20 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 8%.Govt gained the major portion or by 42% of total outright trading value , following by SA and CORP bonds,respectively.Govt bonds yields fluctuated within a range of -2 to 6 bp.Govt clean price index ended lower by -22 bp and corp index (BBB up) closed lower by -4 bp.The most active issue was LB353A.

Trading & Outstanding valueMln. (THB)Chg.(%)
 Outstanding Value 17,881,101.81   -0.01  
 Number of issues 2,794  
 Total Trading Value 1,334,244.28   8.34  
   Outright/Cash Trading 49,647.82   -38.84  
   Financing 1,279,391.40   11.5  
   Others 5,205.05   77.08  
Price value of basis point (PVBP)BAHT
 PVBP of Government bond 751,060,546.79  


 
ThaiBMA Bond Index                                                                                                                      
TypeClean PriceGross PriceTotal ReturnAvg. YieldAvg. DurAvg. Convex
Government Bond 112.13 -0.22 113.24 -0.21 362.45 -0.67 2.06   9.11   172.45  
    Group 1 ( 1 < TTM <=3 ) 71.71 -0.02 72.12 -0.01 228.96 -0.04 1.33   1.80   4.46  
    Group 2 ( 3 < TTM <= 7 ) 108.21 -0.1 109.16 -0.09 336.37 -0.29 1.44   4.28   22.50  
    Group 3 ( 7 < TTM <= 10 ) 143.10 -0.56 144.44 -0.55 461.34 -1.76 1.68   7.61   66.52  
    Group 4 ( 10 < TTM ) 192.70 -0.55 195.00 -0.53 634.59 -1.73 2.22   15.23   344.07  
    Group 5 (<= 10) 90.35 -0.1 91.09 -0.1 284.92 -0.31 1.50   3.76   22.44  
SOE (G) Bond Index 104.30 -0.08 104.88 -0.1 200.73 -0.15 1.71   4.36   33.56  
SOE (NG) Bond Index 111.91 -0.13 112.77 -0.12 230.47 -0.24 2.28   5.77   53.66  
Corporate Bond Index (BBB up) 108.26 -0.04 108.88 -0.04 233.09 -0.07 2.63   3.00   16.51  
Corporate Bond Index (BBB+ up) 108.66 -0.04 109.29 -0.04 233.05 -0.07 2.57   3.05   17.03  
 
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.  LB353A GB 2.41000   17-Mar-35 9.33   1.696152   106.133530   3,392.37  
2.  LB456A GB 2.98000   17-Jun-45 19.59   2.257752   111.369088   3,279.59  
3.  CB25D11B SA 0.00000   11-Dec-25 0.06   1.231477   99.937710   3,251.97  
4.  CB25D25A SA 0.00000   25-Dec-25 0.10   1.238459   99.885886   2,575.06  
5.  LB303A GB 1.66000   17-Mar-30 4.32   1.385198   101.153334   2,236.04  
 
 
 
 Market News
< 2351 | 2352 | 2353 | 2354 | 2355 | 2356 | 2357 | 2358 | 2359 | 2360 |   >
Found 65002 headlines
No. Date/Time Headlines
35296.       18-Feb-16 14:07     BE  of  KCAR to be registered on February 18, 2016
35297.       18-Feb-16 14:06     BE  of  INET to be registered on February 18, 2016
35298.       18-Feb-16 14:06     BE  of  ITD to be registered on February 18, 2016
35299.       18-Feb-16 14:05     BE  of  GSEAP to be registered on February 18, 2016
35300.       18-Feb-16 14:05     BE  of  IFEC to be registered on February 18, 2016
35301.       18-Feb-16 14:04     BE  of  ECF to be registered on February 18, 2016
35302.       18-Feb-16 14:03     BE  of  EARTH to be registered on February 18, 2016
35303.       18-Feb-16 14:03     BE  of  EARTH to be registered on February 18, 2016
35304.       18-Feb-16 14:03     BE  of  EARTH to be registered on February 18, 2016
35305.       18-Feb-16 14:03     BE  of  EARTH to be registered on February 18, 2016
35306.       18-Feb-16 14:02     BE  of  DA to be registered on February 18, 2016
35307.       18-Feb-16 14:02     BE  of  DA to be registered on February 18, 2016
35308.       18-Feb-16 14:02     BE  of  DA to be registered on February 18, 2016
35309.       18-Feb-16 14:02     BE  of  DA to be registered on February 18, 2016
35310.       18-Feb-16 14:02     BE  of  DA to be registered on February 18, 2016
 
 
Disclamer