11 November 2026
Service Manager :  Sineerat (0-2257-0357 # 301)
  Home > ASEAN Bond Market  
 
Bond Market Overview
 
Background
The Thai bond market has grown rapidly in recent years after the 1997's economic crisis. To help support cash-strapped financial institutions, in June1998 the government issued government bonds for the first time in the decade. The total amount of government bonds issued under this program was THB 500 billion and this has opened a new era for the Thai bond market. The government continued to issue bonds since then with the primary objective to finance budget deficit resulted from the crisis. The substantial amount of new government bonds coupled with successively downtrend of interest rates have contributed to the robust of the bond market as evidenced by a significant increase in both market size and trading volume. The outstanding value of total bond market increased from THB 547 billion in 1996 to 498 issues worth THB 1,507 billion at the end of 2001. Trading volume in the secondary market rose from a daily average of only THB 822 million in 1996 to THB 6,472 million in 2001.
Remark: 1. Data excludes FX Bond.
2. The yield on Inflation-linked bond is a real yield to maturity.

Market Wrap up
Total trading value increased by 6%.Govt gained the major portion or by 62% of total outright trading value , following by SA and CORP bonds,respectively.Govt bonds yields fluctuated within a range of 1 to 22 bp.Govt clean price index ended lower by -21 bp and corp index (BBB up) closed lower by -8 bp.The most active issue was LB556A.

Trading & Outstanding valueMln. (THB)Chg.(%)
 Outstanding Value 18,391,288.28   -0.02  
 Number of issues 2,768  
 Total Trading Value 1,467,151.86   5.88  
   Outright/Cash Trading 106,403.00   -22.66  
   Financing 1,358,679.29   9.06  
   Others 2,069.57   -11.71  
Price value of basis point (PVBP)BAHT
 PVBP of Government bond 664,140,011.55  


 
ThaiBMA Bond Index                                                                                                                      
TypeClean PriceGross PriceTotal ReturnAvg. YieldAvg. DurAvg. Convex
Government Bond 106.50 -0.21 107.54 -0.2 353.49 -0.66 2.57   8.18   141.82  
    Group 1 ( 1 < TTM <=3 ) 71.22 0.01 71.78 0.02 232.76 0.05 1.19   1.86   4.80  
    Group 2 ( 3 < TTM <= 7 ) 107.17 -0.03 108.10 -0.02 341.34 -0.06 1.55   4.24   22.02  
    Group 3 ( 7 < TTM <= 10 ) 141.14 -0.1 142.30 -0.09 465.51 -0.3 1.89   7.86   70.31  
    Group 4 ( 10 < TTM ) 173.47 -0.79 175.64 -0.77 589.06 -2.59 2.93   14.52   311.90  
    Group 5 (<= 10) 89.53 -0.02 90.23 -0.01 289.01 -0.04 1.63   3.79   24.14  
SOE (G) Bond Index 103.22 -0.16 103.85 -0.16 202.83 -0.31 1.90   4.64   33.78  
SOE (NG) Bond Index 110.64 -0.2 111.48 -0.19 234.09 -0.41 2.40   5.42   46.90  
Corporate Bond Index (BBB up) 108.20 -0.08 108.84 -0.07 240.69 -0.15 2.47   3.05   16.59  
Corporate Bond Index (BBB+ up) 108.56 -0.08 109.21 -0.07 240.43 -0.16 2.43   3.11   17.11  
 
Top 5 Most Active Bond                                                                                                                  
 BondType/
Issue Rating
Coupon Rate
(%)
Maturity
Date
TTM
(Years)
Last
Exec.Yield(%)
Weight
Avg.Price(%)
Trading Value
(THB mln.)
1.  LB556A GB 4.00000   17-Jun-55 28.62   3.145648   116.026158   8,050.28  
2.  LB299A GB 1.30000   17-Sep-29 2.85   1.303818   99.994276   7,701.17  
3.  LB365A GB 1.84000   17-May-36 9.52   1.931604   99.207995   5,968.50  
4.  CBF26D28A SA 1.04596   28-Dec-26 0.13   0.965446   100.009265   5,558.68  
5.  CB27211A SA 0.00000   11-Feb-27 0.25   0.765546   99.809632   5,439.62  
 
 
 
 Market News
< 1631 | 1632 | 1633 | 1634 | 1635 | 1636 | 1637 | 1638 | 1639 | 1640 |   >
Found 66544 headlines
No. Date/Time Headlines
24451.       14-Jun-18 13:41     BE  of  BTSG to be registered on June 14, 2018
24452.       14-Jun-18 13:38     BE  of  BSL to be registered on June 14, 2018
24453.       14-Jun-18 13:38     BE  of  BSL to be registered on June 14, 2018
24454.       14-Jun-18 10:00     J19DA has been registered with ThaiBMA on June 14, 2018
24455.       14-Jun-18 10:00     WIIK196A has been registered with ThaiBMA on June 14, 2018
24456.       14-Jun-18 09:57     Loan Bonds Auction Results: BOT205A
24457.       14-Jun-18 09:15     Notice of buy back: THB10 million of UMI197A on May 28, 2018.
24458.       14-Jun-18 09:14     Notice of buy back: THB 20 million of UMI197A on May 25, 2018.
24459.       13-Jun-18 13:21     DB of  ICBCTL to be registered on June 13, 2018
24460.       13-Jun-18 13:20     BE  of  LHBANK to be registered on June 13, 2018
24461.       13-Jun-18 13:20     BE  of  SG to be registered on June 13, 2018
24462.       13-Jun-18 13:19     BE  of  KTC to be registered on June 13, 2018
24463.       13-Jun-18 13:19     BE  of  KTC to be registered on June 13, 2018
24464.       13-Jun-18 13:18     BE  of  KGI to be registered on June 13, 2018
24465.       13-Jun-18 09:20     JCKD206A has been registered with ThaiBMA on June 13, 2018
 
 
Disclamer