18 November 2025
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%.SA gained the major portion or by 62% of total outright trading value , following by Govt and CORP bonds,respectively.Govt bonds yields fluctuated within a range of -7 to 2 bp.Govt clean price index ended higher by 31 bp and corp index (BBB up) closed higher by 12 bp.The most active issue was CB26219A.

Trading & Outstanding valueMln. (THB)Chg.(%)
 Outstanding Value 17,917,370.67   -0.04  
 Number of issues 2,811  
 Total Trading Value 1,384,239.59   11.24  
   Outright/Cash Trading 121,668.45   74.97  
   Financing 1,262,571.14   7.47  
   Others 0.00   -100  
Price value of basis point (PVBP)BAHT
 PVBP of Government bond 754,073,796.41  


 
ThaiBMA Bond Index                                                                                                                      
TypeClean PriceGross PriceTotal ReturnAvg. YieldAvg. DurAvg. Convex
Government Bond 112.23 0.31 113.33 0.31 362.71 1.01 2.05   9.12   172.67  
    Group 1 ( 1 < TTM <=3 ) 71.71 0.02 72.11 0.03 228.91 0.09 1.34   1.81   4.48  
    Group 2 ( 3 < TTM <= 7 ) 108.22 0.19 109.16 0.2 336.35 0.61 1.44   4.28   22.56  
    Group 3 ( 7 < TTM <= 10 ) 143.40 0.49 144.72 0.5 462.24 1.6 1.65   7.62   66.63  
    Group 4 ( 10 < TTM ) 192.99 0.81 195.26 0.83 635.42 2.7 2.21   15.24   344.28  
    Group 5 (<= 10) 90.38 0.13 91.11 0.14 284.98 0.43 1.50   3.77   22.51  
SOE (G) Bond Index 104.40 0.2 104.99 0.2 200.89 0.39 1.69   4.37   33.65  
SOE (NG) Bond Index 112.07 0.29 112.91 0.3 230.76 0.61 2.25   5.78   53.82  
Corporate Bond Index (BBB up) 108.32 0.12 108.93 0.13 233.16 0.27 2.61   3.00   16.54  
Corporate Bond Index (BBB+ up) 108.72 0.12 109.34 0.13 233.12 0.28 2.56   3.05   17.06  
 
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.  CB26219A SA 0.00000   19-Feb-26 0.25   1.219854   99.696794   52,631.93  
2.  LB353A GB 2.41000   17-Mar-35 9.33   1.669815   106.373353   6,811.39  
3.  LB303A GB 1.66000   17-Mar-30 4.33   1.410076   101.050263   5,380.97  
4.  LB456A GB 2.98000   17-Jun-45 19.59   2.244663   111.591310   4,910.74  
5.  CBF26511A SA 1.62605   11-May-26 0.48   1.507060   100.023184   2,623.51  
 
 
 
 Market News
< 2161 | 2162 | 2163 | 2164 | 2165 | 2166 | 2167 | 2168 | 2169 | 2170 |   >
Found 64976 headlines
No. Date/Time Headlines
32461.       02-Aug-16 11:45     BE  of  AREEYA to be registered on August 02, 2016
32462.       02-Aug-16 10:56     BoT Bond Auction Results
32463.       02-Aug-16 10:56     BoT Bond Auction Results
32464.       02-Aug-16 10:56     BoT Bond Auction Results
32465.       01-Aug-16 15:05     CK19NA has been exercised call option on August 21, 2016
32466.       01-Aug-16 15:04     CK182A has been exercised call option on August 21, 2016
32467.       01-Aug-16 14:32     SPW238A is registered with ThaiBMA on August 1, 2016
32468.       01-Aug-16 14:31     PTG198A is registered with ThaiBMA on August 1, 2016
32469.       01-Aug-16 13:33     STN   of  DBSV to be registered on August 01, 2016
32470.       01-Aug-16 13:33     STN   of  DBSV to be registered on August 01, 2016
32471.       01-Aug-16 13:33     STN   of  DBSV to be registered on August 01, 2016
32472.       01-Aug-16 13:32     S-T debentures  of  KK to be registered on August 01, 2016
32473.       01-Aug-16 13:32     S-T debentures  of  KK to be registered on August 01, 2016
32474.       01-Aug-16 13:32     S-T debentures  of  KK to be registered on August 01, 2016
32475.       01-Aug-16 13:32     S-T debentures  of  TISCO to be registered on August 01, 2016
 
 
Disclamer