26 July 2024
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 8%.Govt gained the major portion or by 35% of total outright trading value , following by T-Bill and SA bonds,respectively.Govt bonds yields decreased by -3 to 0 bp.Govt clean price index ended higher by 17 bp and corp index (BBB up) closed higher by 3 bp.The most active issue was TB25129A.

Trading & Outstanding valueMln. (THB)Chg.(%)
 Outstanding Value 17,003,886.60   0.22  
 Number of issues 3,019  
 Total Trading Value 1,338,885.05   7.53  
   Outright/Cash Trading 87,198.30   45.12  
   Financing 1,251,176.42   5.6  
   Others 510.34   191.91  
Price value of basis point (PVBP)BAHT
 PVBP of Government bond 571,233,685.96  


 
ThaiBMA Bond Index                                                                                                                      
TypeClean PriceGross PriceTotal ReturnAvg. YieldAvg. DurAvg. Convex
Government Bond 103.14 0.17 103.50 0.18 321.76 0.55 3.00   8.17   137.08  
    Group 1 ( 1 < TTM <=3 ) 70.76 0.01 71.02 0.02 219.35 0.05 2.31   2.23   6.39  
    Group 2 ( 3 < TTM <= 7 ) 105.00 0.06 105.48 0.07 314.68 0.21 2.37   4.35   22.78  
    Group 3 ( 7 < TTM <= 10 ) 135.29 0.19 135.67 0.2 420.74 0.63 2.54   7.32   61.75  
    Group 4 ( 10 < TTM ) 165.41 0.52 165.98 0.53 524.51 1.69 3.22   14.30   298.29  
    Group 5 (<= 10) 87.87 0.05 88.18 0.06 267.97 0.17 2.43   3.85   23.46  
SOE (G) Bond Index 100.05 0.08 100.63 0.08 187.14 0.16 2.68   4.26   32.02  
SOE (NG) Bond Index 105.44 0.09 106.24 0.1 209.36 0.2 3.33   5.92   57.60  
Corporate Bond Index (BBB up) 105.89 0.03 106.57 0.04 217.95 0.09 3.50   2.94   16.45  
Corporate Bond Index (BBB+ up) 106.19 0.03 106.88 0.04 217.79 0.09 3.49   2.96   16.64  
 
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.  TB25129A TB 0.00000   29-Jan-25 0.50   2.380680   98.827130   23,172.00  
2.  CB24O24A SA 0.00000   24-Oct-24 0.25   2.327104   99.450332   4,567.75  
3.  LB256A GB 0.95000   17-Jun-25 0.89   2.361780   98.775528   4,244.39  
4.  TIDLOR24816A CP 0.00000   16-Aug-24 0.06   2.600000   99.850634   3,894.17  
5.  LB296A GB 4.87500   22-Jun-29 4.91   2.370000   111.503097   3,338.31  
 
 
 
 Market News
 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 |   >
Found 59615 headlines
No. Date/Time Headlines
1.       26-Jul-24 16:24     ข้อมูลสำคัญทางการเงิน ของ PTTC ไตรมาสที่ 1/2023 (แก้ไข)
2.       26-Jul-24 16:15     ข้อมูลสำคัญทางการเงิน ของ PTTC งบปี/2022 (แก้ไข)
3.       26-Jul-24 14:13     TRIS Rating Assigns “A-” Rating to Senior Unsecured Debt Worth Up to THB5 Billion and Additional Greenshoe Portion Worth Up to THB3 Billion of “BEM”, with “Stable” Outlook
4.       26-Jul-24 14:13     TRIS Rating Assigns “A-” Rating to Senior Unsecured Debt Worth Up to THB5 Billion and Additional Greenshoe Portion Worth Up to THB3 Billion of “BEM”, with “Stable” Outlook
5.       26-Jul-24 14:13     TRIS Rating Assigns “A-” Rating to Senior Unsecured Debt Worth Up to THB5 Billion and Additional Greenshoe Portion Worth Up to THB3 Billion of “BEM”, with “Stable” Outlook
6.       26-Jul-24 14:13     TRIS Rating Assigns “A-” Rating to Senior Unsecured Debt Worth Up to THB5 Billion and Additional Greenshoe Portion Worth Up to THB3 Billion of “BEM”, with “Stable” Outlook
7.       26-Jul-24 14:13     TRIS Rating Assigns “A-” Rating to Senior Unsecured Debt Worth Up to THB5 Billion and Additional Greenshoe Portion Worth Up to THB3 Billion of “BEM”, with “Stable” Outlook
8.       26-Jul-24 14:13     TRIS Rating Assigns “A-” Rating to Senior Unsecured Debt Worth Up to THB5 Billion and Additional Greenshoe Portion Worth Up to THB3 Billion of “BEM”, with “Stable” Outlook
9.       26-Jul-24 14:13     TRIS Rating Assigns “A-” Rating to Senior Unsecured Debt Worth Up to THB5 Billion and Additional Greenshoe Portion Worth Up to THB3 Billion of “BEM”, with “Stable” Outlook
10.       26-Jul-24 14:13     TRIS Rating Assigns “A-” Rating to Senior Unsecured Debt Worth Up to THB5 Billion and Additional Greenshoe Portion Worth Up to THB3 Billion of “BEM”, with “Stable” Outlook
11.       26-Jul-24 14:13     TRIS Rating Assigns “A-” Rating to Senior Unsecured Debt Worth Up to THB5 Billion and Additional Greenshoe Portion Worth Up to THB3 Billion of “BEM”, with “Stable” Outlook
12.       26-Jul-24 14:13     TRIS Rating Assigns “A-” Rating to Senior Unsecured Debt Worth Up to THB5 Billion and Additional Greenshoe Portion Worth Up to THB3 Billion of “BEM”, with “Stable” Outlook
13.       26-Jul-24 14:13     TRIS Rating Assigns “A-” Rating to Senior Unsecured Debt Worth Up to THB5 Billion and Additional Greenshoe Portion Worth Up to THB3 Billion of “BEM”, with “Stable” Outlook
14.       26-Jul-24 14:13     TRIS Rating Assigns “A-” Rating to Senior Unsecured Debt Worth Up to THB5 Billion and Additional Greenshoe Portion Worth Up to THB3 Billion of “BEM”, with “Stable” Outlook
15.       26-Jul-24 14:13     TRIS Rating Assigns “A-” Rating to Senior Unsecured Debt Worth Up to THB5 Billion and Additional Greenshoe Portion Worth Up to THB3 Billion of “BEM”, with “Stable” Outlook
 
 
Disclamer