22 May 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 increased by 8%.SA gained the major portion or by 42% of total outright trading value , following by Govt and CORP bonds,respectively.Govt bonds yields fluctuated within a range of -3 to 1 bp.Govt clean price index ended higher by 9 bp and corp index (BBB up) closed higher by 2 bp.The most active issue was CB26618B.

Trading & Outstanding valueMln. (THB)Chg.(%)
 Outstanding Value 18,245,565.90   0.06  
 Number of issues 2,757  
 Total Trading Value 1,451,372.28   7.69  
   Outright/Cash Trading 57,341.95   -28.87  
   Financing 1,393,710.94   10.33  
   Others 319.39   -91.63  
Price value of basis point (PVBP)BAHT
 PVBP of Government bond 634,267,202.01  


 
ThaiBMA Bond Index                                                                                                                      
TypeClean PriceGross PriceTotal ReturnAvg. YieldAvg. DurAvg. Convex
Government Bond 104.40 0.09 105.47 0.1 342.18 0.32 2.81   8.18   141.70  
    Group 1 ( 1 < TTM <=3 ) 71.41 0.02 71.81 0.03 230.58 0.09 1.32   1.97   5.30  
    Group 2 ( 3 < TTM <= 7 ) 106.43 0.06 107.38 0.07 335.13 0.21 1.73   4.18   21.25  
    Group 3 ( 7 < TTM <= 10 ) 136.48 0.07 137.63 0.08 445.43 0.26 2.28   7.61   66.55  
    Group 4 ( 10 < TTM ) 167.40 0.26 169.74 0.28 560.19 0.91 3.15   14.27   304.41  
    Group 5 (<= 10) 88.77 0.04 89.45 0.04 283.41 0.13 1.88   3.75   23.13  
SOE (G) Bond Index 102.25 0.06 102.84 0.06 198.92 0.12 2.12   4.44   33.35  
SOE (NG) Bond Index 108.22 0.08 109.08 0.09 226.00 0.18 2.81   5.43   47.45  
Corporate Bond Index (BBB up) 107.48 0.02 108.11 0.03 235.35 0.06 2.74   2.94   15.78  
Corporate Bond Index (BBB+ up) 107.84 0.02 108.49 0.03 235.17 0.06 2.69   3.00   16.28  
 
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.  CB26618B SA 0.00000   18-Jun-26 0.07   0.858570   99.937041   3,332.90  
2.  LB276A GB 1.00000   17-Jun-27 1.07   1.136034   99.858261   2,998.42  
3.  CBF26615B SA 1.17569   15-Jun-26 0.07   0.997039   100.003178   2,762.54  
4.  CB26618A SA 0.00000   18-Jun-26 0.07   0.857506   99.940901   2,404.58  
5.  LB294A GB 1.19000   17-Apr-29 2.91   1.449873   99.263799   1,982.83  
 
 
 
 Market News
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Found 65884 headlines
No. Date/Time Headlines
27226.       19-Sep-17 09:09     BE  of  THANI to be registered on September 19, 2017
27227.       19-Sep-17 09:09     BE  of  THANI to be registered on September 19, 2017
27228.       19-Sep-17 09:08     BE  of  KTC to be registered on September 19, 2017
27229.       19-Sep-17 09:08     BE  of  LHBANK to be registered on September 19, 2017
27230.       19-Sep-17 09:08     BE  of  LHBANK to be registered on September 19, 2017
27231.       18-Sep-17 15:05     TRIS Rating Assigns “A/Stable” Rating to Senior Unsecured Debt Worth Up to Bt500 Million of “MAJOR”
27232.       18-Sep-17 14:43     BE  of  LHBANK to be registered on September 18, 2017
27233.       18-Sep-17 14:15     BBL22DA has been exercised call option on December 7, 2017
27234.       18-Sep-17 14:03     บริษัท เมเจอร์ ซีนีเพล็กซ์ กรุ้ป จำกัด (มหาชน)  คาดว่าเสนอขายหุ้นกู้  500 ลบ. ดอกเบี้ย 2.49 % ต่อปี
27235.       18-Sep-17 13:08     S-T debentures  of  TISCO to be registered on September 18, 2017
27236.       18-Sep-17 13:07     BE  of  WHA to be registered on September 18, 2017
27237.       18-Sep-17 13:07     BE  of  WHA to be registered on September 18, 2017
27238.       18-Sep-17 13:07     S-T debentures  of  ASK to be registered on September 18, 2017
27239.       18-Sep-17 13:07     S-T debentures  of  ASK to be registered on September 18, 2017
27240.       18-Sep-17 13:05     BE  of  TISCOG to be registered on September 18, 2017
 
 
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