17 May 2019
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 15%.SA gained the major portion or by 63% of total outright trading value , following by Govt and CP bonds,respectively.Govt bonds yields increased by 0 to 2 bp.Govt clean price index ended lower by -4 bp while corp index (BBB up) closed unchanged by 0 bp.The most active issue was LB28DA.

Trading & Outstanding valueMln. (THB)Chg.(%)
 Outstanding Value 13,077,620.96   0.26  
 Number of issues 2,733  
 Total Trading Value 901,641.20   -15.44  
   Outright/Cash Trading 69,728.63   -47.37  
   Financing 831,912.58   -10.91  
   Others 0.00   n.a.  
Price value of basis point (PVBP)BAHT
 PVBP of Government bond 393,048,971.67  


 
ThaiBMA Bond Index                                                                                                                      
TypeClean PriceGross PriceTotal ReturnAvg. YieldAvg. DurAvg. Convex
Government Bond 105.21 -0.04 106.58 -0.03 283.16 -0.08 2.94   8.80   159.85  
    Group 1 ( 1 < TTM <=3 ) 74.61 0.00 75.48 0.01 203.90 0.02 1.83   2.01   5.49  
    Group 2 ( 3 < TTM <= 7 ) 109.49 -0.07 110.68 -0.06 285.77 -0.15 2.06   4.09   20.67  
    Group 3 ( 7 < TTM <= 10 ) 138.82 -0.11 140.34 -0.1 370.78 -0.26 2.37   7.23   61.13  
    Group 4 ( 10 < TTM ) 164.98 -0.05 167.37 -0.03 444.45 -0.08 3.18   14.26   312.36  
    Group 5 (<= 10) 91.17 -0.04 92.25 -0.03 242.18 -0.09 2.17   3.97   24.83  
SOE (G) Bond Index 102.22 -0.04 103.04 -0.04 169.36 -0.06 2.45   3.50   22.50  
SOE (NG) Bond Index 107.96 -0.08 108.75 -0.08 183.83 -0.11 2.96   5.73   58.29  
Corporate Bond Index (BBB up) 103.38 0.00 104.07 0.00 236.42 0.01 2.91   2.46   12.44  
Corporate Bond Index (BBB+ up) 103.91 0.00 104.60 0.00 238.23 0.01 2.91   2.46   12.44  
 
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.  LB28DA GB 2.87500   17-Dec-28 9.59   2.444483   103.657371   5,823.51  
2.  CB19606C SA 0.00000   06-Jun-19 0.05   1.755682   99.933630   4,041.32  
3.  LB326A GB 3.77500   25-Jun-32 13.12   2.777611   110.888775   4,000.96  
4.  CB20312A SA 0.00000   12-Mar-20 0.82   1.800372   98.562508   3,306.77  
5.  CB19523B SA 0.00000   23-May-19 0.02   1.736892   99.984212   3,027.52  
 
 
 
 Market News
 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 |   >
Found 46214 headlines
No. Date/Time Headlines
1.       17-May-19 14:56     DB of MK to be registered on May 17, 2019
2.       17-May-19 14:05     AP235A has been registered with ThaiBMA on May 17, 2019
3.       17-May-19 13:44     DB of KK to be registered on May 17, 2019
4.       17-May-19 13:44     DB of KK to be registered on May 17, 2019
5.       17-May-19 13:43     BE  of THANI to be registered on May 17, 2019
6.       17-May-19 09:41     MBTH225A has been registered with ThaiBMA on May 17, 2019
7.       17-May-19 09:39     ASK225A has been registered with ThaiBMA on May 17, 2019
8.       17-May-19 09:28     SUPER215A has been registered with ThaiBMA on May 17, 2019
9.       17-May-19 09:09     SIRI225A has been registered with ThaiBMA on May 17, 2019
10.       17-May-19 09:05     BE  of SIRI to be registered on May 17, 2019
11.       17-May-19 09:05     BE  of TFG to be registered on May 17, 2019
12.       17-May-19 09:04     BE  of MBKET to be registered on May 17, 2019
13.       17-May-19 09:04     BE  of MTC to be registered on May 17, 2019
14.       17-May-19 09:04     BE  of MTC to be registered on May 17, 2019
15.       17-May-19 09:02     BE  of EA to be registered on May 17, 2019
 
 
Disclamer