7 July 2020
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 increased by 18%.SA gained the major portion or by 84% of total outright trading value , following by Govt and CORP bonds,respectively.Govt bonds yields increased by 0 to 7 bp.Govt clean price index ended lower by -19 bp and corp index (BBB up) closed lower by -4 bp.The most active issue was CB20O08B.

Trading & Outstanding valueMln. (THB)Chg.(%)
 Outstanding Value 13,471,218.66   -0.08  
 Number of issues 2,485  
 Total Trading Value 1,533,455.99   17.52  
   Outright/Cash Trading 94,243.61   72.16  
   Financing 1,439,071.04   15.12  
   Others 141.34   15604.4  
Price value of basis point (PVBP)BAHT
 PVBP of Government bond 480,858,520.27  


 
ThaiBMA Bond Index                                                                                                                      
TypeClean PriceGross PriceTotal ReturnAvg. YieldAvg. DurAvg. Convex
Government Bond 116.53 -0.19 116.78 -0.21 324.39 -0.51 1.82   10.04   198.62  
    Group 1 ( 1 < TTM <=3 ) 75.10 -0.01 75.29 -0.01 212.87 -0.02 0.50   2.13   5.98  
    Group 2 ( 3 < TTM <= 7 ) 113.43 -0.07 113.61 -0.23 306.11 -0.17 0.88   4.67   25.97  
    Group 3 ( 7 < TTM <= 10 ) 148.86 -0.16 149.27 -0.15 411.64 -0.41 1.29   7.46   64.45  
    Group 4 ( 10 < TTM ) 196.97 -0.55 197.26 -0.53 548.12 -1.48 2.06   16.07   380.64  
    Group 5 (<= 10) 94.56 -0.05 94.82 -0.1 260.08 -0.13 0.99   4.39   28.31  
SOE (G) Bond Index 105.78 -0.09 106.40 -0.09 180.66 -0.14 1.26   3.88   26.18  
SOE (NG) Bond Index 113.59 -0.19 114.38 -0.18 200.23 -0.32 1.99   6.02   62.13  
Corporate Bond Index (BBB up) 103.51 -0.04 104.21 -0.03 245.49 -0.08 2.72   2.40   12.69  
Corporate Bond Index (BBB+ up) 104.18 -0.04 104.89 -0.03 247.71 -0.08 2.72   2.40   12.71  
 
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.  CB20O08B SA 0.00000   08-Oct-20 0.25   0.419410   99.895545   24,413.47  
2.  CB21708A SA 0.00000   08-Jul-21 1.00   0.491962   99.512117   20,010.89  
3.  CB20721A SA 0.00000   21-Jul-20 0.04   0.385542   99.985458   7,958.84  
4.  CB21107B SA 0.00000   07-Jan-21 0.50   0.463654   99.769342   4,443.73  
5.  CB20716B SA 0.00000   16-Jul-20 0.02   0.370029   99.992904   3,437.76  
 
 
 
 Market News
 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 |   >
Found 50185 headlines
No. Date/Time Headlines
1.       07-Jul-20 17:34     TRIS RATING DOWNGRADES COMPANY RATING ON “LVMCS” TO “BB” FROM “BB+”, WITH “NEGATIVE” OUTLOOK
2.       07-Jul-20 17:32     TRIS RATING DOWNGRADES COMPANY RATING ON “LVMC” TO “BB” FROM “BB+”, WITH “NEGATIVE” OUTLOOK
3.       07-Jul-20 17:28     TRIS RATING AFFIRMS COMPANY RATING ON “AH” AT “BBB+” AND REVISES OUTLOOK TO “NEGATIVE” FROM “STABLE”
4.       07-Jul-20 14:20     TRIS RATING ASSIGNS “AAA” AND “T1+” RATINGS TO GUARANTEED DEBT UNDER THB130 BILLION THAI BAHT DEBENT
5.       07-Jul-20 12:01     Central Bank Bill Auction Results: CB20O08B, CB21107B, CB21708A (update)
6.       07-Jul-20 09:18     แจ้งเผยแพร่หนังสือเชิญประชุมผู้ถือหุ้นกู้ PSL211A ครั้งที่ 1/2563 บนเว็บไซต์ของบริษัทฯ
7.       03-Jul-20 17:13     TRIS RATING ASSIGNS “AA-/STABLE” RATING TO SENIOR UNSECURED DEBT WORTH UP TO THB5,000 MILLION OF “GP
8.       03-Jul-20 13:25     การใช้สิทธิไถ่ถอนหุ้นกู้ (รุ่น TLUXE198A) บางส่วน (แก้ไขเพิ่มเติม)
9.       03-Jul-20 11:21     Treasury Bill Auction Results: TB21106A
10.       03-Jul-20 10:30     YUANTA informs to partially redeem YUANTA20731A on July 03, 2020.
11.       02-Jul-20 14:00     CHO has announced the terms and conditions change on CHO212A.
12.       02-Jul-20 10:30     YUANTA informs to partially redeem YUANTA20731A on July 02, 2020.
13.       02-Jul-20 10:30     การใช้สิทธิไถ่ถอนหุ้นกู้ (รุ่น TLUXE198A) บางส่วน
14.       02-Jul-20 09:50     Central Bank Bill Auction Results: CB20721A
15.       02-Jul-20 09:00     MBK informs to partially redeem MBK20DA on June 29, 2020.
 
 
Disclamer