13 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 decreased by 13%.SA gained the major portion or by 52% of total outright trading value , following by Govt and CP bonds,respectively.Govt bonds yields increased by 0 to 18 bp.Govt clean price index ended lower by -11 bp and corp index (BBB up) closed lower by -7 bp.The most active issue was CB26D11B.

Trading & Outstanding valueMln. (THB)Chg.(%)
 Outstanding Value 18,431,451.33   0.21  
 Number of issues 2,768  
 Total Trading Value 1,206,007.77   -13.26  
   Outright/Cash Trading 79,713.17   -48.75  
   Financing 1,121,753.45   -8.79  
   Others 4,541.16   -8.48  
Price value of basis point (PVBP)BAHT
 PVBP of Government bond 663,614,418.55  


 
ThaiBMA Bond Index                                                                                                                      
TypeClean PriceGross PriceTotal ReturnAvg. YieldAvg. DurAvg. Convex
Government Bond 106.24 -0.11 107.30 -0.11 352.69 -0.35 2.60   8.17   142.01  
    Group 1 ( 1 < TTM <=3 ) 71.14 -0.04 71.72 -0.04 232.56 -0.12 1.24   1.87   4.84  
    Group 2 ( 3 < TTM <= 7 ) 106.95 -0.12 107.89 -0.11 340.70 -0.36 1.60   4.23   21.96  
    Group 3 ( 7 < TTM <= 10 ) 140.47 -0.33 141.65 -0.32 463.38 -1.06 1.95   7.85   70.14  
    Group 4 ( 10 < TTM ) 172.95 -0.18 175.16 -0.17 587.44 -0.56 2.95   14.55   313.24  
    Group 5 (<= 10) 89.34 -0.1 90.06 -0.09 288.46 -0.3 1.68   3.77   23.96  
SOE (G) Bond Index 102.99 -0.11 103.62 -0.1 202.40 -0.2 1.95   4.63   33.64  
SOE (NG) Bond Index 110.43 -0.13 111.26 -0.15 233.68 -0.26 2.44   5.41   46.82  
Corporate Bond Index (BBB up) 108.08 -0.07 108.72 -0.06 240.46 -0.13 2.50   3.05   16.54  
Corporate Bond Index (BBB+ up) 108.43 -0.07 109.09 -0.06 240.20 -0.13 2.46   3.10   17.06  
 
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.  CB26D11B SA 0.00000   11-Dec-26 0.08   0.837493   99.940607   5,171.93  
2.  CB26N26A SA 0.00000   26-Nov-26 0.04   0.844795   99.976000   4,379.95  
3.  CBF26N30A SA 1.04597   30-Nov-26 0.05   0.995880   100.002026   4,127.76  
4.  CBF26D14B SA 1.04597   14-Dec-26 0.08   0.947280   100.007744   4,094.31  
5.  LB313A GB 1.34000   17-Mar-31 4.34   1.522724   99.242628   3,542.74  
 
 
 
 Market News
< 2111 | 2112 | 2113 | 2114 | 2115 | 2116 | 2117 | 2118 | 2119 | 2120 |   >
Found 66549 headlines
No. Date/Time Headlines
31681.       13-Dec-16 15:31     BE  of  KTC to be registered on December 13, 2016
31682.       13-Dec-16 15:31     BE  of  KTC to be registered on December 13, 2016
31683.       13-Dec-16 15:31     BE  of  LALIN to be registered on December 13, 2016
31684.       13-Dec-16 15:31     BE  of  LH to be registered on December 13, 2016
31685.       13-Dec-16 15:31     BE  of  LH to be registered on December 13, 2016
31686.       13-Dec-16 15:30     BE  of  EASY BUY to be registered on December 13, 2016
31687.       13-Dec-16 11:57     KTB announces the fixed deposit rates.
31688.       13-Dec-16 10:30     BoT Bond Auction Results
31689.       13-Dec-16 10:30     BoT Bond Auction Results
31690.       13-Dec-16 10:30     BoT Bond Auction Results
31691.       09-Dec-16 16:21     S-T debentures  of  ASK to be registered on December 09, 2016
31692.       09-Dec-16 15:26     Cash flow of  CPN171A has been changed.
31693.       09-Dec-16 13:16     BE  of  TRT to be registered on December 09, 2016
31694.       09-Dec-16 13:16     S-T debentures  of  KK to be registered on December 09, 2016
31695.       09-Dec-16 13:16     PSL206A is  registered with ThaiBMA on December 9, 2016
 
 
Disclamer