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
31171.       30-Nov-16 15:53     BE  of  LALIN to be registered on November 30, 2016
31172.       30-Nov-16 15:51     BE  of  AMG to be registered on November 30, 2016
31173.       30-Nov-16 15:51     BE  of  BTSG to be registered on November 30, 2016
31174.       30-Nov-16 15:51     BE  of  BTSG to be registered on November 30, 2016
31175.       30-Nov-16 13:51     KTC21NA, KTC23NA, KTC26NA are registered with ThaiBMA on November 30, 2016
31176.       30-Nov-16 13:51     KTC21NA, KTC23NA, KTC26NA are registered with ThaiBMA on November 30, 2016
31177.       30-Nov-16 13:51     KTC21NA, KTC23NA, KTC26NA are registered with ThaiBMA on November 30, 2016
31178.       30-Nov-16 13:50     CPALL16PA is registered with ThaiBMA on November 30, 2016
31179.       30-Nov-16 12:00     TRT185A is registered with ThaiBMA on November 30, 2016
31180.       30-Nov-16 11:29     Loan Bonds Auction Results: LB466A
31181.       29-Nov-16 16:23     MBSF21NA is registered with ThaiBMA on November 29, 2016
31182.       29-Nov-16 14:07     QH19NA is registered with ThaiBMA on November 29, 2016
31183.       29-Nov-16 13:43     S-T debentures  of  KK to be registered on November 29, 2016
31184.       29-Nov-16 13:43     S-T debentures  of  TISCO to be registered on November 29, 2016
31185.       29-Nov-16 13:42     S-T debentures  of  ASK to be registered on November 29, 2016
 
 
Disclamer