data as of sep 2020 - asco · equity 2019 jun-2020 sep-2020 no. of clients that have opened...
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Data as of Sep 2020
Disclaimer: เอกสารนีจ้ดัท าขึน้เพื่อเผยแพรข่อ้มลูและเพื่อการศึกษาเท่านัน้ ซี่งจดัท าขึน้จากแหล่งขอ้มลูต่างๆ ที่น่าเชื่อถือ โดยขอ้มลูดงักล่า วเป็นเพียงขอ้มลู วนัที่ปรากใในเอกสารนี้เท่านั้น จึงอาจเปลี่ยนแปลงไดภ้ายหลงัวนัดงักล่าว หรือเม่ือขอ้มลูที่เก่ียวขอ้งมีการเปลี่ยนแปลง ทัง้นี ้สมาคมมิไดย้ืนยัน ตรวจสอบ หรือรบัรองความสมบูร ความถกูตอ้งครบถว้น ทนักาลทนัเวลา ของขอ้มลูดงักลา่วแตอ่ยา่งใด สมาคมไมร่บัผิดตอ่บคุคลใดๆจากการเรียกรอ้งใดๆ ไม่ว่าในทางสญัญา ในการท าละเมิด รวมถึงความประมาท หรือเหตอ่ืุนใด ที่เกิดจาก การตดัสินใจ หรอืการกระท าใดๆ ที่เกิดจากความเชื่อถือในเอกสารดงักล่าว หรือในความเสียหาย ความสญูหาย ค่าสินไหมทดแทน หรือความรบัผิดใดๆ รวมถึงการสญูหายของขอ้มลูหรอืผลประโยชน ถึงแมว้า่สมาคมจะไดร้บัแจง้วา่อาจจะเกิดความเสียหายดงักลา่วขึน้ไดก็้ตาม
• Market Performance
• Securities Industry Statistics
3
1,237.04
315.85 -
500
1,000
1,500
2,000
2,500
3,000
2012 2013 2014 2015 2016 2017 2018 2019 Sep-20
Point
s
SET Index SET50Index SET100Index SETHD mai Index
SET%YoY +15.3% -6.7% +35.8% -14.0%
mai%YoY +96.2% -14.2% +57.3% -25.3%
+19.8%
+17.9%
+13.7%
-12.3%
Source: SET
-10.8%
-34.0%
+1.0%
-13.1%
-21.7% (YTD)
+2.0% (YTD)
4
2019 Apr – Jun
2020 Jul – Sep
2020
Total Turnover (mil. baht) 12,978,854 4,225,072 3,368,366 - SET 12,802,091 4,165,910 3,254,740 - MAI 176,763 59,162 113,626
Average Daily Turnover (mil. baht) 53,192 70,418 56,139 - SET 52,467 69,432 54,246 - MAI 724 986 1,894
Derivative Warrants Trading (mil. Baht) 1,509,645 388,467 383,109
Short Sales Trading (mil. Baht) 658,807 44,638 32,892 No. of Newly listed companies 30 - 5
Source: SET
5
2019 Jun-2020 Sep-2020
Market Capitalization (mil. baht) 16,962,612 14,618,586 13,667,425 - SET 16,747,456 14,411,382 13,438,210 - MAI 215,156 207,204 229,215
P/E (times) - SET 19.4 18.87 21.22 - MAI 23.08 22.07 33.96
P/BV (times) - SET 1.79 1.48 1.39 - MAI 1.55 1.45 1.65
Market Dividend Yield (%) - SET 3.14 3.82 4.08 - MAI 2.91 3.09 2.73
No. of Listed Companies 725 724 725 No. of SET’s Members 39 39 39
Source: SET
6
contracts 2019 Apr-Jun
2020 Jul-Sep
2020
Total Trading Volume 104,521,995 23,860,427 23,995,801
Single Stock Futures 52,098,173 10,196,631 8,038,677
SET50 Index Futures 42,450,175 11,097,900 11,623,370
50 Baht Gold Futures 116,409 17,850 25,377
10 Baht Gold Futures 3,444,577 443,503 790,632
Gold Online 3,974,556 1,378,101 2,238,224
SET50 Index Options 1,677,323 235,604 346,797
USD Futures 673,060 489,420 931,043
Sector Futures - - -
Agriculture Futures 54,565 1,384 508
Deferred Precious Metal 33,157 34 1,173
% of total trading by type of products
Sep 2020
Source: TFEX
7
contracts 2019 Apr-Jun
2020 Jul –Sep
2020
Average Daily Volume 428,369 397,674 399,930
Single Stock Futures 213,517 169,944 133,978
SET50 Index Futures 173,976 184,965 193,723
50 Baht Gold Futures 477 297 423
10 Baht Gold Futures 14,117 7,392 13,177
Gold Online 16,289 22,968 37,304
SET50 Index Options 6,874 3,927 5,780
USD Futures 2,758 8,157 15,517
Sector Futures - - -
Agriculture Futures 224 23 8
Deferred Precious Metal 136 1 20
contracts 2019 Jun 2020
Sep 2020
Open Interests 3,330,230 1,809,244 1,732,498
Single Stock Futures 2,917,490 1,490,344 1,220,429
SET50 Index Futures 280,520 255,228 408,566
50 Baht Gold Futures 1,653 676 1,815
10 Baht Gold Futures 32,957 18,965 25,079
Gold Online 36,373 12,862 14,223
SET50 Index Options 22,127 10,982 27,602
USD Futures 39,014 19,988 34,507
Sector Futures - - -
Agriculture Futures - 198 272
Deferred Precious Metal 96 1 5
Source: TFEX
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Source: TFEX
2019 Apr - Jun
2020 Jul – Sep
2020
Block Trade - all products (contracts) 50,503,790 9,737,596 7,772,009
%Growth -5.7% -20.2%
Block Trade - SSF (contracts) 50,112,018 9,711,613 7,715,157
%Growth -5.6% -20.6%
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Secondary market 2019 Apr – Jun
2020 Jul – Sep
2020 Total Outright Trading Value
(mil. Baht) 21,412,122 4,736,088 4,633,832
Government Bond 4,821,333 1,173,423 1,120,851 Treasury Bills 100,598 70,783 109,256
State Own Enterprise Bond 113,930 33,423 60,440 State Agency Bond 15,224,001 3,225,868 3,104,872
L-T Corp. Bond 779,305 178,952 168,315 Commercial Paper 370,479 53,328 69,949
Foreign Bond 2,475 311 148
Outright Daily Average (mil. Baht) 87,755 78,935 77,231
Outstanding Value of domestic bond (mil. Baht)
13,296,528 13,464,675 14,028,576
Source: ThaiBMA
10
Primary Market 2019 Apr - Jun
2020 Jul - Sep
2020 Securities companies’ transactions (mil. Baht)*
L-T Corp. Bond 123,515 16,822 34,168 Commercial Paper 103,522 5,010 11,895
Foreign Bond - - - %per total transaction in primary market
2.2% 0.9% 1.7%
No. of securities companies in primary market
20 22 21
Source: ThaiBMA
* Registered with ThaiBMA
11
Secondary Market 2019 Apr - Jun
2020 Jul - Sep
2020 Securities companies’ transactions (mil. Baht)
Government Bond 362,859 85,320 68,163
Treasury Bills 1,014 2,190 6,530
SOE Bond 9,311 3,325 4,544 State Agency Bond 401,023 65,090 88,309
L-T Corp. Bond 132,858 45,573 30,710 Commercial Paper 128,769 8,744 15,764
Foreign Bond 1,166 167 106 %per total transaction in secondary market
4.9% 4.5% 4.8%
No. of securities companies in secondary market
22 19 21
Source: Thai BMA
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• Market Performance
• Securities Industry Statistics
13
Source: SEC *data before 2016 is not available
Foreign Investment via Securities Companies (including PF)
%YOY +90.1% +35.5% +58.1% +46.5%(YTD)
14
Personnel in Securities Industry* 2019 Jun - 2020 Sep - 2020
*Active cases, data at end of each period Source: SET SEC
Investment Planners* 779 799 805
Investment analysts*
Capital Market 61 66 67
Securities Market 326 320 320
Derivatives Market 39 38 36
Technical 86 85 86
Investment consultant*
Capital Market 2,338 33 31
Securities Market 3,695 2,123 2,036
Derivatives Market 1,951 1,850 1,817
Complex 1 867 3,107 3,141
Complex 2 218 1,628 1,659
Complex 3 179 188 194
IC Plain 226 231 257
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2019 Jun-2020 Sep-2020
No. of Branches 511 480 476 Bangkok Metropolitan Area* 243 222 221
Provincial Area 268 258 255
% Margin Account to Local Trading Value 16.64% 18.3% 14.3%
% Cash Account to Local Trading Value 83.36% 81.7% 85.7%
% Program Trading to Total Trading Value 26.65% 20.77% 24.3%
*Including Nonthaburi Pathum Thani and Samutprakan province
Source: SET SEC
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Equity 2019 Jun-2020 Sep-2020 No. of Clients that have opened accounts 1,804,545 1,994,043 2,066,180
Number of Clients that have opened accounts (not counting duplicates) n.a. 1,399,208 1,446,520
No. of Active Accounts* 341,168 478,626 402,719 Internet Accounts – Equity 2019 Jun-2020 Sep-2020
No. of Clients that have opened accounts 1,660,712 1,852,062 1,924,475 Number of Clients that have opened
accounts (not counting duplicates) n.a. 1,315,190 1,362,698
No. of Active Internet Accounts* 240,219 389,564 327,759
Derivatives 2019 Jun-2020 Jun-2020
Total Accounts 186,813 198,800 207,025
*active account is account which trade at least once a month, for yearly data calculated by 12-month average
Source: SET TFEX