台灣國際債券市場簡介 96 年 12 月 15 日

961215

:foreign bondsSamurai BondsBulldog BondsYankee BondsPanda Bonds 2005

:foreign currency-denominated bonds Formosa BondsKimchi BondsShogun Bonds

95/11/196/12/15::F8950195/11/1 F9960196/4/10

$16,748,980$0$73,379,095$1,979,841,045

$0$0$21,777,078$5,172,146

$512,681,191$0$2,959,550,846$57,888,666,604

$16,850,080$0$77,516,225$2,523,169,268

$0$0$31,424,148$7,350,965

$515,949,570$0$3,375,958,860$74,993,687,427

Total NTD

USDAUD

32.5114Nov-0612,962,2950619,355,6625,127,857,444

Dec-060000

32.75512,962,2950619,355,6625,127,857,444

32.9486Jan-0713,021,287080,731,6485,582,475,170

33.0026Feb-070025,886,5794,812,163,626

32.948625.7007Mar-07414,415,89301,122,299,1347,576,399,270

33.146527.4253Apr-076,745,4450188,038,9145,227,186,666

33.2645527.4441May-0732,832,1110186,247,5073,126,852,138

32.94327.7545Jun-0700102,119,1196,861,558,464

32.8059128.45045Jul-0719,713,9900509,905,4737,308,351,296

32.962227.3296Aug-079,740,330080,197,3087,327,452,517

32.993327.9126Sep-073,249,840044,769,5004,938,370,014

32.543229.2405Oct-0700310,544,6938,847,767,387

32.3281829.075Nov-073,268,379089,874,4823,051,404,256

32.3281829.075Dec-070015,988,8395,205,849,181

502,987,27502,756,603,19869,865,829,98356.25%

TOTAL515,949,57003,375,958,86074,993,687,427

3,891,908,430

USD

Nov-06398,700019,050,415157,724,904

Dec-061,192,00001,746,820226,542,937

1,590,700020,797,235384,267,841

Jan-07395,20002,450,230169,429,814

Feb-0700784,380145,811,652

Mar-0712,577,648034,062,119229,946,015

Apr-07203,50401,057,940157,600,468

May-07987,00003,370,51993,646,135

Jun-07002,198,410207,824,149

Jul-07600,92807,559,497222,303,795

Aug-07295,5000712,700221,173,066

Sep-0798,5000386,065147,838,110

Oct-07002,268,305270,802,592

Nov-07101,10001,480,59693,756,883

Dec-0700388,229178,768,748

15,259,380056,718,9902,138,901,427

TOTAL16,850,080077,516,2252,523,169,268

71,978,3700.7221.39

94,366,305

12.USD

Dec-07

12/3/07000145,134,069

12/4/0700328,7030

12/5/070019,7060

12/6/0700033,009,379

12/7/07000625,300

12/10/070019,9100

12/11/070000

12/12/070000

12/13/070000

12/14/070019,9100

12/15/07

12/16/07

12/17/07

12/18/07

12/19/07

12/20/07

12/21/07

12/22/07

12/23/07

12/24/07

00388,229178,768,748

11.USD

Dec-07

11/1/0700074,483,376

11/2/0700016,650,646

11/5/070000

11/6/070089,310199,866

11/7/070019,8900

11/8/07000450,465

11/9/0700566,0100

11/12/070000

11/13/0700188,7550

11/14/070019,8900

11/15/070089,5650

11/16/070039,8600

11/19/0700109,3400

11/20/070059,3760

11/21/070000

11/22/070000

11/23/070000

11/26/070049,7250

11/27/070099,5500

11/28/0700149,325808,600

11/29/07101,100001,163,930

11/30/070000

101,10001,480,59693,756,883

AUD

Apr-07005,577,766119,698

May-07002,701,080428,347

Jun-07001,069,985547,930

Jul-07009,205,805543,858

Aug-07002,074,8621,357,564

Sep-07001,147,5802,174,749

Oct-07008,095,8531,196,439

Nov-07001,444,867702,145

Dec-0700106,350280,235

0031,424,1487,350,965

TOTAL0031,424,1487,350,965

31,424,1480.310.07

12.AUD

Dec-07

12/3/070000

12/4/07000175,680

12/5/070000

12/6/070000

12/7/07000104,555

12/10/070096,8000

12/11/070000

12/12/07009,5500

12/13/070000

12/14/070000

12/15/07

12/16/07

12/17/07

12/18/07

12/19/07

12/20/07

12/21/07

12/22/07

12/23/07

12/24/07

00106,350280,235

11.AUD

Nov-07

11/1/070028,7300

11/2/070064,0500

11/5/070066,9700

11/6/070086,0250

11/7/0700124,1700

11/8/070019,1200

11/9/0700114,7200

11/12/0700351,9650

11/13/0700446,2750

11/14/070075,9600

11/15/070047,5000

11/16/070000

11/19/070000

11/20/070000

11/21/07009,872371,365

11/22/070000

11/23/070000

11/26/07000330,780

11/27/070000

11/28/070000

11/29/07009,5100

11/30/070000

001,444,867702,145

10.AUD

Oct-07

10/1/070086,8200

10/2/0700548,8850

10/3/0700683,425196,548

10/4/0700124,6850

10/5/070096,1400

10/8/0700115,390104,583

10/9/070048,0900

10/11/0700125,1900

10/12/0700510,330196,241

10/15/0700345,9500

10/16/07003,154,5900

10/17/0700105,6700

10/18/070067,0280

10/19/0700172,9800

10/22/0700144,150551,691

10/23/0700336,3000

10/24/070038,4400

10/25/0700201,7600

10/26/070096,100147,376

10/29/0700499,2500

10/30/0700133,8800

10/31/0700460,8000

008,095,8531,196,439

10.USD

Oct-07

10/1/070000

10/2/0700188,195193,828

10/3/070000

10/4/070079,280234,030

10/5/0700011,884,249

10/8/070099,1000

10/9/07009,9000

10/11/070000

10/12/070000

10/15/070039,5800

10/16/070039,60070,993,000

10/17/07000290,768

10/18/0700031,790,102

10/19/0700069,319,087

10/22/070039,6500

10/23/070000

10/24/07001,773,0000

10/25/070000

10/26/07000389,424

10/29/0700015,863,272

10/30/0700096,912

10/31/0700069,747,920

002,268,305270,802,592

9.AUD

Sep-07

9/3/07000393,178

9/4/070000

9/5/070000

9/6/070000

9/7/070000

9/10/070000

9/11/070000

9/12/070040,000392,533

9/13/070000

9/14/07009,660589,462

9/17/07000233,444

9/19/07000198,262

9/20/0700125,5800

9/21/07000104,434

9/26/07000263,436

9/27/0700425,0400

9/28/0700489,6600

9/29/070057,6400

001,147,5802,174,749

9.USD

Sep-07

9/3/070000

9/4/070059,480193,798

9/5/070060,000272,242

9/6/070049,565223,988

9/7/0700044,690,810

9/10/070000

9/11/070000

9/12/070000

9/13/070000

9/14/070000

9/17/070000

9/19/070020,020487,421

9/20/070000

9/21/0798,500098,50076,260,358

9/26/070098,5000

9/27/0700025,223,591

9/28/07000485,902

9/29/070000

98,5000386,065147,838,110

8.USD

Aug-07

8/1/07009,8600

8/2/070019,7200

8/3/07009,8400

8/6/07000

8/7/070019,600193,742

8/8/070019,7200

8/9/070098,500233,916

8/10/0798,500078,56045,001,786

8/13/070049,2250

8/14/07197,000099,8000

8/15/070010,0000

8/16/070019,50071,409,308

8/17/0700228,85033,210,480

8/20/070000

8/21/070000

8/22/07000683,902

8/23/07009,8550

8/24/070020,00069,708,314

8/27/07000149,454

8/28/070000

8/29/07009,835582,164

8/30/07009,8350

8/31/070000

295,5000712,700221,173,066

8.AUD

Aug-07

8/1/0700144,9150

8/2/070038,705196,636

8/3/0700462,6500

8/6/070000

8/7/0700452,0750

8/8/070000

8/9/070048,4000

8/10/07009,500159,204

8/13/0700425,120196,311

8/14/070000

8/15/07000392,505

8/16/070096,5400

8/17/07000135,420

8/20/07000127,121

8/21/0700298,4590

8/22/07009,94942,434

8/23/070029,9499,779

8/24/070020,0000

8/27/0700098,154

8/28/070000

8/29/070000

8/30/070000

8/31/070038,6000

002,074,8621,357,564

11

2006.11

11/1/06000$17,735,286

11/2/0600$17,409,7820

11/3/0600$0$17,740,000

11/6/0600$10,027$0

11/7/0600$59,788$0

11/8/0600$49,577$37,040,000

11/9/0600$10,011$0

11/10/0600$39,819$0

11/13/0600$39,916$0

11/14/0600$48,500$0

11/15/0600$39,695$74,119,118

11/16/0600$39,753$0

11/17/0600$0$10,964,936

11/20/0600$100,256$0

11/21/0600$60,162$0

11/22/0600$20,057$0

11/23/0600$0$0

11/24/0600$10,031$0

11/27/0600$0$0

11/28/0600$29,873$125,564

11/29/0600$19,400$0

11/30/061993500$1,063,766$0

199,350019,050,413157,724,904

398,70019,050,415157,724,904

elsawu:BDMOW010

elsawu:mcs060

12

2006.12

12/1/06199,5000460,00070,873,583

12/4/0600160,0000

12/5/06009,9350

12/6/0600129,3500

12/7/060000

12/8/060010,0000

12/11/060079,7000

12/12/0600055,924

12/13/06198,600000

12/14/060040,0000

12/15/0600084,945,455

12/18/060000

12/19/0600100,0000

12/20/0600289,6200

12/21/06009,9050

12/22/060019,8100

12/25/060000

12/26/060029,7000

12/27/0600200,0000

12/28/0699,100000

12/29/0698,8000208,80070,667,975

596,00001,746,820226,542,937

1,192,0001,746,820226,542,937

398,70019,050,415157,724,904

1,192,0001,746,820226,542,937

22,387,935384,267,841

406,655,776

22,387,935384,267,841

elsawu:mcs060

elsawu:BDMOW010

1

Jan-07

1/2/070000

1/3/07395,200000

1/4/0700129,8900

1/5/070010,0000

1/8/070029,6400

1/9/070002,972,517

1/10/070000

1/11/0700448,2000

1/12/070029,64011,568,887

1/15/07009,88073,885,360

1/16/070005,945,616

1/17/070019,7600

1/18/070019,7200

1/19/070039,4400

1/22/070059,5800

1/23/070002,973,103

1/24/070039,3400

1/25/070000

1/26/0700727,81072,084,331

1/29/0700717,8400

1/30/070000

1/31/0700169,4900

395,20002,450,230169,429,814

50,269,577545,187,481

2

Feb-07

2/1/070039,7250

2/2/0700098,774

2/5/070000

2/6/070029,49049,360

2/7/070000

2/8/070019,6300

2/9/070029,46071,544,929

2/12/0700239,2800

2/13/07000305,740

2/14/0700128,96073,734,088

2/15/070079,7600

2/16/0700218,0750

2/26/0700078,761

2/27/070000

00784,380145,811,652

3

Mar-07

3/1/07000988,320

3/2/0700071,407,041

3/3/070000

3/5/0711,968,858000

3/6/07009,979,835276,308

3/7/07608,790019,6800

3/8/070000

3/9/07003,172,110198,188

3/12/070020,259,0240

3/13/070019,680216,986

3/14/070000

3/15/070050,000197,181

3/16/0700085,590,738

3/19/070000

3/20/070000

3/21/070000

3/22/070019,6800

3/23/070098,4000

3/26/0700315,780157,528

3/27/0700118,0800

3/28/070000

3/29/070000

3/30/07009,85070,913,725

12,577,648034,062,119229,946,015

4.USD

Apr-07

4/2/070029,5800

4/3/0700118,3200

4/4/070039,4401,046,955

4/9/070000

4/10/070029,860217,088

4/11/070019,7200

4/12/070020,0000

4/13/0700138,04012,030,691

4/14/070000

4/16/070059,16073,430,303

4/17/070019,7200

4/18/070029,5800

4/19/070000

4/20/070029,5800

4/23/070029,520157,602

4/24/070029,58068,369

4/25/070059,0000

4/26/070000

4/27/07203,5040207,24070,649,460

4/30/0700199,6000

203,50401,057,940157,600,468

52,897

4AUD

Apr-07

4/10/07002,150,0000

4/11/070000

4/12/070000

4/13/0700268,0000

4/14/070000

4/16/0700448,6900

4/17/0700331,7300

4/18/0700780,0000

4/19/070097,7050

4/20/0700292,6600

4/23/0700370,8210

4/24/0700166,1000

4/25/070097,4000

4/26/070038,9600

4/27/07009,740119,698

4/30/0700525,9600

005,577,766119,698

278,888

5.USD

May-07

5/2/07001,232,500198,350

5/3/0700394,4000

5/4/0700058,988

5/7/07009,8500

5/8/070098,500217,164

5/9/070029,5350

5/10/070000

5/11/070059,04011,985,257

5/14/07987,00001,015,5350

5/15/070019,6900

5/16/070030,00073,274,998

5/17/07009,840116,831

5/18/07009,84097,346

5/21/070019,660157,656

5/22/070000

5/23/07009,8400

5/24/0700196,500195,713

5/25/070007,048,222

5/28/070039,3000

5/29/0700167,0250

5/30/07000295,610

5/31/070029,4640

987,00003,370,51993,646,135

5.AUD

May-07

5/2/0700175,3200

5/3/070029,2200

5/4/0700155,8400

5/7/070058,9200

5/8/0700107,1400

5/9/070030,0000

5/10/0700980,000159,211

5/11/070000

5/14/070000

5/15/070058,44029,828

5/16/070029,2200

5/17/070029,2200

5/18/070000

5/21/070058,4400

5/22/0700175,3200

5/23/070019,4800

5/24/070087,6600

5/25/0700498,1800

5/28/0700179,480239,308

5/29/070019,4700

5/30/07009,7300

5/31/070000

002,701,080428,347

6.USD

Jun-07

6/1/0700016,730,554

6/4/0700074,704

6/5/070029,445217,272

6/6/070000

6/7/07000135,926

6/8/0700011,822,705

6/11/070029,3700

6/12/070019,5800

6/13/070019,5400

6/14/07009,755233,770

6/15/07000105,833,787

6/20/07001,073,6000

6/21/070058,5800

6/22/0700071,049,511

6/23/070000

6/25/0700137,0400

6/26/070000

6/27/0700811,700538,221

6/28/07009,80058,999

6/29/070001,128,700

002,198,410207,824,149

6.AUD

Jun-07

6/1/070000

6/4/070010,0000

6/5/0700107,0300

6/6/070000

6/7/0700107,0300

6/8/070038,9000

6/11/070029,130318,466

6/12/0700165,0700

6/13/0700116,2500

6/14/0700059,627

6/15/070000

6/20/0700126,1000

6/21/070027,36050,216

6/22/0700129,7000

6/23/070000

6/25/0700174,6150

6/26/07009,7000

6/27/07000119,621

6/28/070029,1000

6/29/070000

001,069,985547,930

7.USD

Jan-07

7/2/070039,200149,434

7/3/07000108,678

7/4/070019,6000

7/5/070019,6000

7/6/0700100,00033,275,836

7/9/070049,0500

7/10/0797,800029,26096,845

7/11/070000

7/12/070029,340233,848

7/13/070029,35512,030,475

7/16/07305,928039,22071,708,714

7/17/0700215,6000

7/18/070000

7/19/0700299,4000

7/20/07006,145,98133,042,866

7/23/070059,6160

7/24/070000

7/25/0798,500058,800683,612

7/26/0700196,4000

7/27/0700070,824,055

7/30/0798,7000229,075149,432

7/31/070000

600,92807,559,497222,303,795

7.AUD

Jul-07

7/2/0700970,0000

7/3/070038,8000

7/4/070087,3000

7/5/0700116,4000

7/6/0700300,7000

7/9/0700174,9000

7/10/07009,7000

7/11/0700810,400318,448

7/12/070019,4000

7/13/070048,5000

7/16/0700320,10029,799

7/17/0700261,9000

7/18/0700281,30518,975

7/19/070029,1000

7/20/07004,979,87529,100

7/23/070077,5550

7/24/0700125,9400

7/25/0700166,9600

7/26/070019,38098,421

7/27/0700184,11049,115

7/30/0700183,4800

7/31/070000

009,205,805543,858

39,442,949825,715,6995,577,7664,935,150

total7,565,7805,568,92931,877,169820,146,77003,839,1755,577,7661,095,975

usdaud

1197,60002,450,230130,285,8180000

200784,380109,669,9380000

36,182,580027,584,619173,217,4820000

4198,60001,057,940118,824,572005,577,766119,698

5987,0003,370,5190118,677,90602,701,0800428,347

602,198,4100169,471,05401,138,0950547,930

9601

(TWD)

096 / 01

7,365,767,623,1959,166,905,05593,528,4001,031,842,482,4097,205,749,144,4278,237,591,626,8368,237,591,626,836

1.

2.

096 / 01

197,6002,450,2302,647,8300130,285,818130,285,818132,933,648

1.

2.

&L&"Times New Roman,"&10[BDyos010]&C&R&10&"Times New Roman,"096 / 02 / 01 17:00&","&"Times New Roman," &P / &N &","

9602

(TWD)

096 / 02

2,439,344,198,9909,914,764,08435,692,999,06910,270,155,3390237,894,27001,858,794,0002,497,318,805,752354,911,865,8674,148,566,699,5874,503,478,565,4547,000,797,371,206

1.

2.

096 / 02

0784,380784,3800109,669,938109,669,938110,454,318

1.

2.


9603

(TWD)

096 / 03

7,725,355,500,62917,993,461,64524,252,646,35215,288,646,51803,568,849,401493,307,118301,107,4897,787,253,519,152758,265,276,7327,160,276,010,5267,918,541,287,25815,705,794,806,410

1.

2.

096 / 03

6,182,58027,584,61933,767,1990173,217,482173,217,482206,984,681

1.

2.


9604

(TWD)

096 / 04

4,806,035,925,50917,509,728,49718,069,005,4382,229,866,50601,217,549,7922,469,586,6552,736,611,4054,850,268,273,8021,300,723,926,5695,973,299,378,3307,274,023,304,89912,124,291,578,701

1.

2.

096 / 04

198,6001,057,9401,256,5400118,824,572118,824,572120,081,112

096 / 04

05,577,7665,577,7660119,698119,6985,697,464

1.

2.


9605

(TWD)

096 / 05

5,436,941,183,63712,610,700,94130,309,236,2117,878,447,87501,436,416,1321,625,825,028395,607,7415,491,197,417,5651,548,203,588,3676,273,560,496,7087,821,764,085,07513,312,961,502,640

1.

2.

096 / 05

987,0003,370,5194,357,5190118,677,906118,677,906123,035,425

096 / 05

02,701,0802,701,0800428,347428,3473,129,427

1.

2.


9606

(TWD)

096 / 06

2,891,823,399,22610,877,283,18427,131,494,08417,368,081,0920879,180,170434,134,2001,497,704,2702,950,011,276,2261,415,862,966,7616,019,313,471,4737,435,176,438,23410,385,187,714,460

1.

2.

096 / 06

02,198,4102,198,4100169,471,054169,471,054171,669,464

096 / 06

01,138,0951,138,0950547,930547,9301,686,025

1.

2.


9607

(TWD)

096 / 07

3,229,936,713,7407,674,310,94636,610,683,31211,901,186,15902,750,860,5943,770,080,3381,039,277,1243,293,683,112,2131,196,880,134,4976,577,845,512,9317,774,725,647,42811,068,408,759,641

1.

2.

096 / 07

590,5007,546,2048,136,7040183,998,566183,998,566192,135,270

096 / 07

09,205,8009,205,8000543,559543,5599,749,359

1.

2.


9608

(TWD)

096 / 08

3,324,117,093,2119,183,699,36821,512,107,4427,684,556,74903,327,421,5591,617,117,8701,178,737,2443,368,620,733,443900,214,225,9776,650,304,198,6027,550,518,424,57910,919,139,158,022

1.

2.

096 / 07

295,500712,7001,008,2000183,028,509183,028,509184,036,709

096 / 07

02,074,8622,074,86201,357,5651,357,5653,432,427

1.

2.


9609

(TWD)

096 / 09

2,535,744,561,3543,480,274,63011,847,589,01513,961,163,99301,272,995,6111,845,363,142604,658,9102,568,756,606,655429,244,843,1065,796,245,484,4096,225,490,327,5158,794,246,934,170

1.

2.

096 / 09

98,500386,065484,5650127,631,244127,631,244128,115,809

096 / 09

01,147,5801,147,58002,174,7482,174,7483,322,328

1.

2.


9610

(TWD)

096 / 10

3,062,069,012,3664,206,356,06620,820,888,058541,539,7390327,904,4532,250,608,85303,090,216,309,535770,034,962,8595,788,149,348,6046,558,184,311,4639,648,400,620,998

1.

2.

096 / 09

02,268,3052,268,3050215,489,064215,489,064217,757,369

096 / 09

08,095,8538,095,85301,196,4381,196,4389,292,291

1.

2.


BDyos010

(TWD)

096 / 11

2,533,671,778,7372,447,718,50918,064,709,604187,642,88304,879,412,018002,559,251,261,751803,385,769,2235,612,143,893,5526,415,529,662,7758,974,780,924,526

1.

2.

096 / 11

101,1001,480,5961,581,696075,606,88375,606,88377,188,579

096 / 11

01,524,2671,524,2670702,145702,1452,226,412

1.

2.


AAA100100BBB()TCBTWBTDR

(4)NYSEAMEXNASDAQ(7)(6)JASDAQ(1)(1)

ECBEWBECBEWB

-

43-6 ~8

-ECBEWB

-95/8/160950003874

- () SAWPCCS

-:5002,500500 :250

Sheet1

()

USD/ECUJPYAUD

0.010.0001%100,00010,000,000100,000

() /

0.01 0.0001% 10 1000 () ()

Sheet2

Sheet3

9:00~13:309:00~13:3014:00~15:00

: :2020

RP/RS (

00200000035

NettingT+313:30T+313:30T+313:30T+313:30

1,0001,500 150200 5,0005,000

Sheet1

USD/ECUJPYAUD

0.0001%10,0001,000,00010,000

Sheet2

Sheet3

Tran0693(B94)(B95)

-()

3.Euroclear1b. 1a. B6.2b. 2a. 5a.4.5b.BHSBC

() ()T13:30

2 MT103+MT202 ()()

http://siis.tse.com.tw/e_bond.htm

:41791141:201

14124196711()96121409604548060()10 101010101010101010

:

-1AA-(95/11/1~98/11/1) 250,000,00010,0004.85% 30360

-2AA(96/4/10~99/4/10) 308,000,00010,0006% ACT/ACT

-EuroBondActual/365Actual/360Actual/Actual30/36030e/360

-p=1000/f=2(semi-annually)c=6%1999/1/151999/7/15y1/m1/d1=1999/1/31y2/m2/d2=1999/3/31

-Actual/365ACT/3651/365(1/31~3/31=59)I=P x C x (m2/d2-m1/d1)/365 =1,000x6%x(59/365) =$9.7

-Actual/360LiborACT/360 1/360(1/31~3/31=59)I=P x C x (m2/d2-m1/d1)/360=1,000x6%x(59/360)=$9.83

-Actual/ActualACT/360 (1/),(1/15~7/15=181)D=f x (e2-e1) =2 x181 =36299/1/15~00/1/15=365 (1/31~3/31=59)I=P x C x (m2/d2-m1/d1) /D=1,000x6%x(59/362) =$9.78

-30/36030/360 1/360=(y2-y1)*360 + (m2-m1)*30 + (d2-d1)d1=31 d1 d1=30,d2=31 d1 >= 30d2 d2=30=(1999-1999)x360+(3-1)x30+(30-30)=60I=P x C x 60/360 =1,000x6%x(60/360)=$10

-30e/3601/360=(y2-y1)*360 + (m2-m1)*30 + (d2-d1)30/360,d1d2=(1999-1999)x360+(3-1)x30+(31-31)=60I=P x C x 60/360 =1,000x6%x(60/360) =$10

:1(96/6/1) (96/11/09)(96/11/2)

:2966109600257038 9661 09600257037 9661 09600257036

:3 2006/09/060950004197

2006/07/210950003442

:4(958160950003875(958160950003876(95810950130998(),(95810950130998

4381624

台灣國際債券市場簡介 96 年 12 月 15 日

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Transcript of 台灣國際債券市場簡介 96 年 12 月 15 日