20 October 2017
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 19%.SA gained the major portion or by 73% of total outright trading value , following by Govt and CORP bonds,respectively.Govt bonds yields fluctuated within a range of -1 to 2 bp.Govt clean price index ended lower by -1 bp and corp index (BBB up) closed lower by -2 bp.The most active issue was CB17D07A.

Trading & Outstanding valueMln. (THB)Chg.(%)
 Outstanding Value 11,179,042.15   0.21  
 Number of issues 2,815  
 Total Trading Value 1,015,863.03   -18.98  
   Outright/Cash Trading 67,007.55   -27.49  
   Financing 948,855.49   -18.28  
   Others 0.00   -100  
Price value of basis point (PVBP)BAHT
 PVBP of Government bond 344,884,222.48  


 
ThaiBMA Bond Index                                                                                                                      
TypeClean PriceGross PriceTotal ReturnAvg. YieldAvg. DurAvg. Convex
Government Bond 107.97 -0.01 109.10 0.00 275.04 -0.01 2.74   8.82   162.40  
    Group 1 ( 1 < TTM <=3 ) 77.41 -0.01 78.26 0.00 199.07 -0.01 1.44   1.85   4.66  
    Group 2 ( 3 < TTM <= 7 ) 111.78 -0.03 112.74 -0.02 277.83 -0.06 1.76   4.30   22.14  
    Group 3 ( 7 < TTM <= 10 ) 140.82 -0.05 142.38 -0.04 357.58 -0.09 2.21   7.25   61.41  
    Group 4 ( 10 < TTM ) 169.48 0.01 171.43 0.03 431.29 0.07 3.03   14.67   331.10  
    Group 5 (<= 10) 93.57 -0.03 94.47 -0.02 235.58 -0.04 1.89   4.04   24.50  
SOE (G) Bond Index 104.11 -0.03 104.79 -0.02 164.64 -0.03 2.17   3.81   26.21  
SOE (NG) Bond Index 110.47 -0.03 111.32 -0.02 178.14 -0.04 2.53   5.33   51.73  
Corporate Bond Index (BBB up) 105.25 -0.02 106.14 -0.04 227.15 -0.01 2.46   2.44   11.97  
Corporate Bond Index (BBB+ up) 105.79 -0.02 106.68 -0.04 228.90 -0.01 2.45   2.45   12.06  
 
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.  CB17D07A SA 0.00000   07-Dec-17 0.13   1.119768   99.867306   5,865.21  
2.  CB18906A SA 0.00000   06-Sep-18 0.88   1.390375   98.807139   3,227.04  
3.  CB18208A SA 0.00000   08-Feb-18 0.30   1.165657   99.661650   2,820.42  
4.  CB17N07A SA 0.00000   07-Nov-17 0.04   1.093173   99.958373   2,797.83  
5.  LB25DA GB 3.85000   12-Dec-25 8.15   2.189565   112.299959   2,686.41  
 
 
 
 Market News
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Found 39032 headlines
No. Date/Time Headlines
1.       20-Oct-17 15:56     BE of  BTSG to be registered on October 20, 2017
2.       20-Oct-17 15:51     DB of  ITD to be registered on October 20, 2017
3.       20-Oct-17 15:26     BE of  JMART to be registered on October 20, 2017
4.       20-Oct-17 15:14     BE of  GRAND to be registered on October 20, 2017
5.       20-Oct-17 15:14     DB of  TISCO to be registered on October 20, 2017
6.       20-Oct-17 15:13     BE of  SC to be registered on October 20, 2017
7.       20-Oct-17 15:12     DB of  KK to be registered on October 20, 2017
8.       20-Oct-17 15:04     BE of  THANI to be registered on October 20, 2017
9.       20-Oct-17 15:03     DB of  TRUE to be registered on October 20, 2017
10.       20-Oct-17 14:59     DB of  ASK to be registered on October 20, 2017
11.       20-Oct-17 14:56     BE of  KGI to be registered on October 20, 2017
12.       20-Oct-17 14:55     BE of  EB to be registered on October 20, 2017
13.       20-Oct-17 14:54     BE of  MTLS to be registered on October 20, 2017
14.       20-Oct-17 14:54     BE of  BSL to be registered on October 20, 2017
15.       20-Oct-17 14:31     GUNKUL19OB is registered with ThaiBMA on October 20, 2017
 
 
Disclamer