31 August 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 increased by 11%.Govt gained the major portion or by 47% of total outright trading value , following by SA and CORP bonds,respectively.Govt bonds yields fluctuated within a range of -1 to 2 bp.Govt clean price index ended lower by -6 bp and corp index (BBB up) closed lower by -4 bp.The most active issue was LB27NA.

Trading & Outstanding valueMln. (THB)Chg.(%)
 Outstanding Value 18,245,801.99   0.1  
 Number of issues 2,738  
 Total Trading Value 1,479,253.95   10.7  
   Outright/Cash Trading 45,693.71   -15.38  
   Financing 1,433,363.91   11.78  
   Others 196.32   n.a.  
Price value of basis point (PVBP)BAHT
 PVBP of Government bond 665,338,972.25  


 
ThaiBMA Bond Index                                                                                                                      
TypeClean PriceGross PriceTotal ReturnAvg. YieldAvg. DurAvg. Convex
Government Bond 106.08 -0.06 106.76 -0.06 350.24 -0.18 2.63   8.35   145.87  
    Group 1 ( 1 < TTM <=3 ) 71.35 -0.02 71.90 -0.01 232.02 -0.04 1.22   1.99   5.33  
    Group 2 ( 3 < TTM <= 7 ) 106.97 -0.05 107.58 -0.04 339.09 -0.14 1.62   4.38   23.36  
    Group 3 ( 7 < TTM <= 10 ) 139.06 -0.22 139.92 -0.21 456.65 -0.69 2.08   7.98   72.45  
    Group 4 ( 10 < TTM ) 172.55 -0.11 173.69 -0.09 582.32 -0.3 2.97   14.74   320.15  
    Group 5 (<= 10) 89.25 -0.05 89.82 -0.05 286.80 -0.15 1.74   3.91   25.00  
SOE (G) Bond Index 102.73 -0.07 103.24 -0.07 201.03 -0.13 2.00   4.36   31.92  
SOE (NG) Bond Index 109.85 -0.11 110.64 -0.11 231.16 -0.21 2.53   5.41   46.95  
Corporate Bond Index (BBB up) 108.00 -0.04 108.72 -0.04 238.66 -0.07 2.55   3.01   16.36  
Corporate Bond Index (BBB+ up) 108.36 -0.04 109.10 -0.04 238.46 -0.07 2.51   3.07   16.87  
 
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 1.21   1.096534   101.550236   4,141.20  
2.  CB26910A SA 0.00000   10-Sep-26 0.03   0.954243   99.976152   3,713.11  
3.  LB293A GB 2.40000   17-Mar-29 2.55   1.257759   102.834861   3,042.37  
4.  CBF27111A SA 1.04402   11-Jan-27 0.36   1.012020   100.012965   3,004.89  
5.  TB27224A TB 0.00000   24-Feb-27 0.48   0.940000   99.548785   2,389.17  
 
 
 
 Market News
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Found 66361 headlines
No. Date/Time Headlines
29071.       31-May-17 15:42     S-T debentures  of  KK to be registered on May 31, 2017
29072.       31-May-17 15:41     BE  of  THANI to be registered on May 31, 2017
29073.       31-May-17 15:41     BE  of  TSFC to be registered on May 31, 2017
29074.       31-May-17 15:40     BE  of  LIT to be registered on May 31, 2017
29075.       31-May-17 15:40     BE  of  MTLS to be registered on May 31, 2017
29076.       31-May-17 15:39     BE  of  LHBANK to be registered on May 31, 2017
29077.       31-May-17 15:39     BE  of  LHBANK to be registered on May 31, 2017
29078.       31-May-17 15:39     BE  of  LHBANK to be registered on May 31, 2017
29079.       31-May-17 15:33     BE  of  JMART to be registered on May 31, 2017
29080.       31-May-17 15:32     BE  of  CWTTH to be registered on May 31, 2017
29081.       31-May-17 15:32     BE  of  GRAND to be registered on May 31, 2017
29082.       31-May-17 15:31     BE  of  BRR to be registered on May 31, 2017
29083.       31-May-17 14:03     BEC225A is registered with ThaiBMA on May 31, 2017
29084.       31-May-17 11:09     แจ้งไถ่ถอนก่อนกำหนดของหุ้นกู้ของบริษัท อิตาเลียนไทย ดีเวล๊อปเมนต์ จำกัด (มหาชน)
29085.       30-May-17 15:23     S-T debentures  of  KK to be registered on May 30, 2017
 
 
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