11 November 2025
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 2%.SA gained the major portion or by 69% of total outright trading value , following by Govt and T-Bill bonds,respectively.Govt bonds yields increased by 0 to 6 bp.Govt clean price index ended lower by -18 bp and corp index (BBB up) closed lower by -9 bp.The most active issue was CB26212A.

Trading & Outstanding valueMln. (THB)Chg.(%)
 Outstanding Value 17,849,803.12   0.02  
 Number of issues 2,801  
 Total Trading Value 1,263,270.14   -2.27  
   Outright/Cash Trading 136,980.32   120.99  
   Financing 1,123,718.77   -8.67  
   Others 2,571.05   1042.84  
Price value of basis point (PVBP)BAHT
 PVBP of Government bond 742,547,815.03  


 
ThaiBMA Bond Index                                                                                                                      
TypeClean PriceGross PriceTotal ReturnAvg. YieldAvg. DurAvg. Convex
Government Bond 111.43 -0.18 112.54 -0.17 359.97 -0.56 2.13   9.10   172.13  
    Group 1 ( 1 < TTM <=3 ) 71.62 -0.04 72.11 -0.03 228.53 -0.1 1.41   1.82   4.55  
    Group 2 ( 3 < TTM <= 7 ) 107.74 -0.09 108.77 -0.08 334.69 -0.25 1.55   4.30   22.70  
    Group 3 ( 7 < TTM <= 10 ) 142.36 -0.33 143.61 -0.32 458.71 -1.02 1.75   7.63   66.82  
    Group 4 ( 10 < TTM ) 190.82 -0.47 192.99 -0.45 628.03 -1.48 2.28   15.21   343.34  
    Group 5 (<= 10) 90.06 -0.08 90.85 -0.08 283.84 -0.24 1.60   3.77   22.57  
SOE (G) Bond Index 103.89 -0.13 104.49 -0.13 199.84 -0.24 1.80   4.37   33.62  
SOE (NG) Bond Index 111.32 -0.18 112.16 -0.17 229.11 -0.34 2.37   5.75   53.60  
Corporate Bond Index (BBB up) 107.97 -0.09 108.61 -0.08 232.28 -0.17 2.72   2.97   16.30  
Corporate Bond Index (BBB+ up) 108.37 -0.09 109.02 -0.09 232.23 -0.17 2.67   3.02   16.80  
 
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.  CB26212A SA 0.00000   12-Feb-26 0.25   1.203122   99.700963   65,463.65  
2.  LB29NA GB 2.50000   17-Nov-29 4.02   1.505925   103.855269   4,386.72  
3.  LB27NA GB 2.40000   17-Nov-27 2.02   1.406657   101.964763   3,752.18  
4.  TB26506A TB 0.00000   06-May-26 0.48   1.224000   99.416575   3,479.58  
5.  LB456A GB 2.98000   17-Jun-45 19.61   2.356002   109.741826   3,388.74  
 
 
 
 Market News
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Found 64912 headlines
No. Date/Time Headlines
16366.       28-Nov-19 09:22     Bill of Exchange of EASY BUY to be registered on November 28, 2019
16367.       27-Nov-19 12:02     Loan Bond Auction Results: LB24DB (update)
16368.       27-Nov-19 11:16     Debenture of ASK to be registered on November 27, 2019
16369.       27-Nov-19 10:31     Plan and Progress Report in Solving C Caution
16370.       27-Nov-19 10:30     YUANTA informs to partially redeem YUANTA19N29A on November 27, 2019.
16371.       27-Nov-19 10:24     Bill of Exchange of SC to be registered on November 27, 2019
16372.       27-Nov-19 08:54     QH22NA has been registered with ThaiBMA on November 27, 2019
16373.       26-Nov-19 14:10     Debenture of ICBCTL to be registered on November 26, 2019
16374.       26-Nov-19 11:19     Bill of Exchange of THANI to be registered on November 26, 2019
16375.       26-Nov-19 11:18     ICBCTL228A and ICBCTL22NA has been registered with ThaiBMA on November 26, 2019
16376.       26-Nov-19 10:16     Central Bank Bill Auction Results: CB20227B, CB20528A
16377.       26-Nov-19 09:31     Bill of Exchange of MTC to be registered on November 26, 2019
16378.       25-Nov-19 13:18     Explanation of the resolution of the debenture holders' meeting no.2/2019 (TLUXE205A) (Additional 2)
16379.       25-Nov-19 13:10     Bill of Exchange of THANI to be registered on November 25, 2019
16380.       25-Nov-19 09:33     Bill of Exchange of SAWAD to be registered on November 25, 2019
 
 
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