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Market Watch

The Thai Bond Dealing Centre. Market Watch. www.thaibdc.or.th. What is the “ Market Watch “?. It is a real-time price / yield information page provided via ThaiBDC Website (www.thaibdc.or.th). The Thai Bond Dealing Centre. Objectives

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Market Watch

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  1. The Thai Bond Dealing Centre Market Watch www.thaibdc.or.th

  2. What is the “ Market Watch “? It is a real-time price / yield information page provided via ThaiBDC Website (www.thaibdc.or.th). The Thai Bond Dealing Centre

  3. Objectives - To provide bid / offer and executed transactions on a more real-time basis. - To be the key integrated source of price/ yield information in the Thai Bond Market The Thai Bond Dealing Centre

  4. Market Watch / How to access Market Watch The Thai Bond Dealing Centre

  5. Market Watch / How to access (cont.) There are 2 view types Quote:provided for the dealers only. This will provide the display board and dealer input area. View: this will show the display board only. The Thai Bond Dealing Centre

  6. Market Watch / Main Features 1 Display Board Bond 2 3 4 5 Trading Transactions (real-time) Trading Statistics (open,high,low,avg,volume) Bid / Offer 6 Dealer Input Area The Thai Bond Dealing Centre

  7. Market Watch / Main Features (cont.) The Market Watch comprise of 6 main features as follows; 1. Display Board 2. Bond Symbol and Rating 3. Real Time Bid / Offer Quotation 4. Real Time Trading Statistics (open, high, low, avg, volume) 5. Real Time Trading Transactions 6. Dealer Input Area The Thai Bond Dealing Centre

  8. Main Features1/ Display Board Feature 1: Display Board There are 2 types of the displayed board. 1. Benchmark Bonds 2. All Bonds The Thai Bond Dealing Centre

  9. Main Features1/ Display Board (cont.) 1. Benchmark Bonds The board shows selected group of bonds to be representatives for Gov’t and Corporate Bonds with differing duration and rating. Corporate Bond Bond Rating / Duration AIS04NA AA- / 2.02 AIS06NA AA- / 3.69 KEGCO#1 A+ / 4.11 TAC064A A- / 1.78 SPL055A BBB+ / 1.99 KK073A BBB+ / 4.04 Loan Bond (LB) LB03OA LB06DA LB08DA LB11NA LB171A The Thai Bond Dealing Centre

  10. Main Features1/ Display Board (cont.) 2. All Bonds : The board shows all bonds quoted by dealers Select the board here The Thai Bond Dealing Centre

  11. Main Features 2/ Bond Symbol & Rating Example Bonds Rating AIS063A AA- 2 ACUMEN#1 BBB+ BP084A A- The bond symbol and rating is shown according to the board selection. COCO#1 BBB+ The Thai Bond Dealing Centre

  12. Best Price Best Yield Bid Offer Bid Offer 101.3 2.14 2.32 100.5 102.5 101.4 3.65 3.54 4.33 4.25 103.4 102.8 Main Features 3/ Bid-Offer Quotation 3 This will provide Best bid / offer for each session. The Thai Bond Dealing Centre

  13. Main Features 4/ Daily Trading Statistics 4 Trading Statistics Low 2.21 3.31 xxx Avg. 2.3 3.4 xxx Vol. 20 m. 50 m. xxx Open 2.33 3.45 xxx High 2.45 3.55 xxx Daily trading statistics of the quoted bonds are provided to compare with their quotations. The Thai Bond Dealing Centre

  14. Executed Transactions Symbol LB082A LB046A LB096A Yield 2.35 2.75 3.66 Vol. 20m 40m 80m Report Time 10.30 11.00 14.00 Main Features 5/ Daily Executed Transactions 5 This will show daily executed trading transactions reported to ThaiBDC on a real time basis. The Thai Bond Dealing Centre

  15. Main Features 6/ Dealer Single Input Single Input Group Benchmark Active Yield 2.25 3.02 3.03 3.65 3.64 Value 20m 40m 60m 100m 80m Issues LB082 LBXX LBXX AISXX BPXX Dealers For single input, dealers key in bid/offer for each bond one by one. 6 The Thai Bond Dealing Centre

  16. Main Features 6(cont.)/Dealer Multiple Input Multiple Input Dealers can select the multiple input page to key in bid/offer for a number of bonds at the same time. 6 The Thai Bond Dealing Centre

  17. Quoted Period Currently, ThaiBDC has set 2 quoted periods - 10.00 am. - 14.30 pm. The Thai Bond Dealing Centre

  18. Standard Size - Loan Bonds (LB) : 20 mln - Corporate Bonds : 10 mln The Thai Bond Dealing Centre

  19. Output - Bid / offer : - show best yield - Executed Transaction : - real time - executed yield - volume The Thai Bond Dealing Centre

  20. Target Group Who can see this page? - Dealers - Investors : ThaiBDC’s BIS Subscribers Package1 such as Asset Management Companies, Insurance, Gov’t Pension Fund etc. - Data Vendors : Reuters, Moneyline The Thai Bond Dealing Centre

  21. Where to get help • Contact Person • Dusit Domethong • Email bis@thaibdc.or.th • Phone 0-2252-3336 ext. 115 • Technical Help • Chaitat Prachuabdee • Siwaporn Chuwong • Email chaitat@thaibdc.or.th • Phone 0-2252-3336 ext. 221

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