7'!:3(6$ $772(

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#$
 : Bond Price > Mark to Market
 !:

3"; #;#$ u $!!;: g$" 87%

(% :9 ;#5"9$9#$!3!$(&52(U(: 7 Tab Show
All 5$97  CSV File &5 (6  Download Plain Vanilla CSV files
@]DX
Bond:

3x3hV)$!

Coupon:

$76#: #%: :#

Maturity:

%32(5#5

TTM:

:4$ 35<$%3(5#5 #%: 

Type:

 g$!U(:;#$6#: $

Coupon Type:  g$6#:$

Rating:

3(3%# 975$h3"!'<7$63(3(3U(: TRIS /; FITCH (Thailand)

Last Trade:

3";'!: (#%: :) ;7%37'!:#4(

Last Quotation: (%:# @7: (Avg Yield) #$4( (Max) ;#724( (Min) $ '!
(#%: :) ;%3'<7$#$ '!6"'!:!3!$;# 3 :<!3!$#4(
Model:
3";6;62$$ht (#%: :) ;#%9( 9:% 7:$ (Spread)
#%:  Basis Point
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3";$!79$$ V !%3 #%: :

DM (%):

#%!2$3"; (Discount Margin) #%: : ;6;($"23!

76#:$;:3% #3!

Clean Price (%): #%( !:$3 #%: : :3#3%

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AI (%):

( !:$3 #%: : :3#3%3%

MOD:

# Modified Duration 23!7#9#!76#:$;:3% ;#

Effective Duration 23!76#:$;:3% #%: 

CONV:

Convexity #%: 2

Par:

#7%##%: #%:  5#;($#:%%#!4#3!#(

4#7%

Registration Status: 5<! :3$ ThaiBMA

Index Ratio:

#793 $;( !: 879( 9:33 $ m

M$  DEY a
3";79$$ V !%3 (Market Yield) 663";'!:#4(5
'!:!%33! u ;##'!: Market Yield 663"; '! @7:
6"'!:!3!$;# 3 :<! ;5#3!$'!:;#3"; '! @7:6
"'!:  3 : Market Yield 6(6;62$$ht (Model Yield)
"; '! @7:(6X8V9:)7 #33X;#$ : (Primary
Dealer) 9 : '<7$62#$3";$83X33[ ThaiBMA 4%3
#%$83X33[%67!23U(:%$3$ "'!:! (Dealer) 6#$/

3"; '!3$ ThaiBMA 4 7 %3 ;4 15 %3 2383X33[%67#!2

3;4$h3 9
$! ( !:$3 Modified Duration ; Convexity 7;($!(6
2%V(%:3 (:%33 Calculation U(:93";$$ V !%3 U(:2(%3#$
;92 (Settlement Date)  1 %33$6%3}6643 (T +1) 
!V# W
#:4X$! Mark to Market 59 #$$U(:$4%;
$42$ !:$982%V#38:)4X V !%3 (NAV)

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#$
 : Bond Price > Mark to Market > Structured Notes
 !:

!;($#:4X$!483X) (Structured Note) 5$9

7  CSV File &5 (6  Download Structured Note CSV files

@]D X
Bond:
3x3hV)$!483X)
Maturity: %32(5#5
TTM:
:4$ 35<$%3(5#5 #%: 
Type:
 g$!U(:;#$6#: $
Rating:
3(3%# 975$h3"!'<7$63(3(3U(: TRIS /; FITCH (Thailand)
Last Trade: '!: (#%: :) ;7%37'!:#4(
Last Quotation:
 '! (#%: :) ;7%3'<7$#$ '!3!$#4(
Model Gross Price %: #6;62$$ht #%: : :3#3% (}6643:3$#()
MTM Gross Price %: #:4X! (%( !:$3) $$ V !%3 #%: :
Registration Status: 5<! :3$ ThaiBMA
Relevant Statistics:  87 6;62$$ht (5)
M$  D
E
#:4X!$$ V !%3 (MTM Gross Price) (6'!:#4(5'!
:!  %3  3!  u ;# #  '!  :69   '! 6"  !   " 63 (62  #  :
(Arranger/Underwriter) ; '<7$U(:6"!"63(62#:6#$ '!3$
ThaiBMA 4 15 %3 (%37 15 ;%3! ()
!V# W:
#:4X$!483X) STN Mark to Market 59 #$$
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#$
: Bond Price > Mark to Market > Download Historical > Plain Vanilla
 !:

! 5 :(:3$ Mark to Market ; CSV (5<$  2006

iBond

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#$
: Bond Price > Mark to Market > Download Historical > Structured Note
 !:

! 5 :(:3$ STN Mark to Market ; CSV (

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#$
: Bond Price > Mark to Market > MTM Yield Movement
 !:

! 5 :(:3$  Time Series $ Mark to Market U(:6 ;($
Mark to Market Yield  Quotation &( 5 ;($"(3!$;m ; Excel

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#$
: Bond Price > Mark to Market > MTM Price feedback
 !:

 MTM Price Feedback ! "95 87#$!7$%6 #$

 ;#$u:3$ ThaiBMA U(:: :(#%#$u(3$!
User Profile
User name :

Username $"97 Login  ibond

97$"97 Login  ibond

Organization : #%:$$" 97 Login  ibond
Telephone :
: U38)$"9 ("9$)
E-mail address: E-mail $"9 
7 $$# $3 (" 9$)
Name :

Select bond to feedback

%37$ Mark-to-Market 7  $ Feedback

Bond Type :
9($!;#$  SA, GB, GSOE, NSOE, FB, CP ; CORP ("9 ()
Bond Symbol : 3x3hV)!7$ feedback ("9 ()
Mark-to-market yield : 3";$!7$ Feedback
Feedback Detail: : :(#$u7" 9$#$7 ThaiBMA

Mark-to-market date :

U:9)
"957;#$:3$ THaiBMA (37 787"(8(  $ ; 7$#$u( "#
$ MTM Price feedback
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#$
 : Bond Price > RP Reference Yield
 !:

3";;#$!!;: g$" 87%(%

 :9 ;#5"9$(#$!3!$(&52(U(: 7 Tab Show All
@]D X
Bond:

3x3hV)$!

Settlement Date:

%392;#$!

Avg. Bid Yield:

3"; '! @7: #%: :

Clean Price (%):

#%( !:$3 #%: : :3#3%

Accrue Interest (%): ( !:$3 #%: : :3#3%

Gross Price (%):

%( !:$3 #%: : :3#3%

Modified Duration

23!76#:$;:3% #%: 

Convexity:

Convexity #%: 2

Index Ratio:

#793 $;( !: 879( 9:33 $ m

M$  DEY a:

3";$83X34##$ u  RP Reference Yield (6# @7:$ 
'!7$X8V9:)7 #33X;#$ : 9 : #$ ThaiBMA
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U(:"'!:!6#$ '!3$ ThaiBMA 4%3 2383X33[

3% $3$;83X3#%:$$g3[ (State Agency) ;2383X33[%67!23U(:
%$3$6 4 7 %3
$! ( !:$3 Modified Duration ; Convexity 7;($! (6
2%V(%:3 (:%33 Calculation U(:93"; '! @7: (Avg. bid yield) ;
2(%3#$;92 (Settlement Date)  1 %323$6%3}6643 (T +1 %32)
!V# W:
3";$83X34##$ u  RP Reference Yield 9 3";$$
2X4'!83X3 (Repo)

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#$
 : Bond Price > RP Reference Yield > RP Reference Yield (T+2)
 !:

M$  DEY a:

9# (:%3 RP Reference Yield 8:$;#2(%3#$;92 (Settlement Date) 
2 %323$6%3}6643 (T+2 %32)
!V# W:
3";$83X34##$ u  RP Reference Yield 9 3";$$
2X4'!83X3 (Repo) 7 Settlement Date  T+2 %32

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#$
 : Bond Price > RP Reference Yield > RP Reference Yield (T+3)
 !:

M$  DEY a:

9# (:%3 RP Reference Yield 8:$;#2(%3#$;92 (Settlement Date) 
3 %323$6%3}6643 (T+3 %32)
!V# W:
3";$83X34##$ u  RP Reference Yield 9 3";$$
2X4'!83X3 (Repo) 7 Settlement Date  T+3 %32

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ThaiBMA Bond Indices

http://www.ibond.thaibma.or.th/main/govbond.html

!V# W D# @
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7$6$4 g# $u 3!  3 $4 3 62 3%%3( $:# $  9  : :
";6$4 736(:97 :%# Benchmark Index '<7$3%%3(!25<$5%
7%$(U(:%7 7:%$3$4 :3%:#$ 9# 53$48)$44:#<7$
8)'<7$(%:4#$u 7( % 3";7(6$48)!5762
: :3(39(338:) (SET Index) (3943%77 69#%$: %$$47
#3 '<7$623$4( &%# 8)$447:#3!52((%#(39 : :
# ;%$%3(;!6 7:93#"$4 (Fund manager) 7$6 3%%3(
%58); Active Portfolio $"$4%#62((%#3";6
(3972 : :# 52((%#&;%#"$43!u %57 %#
3( 338:)72$48) '<7$3 : :8) $4!5
293$4!(U(:9(39! 3% : :
(39! (Bond Index)  7$$ $7"$49(% 7%$(
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(! ( $ 3!$("; % 7:$ %"3"%$( 
4.  7$23x7$3X4#u79% 7:$ 9# X4483X) 3(;#
Bond Index Option 

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# @
 Md $eMYF ]V ThaiBMA

1. #   c@q (ThaiBMA Government Bond Index)
(39%3(% 7%$83X33[ g Loan Bond (7<!3x3hV)
ThaiBMA (%:3h LB) U(:(%::#: 9# Average Yield, Average Duration ; Average
Convexity '<7$ # @7:$ Yield, Duration ; Convexity $4#83X3792%V(395#%$!23
(%:#$$$83X33[;#4#
64#(3983X33[%7(%:83X33[44#;% ThaiBMA :3$(63(2(39
83X33[;: 4#:#:u  5 4#U(:;#$:4$  (;#
1. 4#(39!83X33[7:4$ 3!$;# 1 5<$ 3 
2. 4#(39!83X33[7:4$ 3!$;# 3 5<$ 7 
3. 4#(39!83X33[7:4$ 3!$;# 7 5<$ 10 
4. 4#(39!83X33[7:4$ %# 10 
5. 4#(39!83X33[7:4$ :%# #3 10  ;#%# 14 %3

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3!$! $4!#%x# 36;#$$49#%$:4#$u $! 7$6

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# #  3  63 ( 2  (3 9 ! ;:   4# :# :u 69# %: 7 $  %3 (% 7 %7   :(<!
(69 : :$47U::$4;#$3(

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2. # A
EM
$    ]#$rb  ]DMA (Investment Grade Corporate Bond Index)
;#$  2 4#:#:(%:3 473(3%# 9753!$;# BBB <! ; BBB+ <! U(:
4(3$#%6 ;6#:( !:;$7 63(2(394;:#$6(3983X33[ 87
5%3(% 7%$$44 9'<7$  7$%3("(2 $$8)$4
$$4#$u(:#$ :(:7$<!
7$6 7%$43hV @8;6
;#$6% 7%$83X33[ ThaiBMA ( 763(2(3943!$;#%37 2 t 2544

 !:

3. # @
 dM (Composite Bond Index)

(39%3($4!4 g(!: 63(2(39! g!
%354$) 87%3(% 7%$$4!3!$( %3[$(39!:! 77
100 %37 1 3:: 2549 U(:(39!:62%V6(3983X33[ (3983X33[%6
3!$7!23U(:%$3$;#!23 ;(394 973(3%# 975:#(3#
$4 (Corporate Bond Index BBB up)

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 !:

FDMA Vb#
# @
 d
73$4;%%#(39!#$u:#: g7$73$462 $2% 6
  9(39 38)$4786V:# V73$486V8)!7$4
@883X33[ (397 2 3%%3("8)$4 (3983X3
3[ U(:7(393%!4#:#: (Subgroup) 7;: 9#%$:4$ #$u 9# 1 - 3  %# 3 - 7 
 '<7$3$462 6$(%#83X33[7 2:#8)$43! :$383X3
4#:#: #!# 5%# :$%# &%9(3983X33[7 4#:#: 3%%3(;'<7$6
%# :3%:#$ 9# 58)$4 (%:83X33[7:4$ <! #3!
73$49(3983X33[72%V683X33[49#%$:4$ &$# 
3 V! (397 3%%3(7 % (3983X33[4#:#:79#%$:4%# (TTM > 10
) :#$& 3%:#$ 9(39!7 3(5#%5<$:#$#%u #!;%;#7$
73$4$ 6 7:%3%3("$4U(:9(39 %354$);;$6$69(39 3%%3("

4. # @sDL D (T-Bill Index)

(39%3($4!:3!76% 7:$  3% $3$ U(: : :
";72%V6#(393% $3$3";6$48)$3$4 3$(39
3% $3$$ ThaiBMA : 3$43% $3$44#7:#( U(:3(#%$$4
3% $3$;#4#2%V(6#$ (Outstanding Value) $3% $3$
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 !:

5. #  Zero Rate Return (ZRR Index)

(39%3($4!:4$776% 7:$ 9# ZRR 1 Year Index (39%3(
$4!7% 7:$7:4$77 1  U(:%3[$(396 77 100 %37 2  2545
(39!6U:9)239 (39 : :8)$47U::$4!U(:2(
:4 @7:$8)$47$7

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 !:

6. #   c@qL
Le (State Owned Enterprise Index)

(39%3($4! g83X33[%6 %3[$(3983X33[%6!
77 100 %37 1 $ 2549 U(:83X33[%6722%V(39%83X33[%63!$7
!23U(:%$3$;#!23 3!$! 83X33[%6722%V(393! V~)3( 
;2%V(39 9# (:%3(3983X33[ V %32%V(39 722%V$
:4$  (TTM) %# 14 %3 $  g6#:( !:$7 (Fixed coupon) 

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 !:

7. #  Corporate ZRR Index (Corporate Zero Rate Return Index)

(39%3($4! g473(3%# 975(3 AAA AA A ; BBB U(:
4(3$#%722%V(39;#$  4#7(%:473(3%# 975(3 AAA AA
A ; BBB 2(3 ;;#4#7;#$3(3%# 975 6;#$  5 4#:#:  TTM 7 1  2
 3  4  ; 5  875<$%;#$7 TTM #$u '<7$(%# average spread 75;#$ 9#%$
:4 (;# :%# #3 3 , %#$ 3 5<$ 5 , ;%# #3 5  3!$!%X2%V;3
$ Corporate ZRR Index 3hV:32%V;3$ ZRR Index '<7$V$
Corporate ZRR Index 6$7 spread 7##$37 TTM #$u ;#V$ ZRR Index 6$7 YTM
7##$37 TTM #$u

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 !:

8. # @s
b#
DL 
d (Commercial Paper Index)
(39%3($4! g3%3xx9 $:3! %3[$(393%3xx9 $:3!
! 77 100 %37 1 3:: 2549 U(:3%3xx9 $:3!722%V(39;#$  3 4#
(;# 4#7(%:3%3xx9 $:3!7(3%# 975$"7 AA- $%# 4#7
(%:3%3xx9 $:3!7(3%# 975$"7 A- $%# ;4#7(%:
3%3xx9 $:3!7(3%# 975$"7 BBB- $%#

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 !:

9. #   c@q
d (Short Term Government Bond Index)

(39%3($4! g83X33[:3! %3[$(3983X33[:3!
! 77 100 %37 1 3:: 2549 U(:83X33[:3!722%V(3983X33[:
3!7U(:%$3$;X;#$ :
 !:

iBond

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#$
: Analysis > Graphic Analysis
 !:

YcL
: ;($723x 873(6'!:! (;#
Curve Comparison : : 3"; g#$u (g3[ g 9)
Rate Movement ;($% 7%;;%U$3"; g#$u
Market Participants Movement in Outright Transaction ;($% 7%$3$44##$u

(!: $#'!:3!$ 3 ; (#'!, #:, #4X)

Bond Movement (Outright Trading) ;($% 7%$'!:! g#$u
Government Bond Yield Volatility ;($% 7%$#%"3"%3";$

!
Bid Coverage Ratio (BCR) Movement ;($% 7%$3% 7 3%;5<$%$

!;#3!$ (BCR)
Technical Analysis 7$ 87% )$  2363$%7  $4

! ; 87(V) 7%$3"; "#  g#$u

M$ D
E/ Y a: 26 '!7 Dealer 2#$7 ThaiBMA ;'!:
!7:$:3$ ThaiBMA
!V# W: 879% )g%(! ; 8793(6$4!

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#$
: Analysis > Rich/Cheap Analysis
 !:

iBond

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M$  D
E LcY a
$ Rich/Cheap Analysis 96 Credit spread ;# rating U(:34$
4%37 15 ;! ( 6m((%: m 3  ; 64( :%;;($
-  $: ;($5<$  Credit spread $ rating 3! :( # Average Spread
$ rating 723$86V
- #%$ 2 : ;($5<$ Upper bound ; Lower Bound $ Spread V rating 7
86V
- 64( :% :
;($5<$!3!g8#$7( V Rating 723$86V
- 64(;($ :
;($5<$!3!#g8#$ V Rating 723$86V
"95 :(:3$;#%3( U(:#%377$ Rich/Cheap Analysis
9#$ Year/Date ; 3(3 (9#$ Rating 63! 9#%$:4$! U(: TTM 7
9#$ TTM ; 65<$TTM 7$9#$ TO ;  Confidence Interval 9#$ CI ;%(
!V# W
59 Rich/Cheap Analysis V$4;#3(3 ( %#4;#3%
3!:#(37;8$5  7 :343%7u V 3(3 ( (:%3 U(:86V( 3 4#
- Cheap :
43%3!:#  Upper Bound 5%#43%3! 5%## @7: (Cheap
7$6 spread 7$%## average)
- Rich :
43%3! :#  Lower Bound 5 %# 4 3%3!  ;8$%# #  @7 : (Rich
7$6 spread 772%## average)
- Average :
43%3!:#%#$ Upper Bound/Lower Bound 5%#43%3!#5
;8$ 

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#$
: Analysis > Duration and Convexity > Bond Duration and Convexity
 !:

 Bond Duration and Convexity 6;($5<$ # Coupon(%), TTM(yrs.), Modified Duration,
Convexity ;2%V Duration/Convexity (%:%X Fisher-Weil $;#4#!   Show all
87;($!3!$( U(:"95 %37$(79#$
;%(

iBond

$(%)U(  excel file (

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#$
: Analysis > Duration and Convexity > Portfolio Duration and Convexity
 !:

 Portfolio Duration and Convexity 3!"95# Modified Duration ; Convexity $
Portfolio 7"9$<!(U(:5 6!7:# list 3!$( U(:7"9$# 872%V

(%:
Date :

KRD and KRC calculation method : 5 ( 2 %X 

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U(: %379#$

Cash flow by tenor ;

Cash flow by bucket

Input method 5 ##! portfolio ( 3 ; 

118/136

ThaiBMA

Upload symbols : U(: upload symbol ; .csv ("95(3%:#$m)(U(:(7

)
o

Enter symbol : U(:"95  symbol $!9#$%#$ ;#62%

:7$2%V
o

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:3%U(:  symbol 7$;%(



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63! "  9  

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$7 %X2%V (Cash

flow by tenor/Cash flow by bucket) (3$$($#$ ;5(%)

U(  excel file (

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 !:

iBond

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Report
http://www.ibond.thaibma.or.th/report/dailyreport.aspx

#$
: ThaiBMA Reports > Daily Report > ThaiBMA Daily Report
 !:

 M$  D
E Y a:
"9$5  Download ThaiBMA Daily Report ;m) PDF 6  ThaiBMA
Reports '<7$"9$52(%377$ U(:5 :(:3$(65<$ 2003
!V# W:
ThaiBMA Daily Report 9 $$ 872 Mark to Market

iBond

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#$
: ThaiBMA Reports > Daily Report > Daily Market Summary
 !:

:
23:$4% 7%$'!: (Trading), 3"; (Yield), 3
( !: (Interest Rate), 3; 7: (Exchange Rate) %5<$#(39 (Index) ;3% #$u7 7:%$
3( $;(4 ;#!%3
M$  D
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6'!: (Trading Transaction) 7:$ :3$ ThaiBMA ;#%3 ;7
7:%$6#%:$7u 9# X;#$ : (3; 7:, 3( !: g#$u), ;
(338:);#$ : ((39 ;#'!:(338:);#$ :)
!V# W:
9 87(g%(!;#%3 ;59 87 4 ;$$5<$3% 
#$u 723x; 7:%$3( $;(4;#%3
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#$
: ThaiBMA Reports > Weekly Report > Foreign Trading
 !:

:
;($'!:!$3$4#$9 (Non-resident Investor - NR) :3() 7
;($(;#
Composition of Investor - ;($3(#%'!:!$ NR :3$4#3$47u
% of Trading Value of Non-resident ;($3(#%'!:!$ NR :3'!
:!3!$(; :3'!:!$3$4(%:3
Composition of Bond Traded by Non-resident - ;($3(#%'!:!$ NR ;:
9#%$:4$!
Composition of Bond Traded by Type of Bond - ;($3(#%'!:!$ NR
;: g$!
Net Holding by Type of Bond ;($3(#%:(5$!$ NR ;: g$!
Net Buy and Holding ;($3(#%:('!:4X;:(5$4X$ NR
M$  D
E/ Y a: 26:'!:7 Dealer 23 NR 7:$:3$ ThaiBMA
!V# W: 87(g%'!:;5$!$4#3$4#$9
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