2 November 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 8%.Govt gained the major portion or by 51% of total outright trading value , following by SA and T-Bill bonds,respectively.Govt bonds yields fluctuated within a range of -1 to 15 bp.Govt clean price index ended lower by -4 bp and corp index (BBB up) closed lower by -2 bp.The most active issue was TB27505A.

Trading & Outstanding valueMln. (THB)Chg.(%)
 Outstanding Value 18,459,540.34   0.07  
 Number of issues 2,788  
 Total Trading Value 1,465,766.48   8.46  
   Outright/Cash Trading 56,011.94   -38.74  
   Financing 1,409,222.68   11.88  
   Others 531.86   17.77  
Price value of basis point (PVBP)BAHT
 PVBP of Government bond 657,314,581.64  


 
ThaiBMA Bond Index                                                                                                                      
TypeClean PriceGross PriceTotal ReturnAvg. YieldAvg. DurAvg. Convex
Government Bond 105.93 -0.04 106.91 -0.03 351.41 -0.1 2.63   8.17   141.45  
    Group 1 ( 1 < TTM <=3 ) 71.17 -0.01 71.69 0.00 232.46 0.00 1.24   1.89   4.90  
    Group 2 ( 3 < TTM <= 7 ) 106.81 -0.04 107.67 -0.04 340.00 -0.11 1.63   4.26   22.20  
    Group 3 ( 7 < TTM <= 10 ) 139.45 -0.16 140.52 -0.15 459.70 -0.48 2.04   7.87   70.52  
    Group 4 ( 10 < TTM ) 172.21 -0.05 174.25 -0.03 584.38 -0.1 2.98   14.52   311.79  
    Group 5 (<= 10) 89.18 -0.04 89.83 -0.03 287.73 -0.1 1.74   3.80   24.17  
SOE (G) Bond Index 102.90 -0.02 103.54 -0.02 202.09 -0.03 1.97   4.60   33.52  
SOE (NG) Bond Index 110.12 0.02 110.89 0.03 232.84 0.07 2.49   5.43   46.95  
Corporate Bond Index (BBB up) 107.96 -0.02 108.58 -0.02 239.96 -0.03 2.54   3.03   16.39  
Corporate Bond Index (BBB+ up) 108.31 -0.02 108.95 -0.02 239.70 -0.03 2.50   3.08   16.89  
 
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.  TB27505A TB 0.00000   05-May-27 0.50   0.855500   99.575431   6,560.03  
2.  LB365A GB 1.84000   17-May-36 9.55   2.076043   97.959674   4,442.56  
3.  CB26N26A SA 0.00000   26-Nov-26 0.07   0.808319   99.947502   3,547.14  
4.  BAM286B A- 0.00000   29-Jun-28 1.66   2.540000   95.914552   3,304.26  
5.  LB299A GB 1.30000   17-Sep-29 2.88   1.340869   99.890421   2,950.54  
 
 
 
 Market News
< 2701 | 2702 | 2703 | 2704 | 2705 | 2706 | 2707 | 2708 | 2709 | 2710 |   >
Found 66511 headlines
No. Date/Time Headlines
40501.       09-Jul-15 15:37     BE  of  IWIND to be registered on July 09, 2015
40502.       09-Jul-15 15:36     BE  of  BRR to be registered on July 09, 2015
40503.       09-Jul-15 15:36     BE  of  CHOW to be registered on July 09, 2015
40504.       09-Jul-15 15:35     BE  of  DA to be registered on July 09, 2015
40505.       09-Jul-15 15:34     BE  of  ASK to be registered on July 09, 2015
40506.       08-Jul-15 13:27     BE  of  LALIN to be registered on July 08, 2015
40507.       08-Jul-15 13:27     BE  of  THANI to be registered on July 08, 2015
40508.       08-Jul-15 13:27     BE  of  THANI to be registered on July 08, 2015
40509.       08-Jul-15 13:27     S-T debentures  of  TBANK to be registered on July 08, 2015
40510.       08-Jul-15 13:26     BE  of  KTC to be registered on July 08, 2015
40511.       08-Jul-15 13:26     BE  of  KTC to be registered on July 08, 2015
40512.       08-Jul-15 13:06     Loan Bonds Auction Results: LB446A
40513.       08-Jul-15 13:05     Loan Bonds Auction Results: LB206A
40514.       08-Jul-15 10:36     LIT177A is registered with ThaiBMA on July 9, 2015
40515.       07-Jul-15 15:44     S-T debentures  of  TBANK to be registered on July 07, 2015
 
 
Disclamer