30 October 2026
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 15%.Govt gained the major portion or by 60% of total outright trading value , following by SA and CORP bonds,respectively.Govt bonds yields fluctuated within a range of -4 to 13 bp.Govt clean price index ended higher by 19 bp and corp index (BBB up) closed higher by 5 bp.The most active issue was LB27NA.

Trading & Outstanding valueMln. (THB)Chg.(%)
 Outstanding Value 18,446,289.64   0.04  
 Number of issues 2,789  
 Total Trading Value 1,351,434.62   -15.38  
   Outright/Cash Trading 91,435.63   -33.91  
   Financing 1,259,547.37   -13.65  
   Others 451.62   379.07  
Price value of basis point (PVBP)BAHT
 PVBP of Government bond 657,801,110.38  


 
ThaiBMA Bond Index                                                                                                                      
TypeClean PriceGross PriceTotal ReturnAvg. YieldAvg. DurAvg. Convex
Government Bond 105.97 0.19 106.92 0.2 351.47 0.65 2.63   8.18   141.77  
    Group 1 ( 1 < TTM <=3 ) 71.18 0.02 71.69 0.03 232.45 0.09 1.24   1.90   4.93  
    Group 2 ( 3 < TTM <= 7 ) 106.86 0.1 107.70 0.11 340.09 0.34 1.62   4.27   22.28  
    Group 3 ( 7 < TTM <= 10 ) 139.60 0.53 140.65 0.54 460.14 1.77 2.03   7.88   70.66  
    Group 4 ( 10 < TTM ) 172.25 0.44 174.25 0.46 584.39 1.54 2.97   14.54   312.48  
    Group 5 (<= 10) 89.22 0.11 89.85 0.12 287.80 0.38 1.73   3.81   24.25  
SOE (G) Bond Index 102.92 0.08 103.55 0.08 202.11 0.16 1.97   4.61   33.60  
SOE (NG) Bond Index 110.10 0.1 110.84 0.11 232.74 0.24 2.49   5.43   46.97  
Corporate Bond Index (BBB up) 107.99 0.05 108.61 0.06 239.96 0.13 2.54   3.03   16.42  
Corporate Bond Index (BBB+ up) 108.34 0.05 108.98 0.06 239.70 0.14 2.50   3.09   16.93  
 
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.  LB27NA GB 2.40000   17-Nov-27 1.05   1.043909   101.385742   15,145.57  
2.  CBF26N16B SA 1.04584   16-Nov-26 0.05   0.985228   100.002406   5,165.92  
3.  LB313A GB 1.34000   17-Mar-31 4.38   1.537786   99.172697   4,200.89  
4.  LB286A GB 2.65000   17-Jun-28 1.63   1.160889   102.379555   4,080.13  
5.  CBF26N30A SA 1.04564   30-Nov-26 0.08   0.972100   100.005913   4,079.06  
 
 
 
 Market News
< 1781 | 1782 | 1783 | 1784 | 1785 | 1786 | 1787 | 1788 | 1789 | 1790 |   >
Found 66507 headlines
No. Date/Time Headlines
26836.       27-Nov-17 13:26     BE  of  LHBANK to be registered on November 27, 2017
26837.       27-Nov-17 13:07     BAY27NB has been changed the issued size
26838.       24-Nov-17 15:42     SASST19NA is registered with ThaiBMA on November 24, 2017
26839.       24-Nov-17 14:57     DB of  ASK to be registered on November 24, 2017
26840.       24-Nov-17 14:57     DB of  ICBCTL to be registered on November 24, 2017
26841.       24-Nov-17 14:56     BE  of  KTC to be registered on November 24, 2017
26842.       24-Nov-17 14:56     BE  of  ROJNA to be registered on November 24, 2017
26843.       24-Nov-17 14:56     BE  of  SG to be registered on November 24, 2017
26844.       24-Nov-17 14:55     BE  of  EASY BUY to be registered on November 24, 2017
26845.       24-Nov-17 14:55     BE  of  KGI to be registered on November 24, 2017
26846.       24-Nov-17 14:55     BE  of  KGI to be registered on November 24, 2017
26847.       24-Nov-17 14:54     BE  of  ASP to be registered on November 24, 2017
26848.       24-Nov-17 13:11     TRIS Rating Affirms Ratings of “DAD SPV's” Debentures at “AAA(sf)”
26849.       24-Nov-17 13:11     TRIS Rating Affirms Ratings of “DAD SPV's” Debentures at “AAA(sf)”
26850.       24-Nov-17 13:11     TRIS Rating Affirms Ratings of “DAD SPV's” Debentures at “AAA(sf)”
 
 
Disclamer