19 July 2018
Service Manager :  Sineerat (0-2257-0357 # 301)
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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 8%.SA gained the major portion or by 82% of total outright trading value , following by Govt and CP bonds,respectively.Govt bonds yields increased by 0 to 3 bp.Govt clean price index ended lower by -16 bp and corp index (BBB up) closed lower by -5 bp.The most active issue was BOT213A.

Trading & Outstanding valueMln. (THB)Chg.(%)
 Outstanding Value 12,148,982.95   0.15  
 Number of issues 2,859  
 Total Trading Value 1,036,211.48   -7.68  
   Outright/Cash Trading 92,179.98   10.91  
   Financing 941,964.23   -9.36  
   Others 2,067.27   1994.92  
Price value of basis point (PVBP)BAHT
 PVBP of Government bond 349,138,728.31  


 
ThaiBMA Bond Index                                                                                                                      
TypeClean PriceGross PriceTotal ReturnAvg. YieldAvg. DurAvg. Convex
Government Bond 103.66 -0.16 104.09 -0.15 271.13 -0.4 3.15   8.73   158.27  
    Group 1 ( 1 < TTM <=3 ) 75.78 -0.05 76.58 -0.04 200.49 -0.1 1.78   1.89   4.93  
    Group 2 ( 3 < TTM <= 7 ) 109.10 -0.16 109.51 -0.15 277.79 -0.39 2.15   3.96   18.78  
    Group 3 ( 7 < TTM <= 10 ) 136.55 -0.27 137.13 -0.26 355.32 -0.67 2.62   7.16   59.72  
    Group 4 ( 10 < TTM ) 159.47 -0.3 159.96 -0.28 417.09 -0.74 3.44   14.65   328.47  
    Group 5 (<= 10) 91.25 -0.12 91.70 -0.11 235.74 -0.29 2.33   4.11   25.53  
SOE (G) Bond Index 102.07 -0.07 102.97 -0.06 165.13 -0.1 2.56   3.39   22.46  
SOE (NG) Bond Index 107.38 -0.11 108.41 -0.12 177.78 -0.16 3.08   5.77   60.00  
Corporate Bond Index (BBB up) 103.86 -0.05 104.87 -0.05 230.50 -0.08 2.63   2.04   9.07  
Corporate Bond Index (BBB+ up) 104.39 -0.05 105.40 -0.05 232.27 -0.08 2.63   2.05   9.11  
 
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.  BOT213A SA 1.62000   12-Mar-21 2.65   2.021782   98.964851   20,599.99  
2.  CB18D27A SA 0.00000   27-Dec-18 0.44   1.451798   99.374877   8,039.43  
3.  CB18O18B SA 0.00000   18-Oct-18 0.25   1.364540   99.662527   5,003.06  
4.  CB18906A SA 0.00000   06-Sep-18 0.13   1.375449   99.825304   4,338.41  
5.  CB18D06B SA 0.00000   06-Dec-18 0.38   1.428921   99.467529   4,028.43  
 
 
 
 Market News
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Found 42545 headlines
No. Date/Time Headlines
1.       19-Jul-18 17:11     TRIS RATING ASSIGNS “A-/STABLE” RATING TO SENIOR UNSECURED DEBT WORTH UP TO BT2,750 MILLION OF “CK”
2.       19-Jul-18 17:11     TRIS RATING ASSIGNS “A-/STABLE” RATING TO SENIOR UNSECURED DEBT WORTH UP TO BT2,750 MILLION OF “CK”
3.       19-Jul-18 17:11     TRIS RATING ASSIGNS “A-/STABLE” RATING TO SENIOR UNSECURED DEBT WORTH UP TO BT2,750 MILLION OF “CK”
4.       19-Jul-18 17:11     TRIS RATING ASSIGNS “A-/STABLE” RATING TO SENIOR UNSECURED DEBT WORTH UP TO BT2,750 MILLION OF “CK”
5.       19-Jul-18 17:11     TRIS RATING ASSIGNS “A-/STABLE” RATING TO SENIOR UNSECURED DEBT WORTH UP TO BT2,750 MILLION OF “CK”
6.       19-Jul-18 17:11     TRIS RATING ASSIGNS “A-/STABLE” RATING TO SENIOR UNSECURED DEBT WORTH UP TO BT2,750 MILLION OF “CK”
7.       19-Jul-18 17:11     TRIS RATING ASSIGNS “A-/STABLE” RATING TO SENIOR UNSECURED DEBT WORTH UP TO BT2,750 MILLION OF “CK”
8.       19-Jul-18 17:11     TRIS RATING ASSIGNS “A-/STABLE” RATING TO SENIOR UNSECURED DEBT WORTH UP TO BT2,750 MILLION OF “CK”
9.       19-Jul-18 17:11     TRIS RATING ASSIGNS “A-/STABLE” RATING TO SENIOR UNSECURED DEBT WORTH UP TO BT2,750 MILLION OF “CK”
10.       19-Jul-18 17:11     TRIS RATING ASSIGNS “A-/STABLE” RATING TO SENIOR UNSECURED DEBT WORTH UP TO BT2,750 MILLION OF “CK”
11.       19-Jul-18 17:11     TRIS RATING ASSIGNS “A-/STABLE” RATING TO SENIOR UNSECURED DEBT WORTH UP TO BT2,750 MILLION OF “CK”
12.       19-Jul-18 17:11     TRIS RATING ASSIGNS “A-/STABLE” RATING TO SENIOR UNSECURED DEBT WORTH UP TO BT2,750 MILLION OF “CK”
13.       19-Jul-18 17:11     TRIS RATING ASSIGNS “A-/STABLE” RATING TO SENIOR UNSECURED DEBT WORTH UP TO BT2,750 MILLION OF “CK”
14.       19-Jul-18 17:11     TRIS RATING ASSIGNS “A-/STABLE” RATING TO SENIOR UNSECURED DEBT WORTH UP TO BT2,750 MILLION OF “CK”
15.       19-Jul-18 17:11     TRIS RATING ASSIGNS “A-/STABLE” RATING TO SENIOR UNSECURED DEBT WORTH UP TO BT2,750 MILLION OF “CK”
 
 
Disclamer