5 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 7%.Govt gained the major portion or by 75% of total outright trading value , following by SA and CORP bonds,respectively.Govt bonds yields fluctuated within a range of -7 to 12 bp.Govt clean price index ended higher by 28 bp and corp index (BBB up) closed higher by 12 bp.The most active issue was LB313A.

Trading & Outstanding valueMln. (THB)Chg.(%)
 Outstanding Value 18,409,671.61   -0.23  
 Number of issues 2,779  
 Total Trading Value 1,345,268.07   -6.95  
   Outright/Cash Trading 126,245.93   39  
   Financing 1,215,106.46   -10.18  
   Others 3,915.68   83.97  
Price value of basis point (PVBP)BAHT
 PVBP of Government bond 661,783,407.13  


 
ThaiBMA Bond Index                                                                                                                      
TypeClean PriceGross PriceTotal ReturnAvg. YieldAvg. DurAvg. Convex
Government Bond 106.29 0.28 107.28 0.29 352.65 0.95 2.60   8.19   141.94  
    Group 1 ( 1 < TTM <=3 ) 71.20 0.02 71.73 0.03 232.60 0.1 1.21   1.88   4.86  
    Group 2 ( 3 < TTM <= 7 ) 106.95 0.11 107.83 0.12 340.51 0.37 1.60   4.26   22.14  
    Group 3 ( 7 < TTM <= 10 ) 140.35 0.67 141.45 0.68 462.74 2.22 1.96   7.87   70.49  
    Group 4 ( 10 < TTM ) 173.13 0.75 175.22 0.76 587.64 2.55 2.94   14.54   312.36  
    Group 5 (<= 10) 89.35 0.13 90.02 0.14 288.33 0.44 1.69   3.80   24.19  
SOE (G) Bond Index 103.16 0.23 103.80 0.23 202.65 0.45 1.92   4.65   33.91  
SOE (NG) Bond Index 110.50 0.3 111.29 0.31 233.68 0.66 2.42   5.43   47.06  
Corporate Bond Index (BBB up) 108.10 0.12 108.73 0.12 240.34 0.29 2.50   3.04   16.50  
Corporate Bond Index (BBB+ up) 108.46 0.13 109.10 0.12 240.08 0.3 2.46   3.09   17.01  
 
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.  LB313A GB 1.34000   17-Mar-31 4.36   1.524958   99.229038   23,431.40  
2.  LB27NA GB 2.40000   17-Nov-27 1.03   1.035213   101.384006   12,936.64  
3.  LB463A GB 3.22000   17-Mar-46 19.38   2.924665   104.351617   7,803.04  
4.  LB365A GB 1.84000   17-May-36 9.54   2.004792   98.576557   4,682.88  
5.  LB299A GB 1.30000   17-Sep-29 2.87   1.305262   99.990223   4,274.88  
 
 
 
 Market News
< 3361 | 3362 | 3363 | 3364 | 3365 | 3366 | 3367 | 3368 | 3369 | 3370 |   >
Found 66521 headlines
No. Date/Time Headlines
50416.       04-Apr-12 16:37     BE of AYCAL to be registered on April 4, 2012
50417.       04-Apr-12 16:36     S-T debentures of KTB to be registered on April 4 , 2012.
50418.       04-Apr-12 16:36     BE of KTC to be registered on April 4 and 11, 2012.
50419.       04-Apr-12 16:35     PN of BBTM to be registered on April 4, 2012
50420.       04-Apr-12 16:35     BBTM informs to exercise put option on April 4, 2012
50421.       04-Apr-12 16:27     TISCO134A is registered with ThaiBMA on April 4, 2012
50422.       04-Apr-12 13:24     Loan Bonds Auction Results
50423.       04-Apr-12 11:10     Issuer name of SCC164A  is changed
50424.       04-Apr-12 10:24     BoT Bonds Auction Result
50425.       03-Apr-12 17:23     TRIS Rating affirms the company rating and issue rating of PTTEP at 'AAA
50426.       03-Apr-12 16:33     STN of DBSVT will be registered on April 4, 2012
50427.       03-Apr-12 16:33     BE of SPALI will be registered on April 4, 2012
50428.       03-Apr-12 16:33     BE of ASK to be registered on April 3 and 4, 2012.
50429.       03-Apr-12 16:32     BE of ITD to be registered on April 4, 2012.
50430.       03-Apr-12 16:32     BE of DA to be registered on April 12, 2012
 
 
Disclamer