26 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 decreased by 5%.SA gained the major portion or by 60% of total outright trading value , following by Govt and CP bonds,respectively.Govt bonds yields fluctuated within a range of -3 to 7 bp.Govt clean price index ended lower by -2 bp while corp index (BBB up) closed higher by 5 bp.The most active issue was CB26827A.

Trading & Outstanding valueMln. (THB)Chg.(%)
 Outstanding Value 18,248,511.60   0.04  
 Number of issues 2,754  
 Total Trading Value 1,317,854.22   -4.97  
   Outright/Cash Trading 158,560.75   172.92  
   Financing 1,156,068.60   -12.99  
   Others 3,224.87   3167.68  
Price value of basis point (PVBP)BAHT
 PVBP of Government bond 629,948,577.21  


 
ThaiBMA Bond Index                                                                                                                      
TypeClean PriceGross PriceTotal ReturnAvg. YieldAvg. DurAvg. Convex
Government Bond 104.44 -0.02 105.55 -0.01 342.43 -0.03 2.80   8.15   140.08  
    Group 1 ( 1 < TTM <=3 ) 71.43 0.02 71.85 0.02 230.71 0.07 1.30   1.96   5.25  
    Group 2 ( 3 < TTM <= 7 ) 106.49 -0.02 107.47 -0.01 335.40 -0.04 1.72   4.17   21.16  
    Group 3 ( 7 < TTM <= 10 ) 136.73 0.09 137.91 0.1 446.33 0.33 2.25   7.60   66.42  
    Group 4 ( 10 < TTM ) 167.43 -0.1 169.82 -0.09 560.47 -0.28 3.14   14.20   300.71  
    Group 5 (<= 10) 88.83 0.01 89.53 0.02 283.67 0.06 1.87   3.74   23.07  
SOE (G) Bond Index 102.40 0.07 102.96 0.03 199.26 0.15 2.09   4.44   33.35  
SOE (NG) Bond Index 108.43 0.1 109.26 0.08 226.51 0.22 2.77   5.48   47.97  
Corporate Bond Index (BBB up) 107.56 0.05 108.19 0.04 235.62 0.12 2.71   2.95   15.82  
Corporate Bond Index (BBB+ up) 107.93 0.05 108.56 0.04 235.44 0.12 2.66   3.00   16.33  
 
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.  CB26827A SA 0.00000   27-Aug-26 0.25   0.824934   99.794763   52,314.41  
2.  CB26D11A SA 0.00000   11-Dec-26 0.55   0.909615   99.508988   6,720.84  
3.  CB26702A SA 0.00000   02-Jul-26 0.10   0.830460   99.918228   6,590.61  
4.  LB273A GB 2.25000   17-Mar-27 0.81   1.038331   100.962403   6,360.04  
5.  LB276A GB 1.00000   17-Jun-27 1.06   1.104679   99.891741   5,242.92  
 
 
 
 Market News
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Found 65889 headlines
No. Date/Time Headlines
40786.       07-May-15 16:39     BE  of  MIDA to be registered on May 07, 2015
40787.       07-May-15 16:38     BE  of  ANAN to be registered on May 07, 2015
40788.       07-May-15 16:38     BE  of  BSL to be registered on May 07, 2015
40789.       07-May-15 16:38     BE  of  DMT to be registered on May 07, 2015
40790.       07-May-15 16:38     BE  of  EARTH to be registered on May 07, 2015
40791.       07-May-15 16:38     BE  of  FPI to be registered on May 07, 2015
40792.       07-May-15 16:37     BE  of  AREEYA to be registered on May 07, 2015
40793.       07-May-15 16:22     TRIS Rating Assigns “A-/Stable” Rating to Senior Unsecured Debt Worth Up to Bt1,000 Million of “CFGS
40794.       07-May-15 16:21     TRIS Rating Assigns “AA-/Stable” Rating to Senior Unsecured Debt Worth Up to Bt1,400 Million of “TTW
40795.       07-May-15 16:18     TRIS Rating Affirms Company & Senior Unsecured Debt Ratings of “TICON” at “A”
40796.       07-May-15 13:50     KSL185A is registered with ThaiBMA on April 7, 2015
40797.       07-May-15 09:10     SCB announces the fixed deposit rates.
40798.       06-May-15 13:58     S-T debentures  of  KK to be registered on May 06, 2015
40799.       06-May-15 13:58     S-T debentures  of  TISCO to be registered on May 06, 2015
40800.       06-May-15 13:57     BE  of  PL to be registered on May 06, 2015
 
 
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