29 October 2026
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 26%.SA gained the major portion or by 60% of total outright trading value , following by Govt and CORP bonds,respectively.Govt bonds yields fluctuated within a range of -7 to 11 bp.Govt clean price index ended higher by 26 bp and corp index (BBB up) closed higher by 13 bp.The most active issue was CBF27505A.

Trading & Outstanding valueMln. (THB)Chg.(%)
 Outstanding Value 18,438,887.04   0.03  
 Number of issues 2,778  
 Total Trading Value 1,597,092.90   -25.93  
   Outright/Cash Trading 138,358.92   60.42  
   Financing 1,458,639.72   -29.44  
   Others 94.27   -96.16  
Price value of basis point (PVBP)BAHT
 PVBP of Government bond 656,232,302.40  


 
ThaiBMA Bond Index                                                                                                                      
TypeClean PriceGross PriceTotal ReturnAvg. YieldAvg. DurAvg. Convex
Government Bond 105.78 0.26 106.73 0.26 350.82 0.87 2.65   8.17   141.15  
    Group 1 ( 1 < TTM <=3 ) 71.16 0.04 71.66 0.04 232.36 0.14 1.25   1.90   4.94  
    Group 2 ( 3 < TTM <= 7 ) 106.76 0.21 107.59 0.22 339.74 0.69 1.65   4.27   22.29  
    Group 3 ( 7 < TTM <= 10 ) 139.07 0.47 140.11 0.48 458.37 1.56 2.08   7.88   70.63  
    Group 4 ( 10 < TTM ) 171.81 0.63 173.79 0.65 582.85 2.18 2.99   14.51   311.24  
    Group 5 (<= 10) 89.11 0.14 89.74 0.15 287.43 0.47 1.76   3.81   24.22  
SOE (G) Bond Index 102.85 0.21 103.47 0.21 201.94 0.42 1.98   4.61   33.60  
SOE (NG) Bond Index 110.00 0.24 110.73 0.21 232.50 0.52 2.51   5.43   46.95  
Corporate Bond Index (BBB up) 107.94 0.13 108.55 0.11 239.83 0.31 2.55   3.03   16.38  
Corporate Bond Index (BBB+ up) 108.29 0.14 108.91 0.11 239.56 0.32 2.51   3.08   16.89  
 
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.  CBF27505A SA 1.04793   05-May-27 0.50   0.952165   100.048541   35,016.99  
2.  BOTF286A SA 1.04550   29-Jun-28 1.67   1.039635   100.014353   12,594.05  
3.  CBF26N16B SA 1.04609   16-Nov-26 0.05   0.987910   100.002345   9,616.48  
4.  LB365A GB 1.84000   17-May-36 9.56   2.099142   97.762523   7,474.87  
5.  CBF26N30A SA 1.04626   30-Nov-26 0.09   0.977503   100.005570   6,839.12  
 
 
 
 Market News
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Found 66505 headlines
No. Date/Time Headlines
22291.       16-Nov-18 14:16     DB of NCAP to be registered on November 16, 2018
22292.       16-Nov-18 14:11     BE  of TISCOG to be registered on November 16, 2018
22293.       16-Nov-18 14:01     BE  of THANI to be registered on November 16, 2018
22294.       16-Nov-18 14:01     BE  of THANI to be registered on November 16, 2018
22295.       16-Nov-18 14:01     BE  of THANI to be registered on November 16, 2018
22296.       16-Nov-18 14:01     BE  of THANI to be registered on November 16, 2018
22297.       16-Nov-18 14:00     BE  of MBKET to be registered on November 16, 2018
22298.       16-Nov-18 14:00     BE  of MBKET to be registered on November 16, 2018
22299.       16-Nov-18 10:41     THANI20NB has been registered with ThaiBMA on November 16, 2018
22300.       16-Nov-18 10:29     DB of MK to be registered on November 16, 2018
22301.       16-Nov-18 10:28     BE  of KTC to be registered on November 16, 2018
22302.       16-Nov-18 10:28     BE  of KTC to be registered on November 16, 2018
22303.       16-Nov-18 10:27     BE  of BTSG to be registered on November 16, 2018
22304.       16-Nov-18 10:27     BE  of BTSG to be registered on November 16, 2018
22305.       16-Nov-18 10:27     BE  of BTSG to be registered on November 16, 2018
 
 
Disclamer