1 September 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 11%.SA gained the major portion or by 72% of total outright trading value , following by Govt and CORP bonds,respectively.Govt bonds yields increased by 0 to 3 bp.Govt clean price index ended lower by -19 bp and corp index (BBB up) closed lower by -6 bp.The most active issue was CB26D03A.

Trading & Outstanding valueMln. (THB)Chg.(%)
 Outstanding Value 18,246,237.39   0.00  
 Number of issues 2,735  
 Total Trading Value 1,319,947.59   -10.77  
   Outright/Cash Trading 156,889.85   243.35  
   Financing 1,159,544.32   -19.1  
   Others 3,513.42   1689.64  
Price value of basis point (PVBP)BAHT
 PVBP of Government bond 663,443,587.78  


 
ThaiBMA Bond Index                                                                                                                      
TypeClean PriceGross PriceTotal ReturnAvg. YieldAvg. DurAvg. Convex
Government Bond 105.88 -0.19 106.58 -0.19 349.63 -0.61 2.65   8.33   145.54  
    Group 1 ( 1 < TTM <=3 ) 71.32 -0.03 71.87 -0.03 231.94 -0.08 1.23   1.99   5.32  
    Group 2 ( 3 < TTM <= 7 ) 106.89 -0.08 107.51 -0.08 338.85 -0.24 1.64   4.38   23.33  
    Group 3 ( 7 < TTM <= 10 ) 138.77 -0.29 139.64 -0.28 455.74 -0.91 2.10   7.98   72.36  
    Group 4 ( 10 < TTM ) 171.99 -0.56 173.15 -0.54 580.50 -1.82 2.99   14.73   319.83  
    Group 5 (<= 10) 89.18 -0.08 89.75 -0.07 286.58 -0.22 1.76   3.90   24.95  
SOE (G) Bond Index 102.62 -0.11 103.13 -0.11 200.82 -0.21 2.02   4.35   31.85  
SOE (NG) Bond Index 109.70 -0.15 110.46 -0.18 230.86 -0.3 2.55   5.41   46.87  
Corporate Bond Index (BBB up) 107.94 -0.06 108.66 -0.06 238.56 -0.1 2.57   3.01   16.35  
Corporate Bond Index (BBB+ up) 108.31 -0.06 109.04 -0.06 238.35 -0.11 2.53   3.07   16.86  
 
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.  CB26D03A SA 0.00000   03-Dec-26 0.25   0.945136   99.765270   61,929.29  
2.  BOT275A SA 1.61000   26-May-27 0.73   1.096078   100.365557   8,790.34  
3.  LB273A GB 2.25000   17-Mar-27 0.54   1.034667   100.642767   8,182.17  
4.  LB27NA GB 2.40000   17-Nov-27 1.21   1.112542   101.526884   3,364.96  
5.  LB283A GB 5.67000   13-Mar-28 1.53   1.145912   106.831047   2,805.57  
 
 
 
 Market News
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Found 66361 headlines
No. Date/Time Headlines
31051.       11-Jan-17 14:57     BE  of  A to be registered on January 11, 2017
31052.       11-Jan-17 14:57     BE  of  BRR to be registered on January 11, 2017
31053.       11-Jan-17 13:27     THANI201A is registered with ThaiBMA on January 11, 2017
31054.       11-Jan-17 13:25     ปรับมูลค่ายุติธรรมของตราสารหนี้ที่ออกโดย บมจ.อินเตอร์ ฟาร์อีสท์ เอ็นเนอร์ยี่ คอร์ปอเรชั่น
31055.       10-Jan-17 14:07     BE  of  KGI to be registered on January 10, 2017
31056.       10-Jan-17 11:10     S-T debentures  of  KK to be registered on January 10, 2017
31057.       10-Jan-17 10:30     BE  of  TTCL to be registered on January 10, 2017
31058.       10-Jan-17 10:30     BoT Bond Auction Results
31059.       10-Jan-17 10:30     BoT Bond Auction Results
31060.       10-Jan-17 10:30     BoT Bond Auction Results
31061.       10-Jan-17 10:29     BE  of  PL to be registered on January 10, 2017
31062.       10-Jan-17 10:29     BE  of  SAMCO to be registered on January 10, 2017
31063.       09-Jan-17 15:53     BE  of  ESC to be registered on January 09, 2017
31064.       09-Jan-17 15:53     BE  of  ESC to be registered on January 09, 2017
31065.       09-Jan-17 10:48     Treasury Bill Auction Results
 
 
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