26 May 2026
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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
< 2791 | 2792 | 2793 | 2794 | 2795 | 2796 | 2797 | 2798 | 2799 | 2800 |   >
Found 65894 headlines
No. Date/Time Headlines
41851.       05-Jan-15 13:39     BE  of  KTC to be registered on January 05, 2015
41852.       05-Jan-15 10:19     Treasury Bill Auction Results
41853.       05-Jan-15 09:20     BAY announces the fixed deposit rates.
41854.       05-Jan-15 08:25     Reset Date: BECL173A
41855.       05-Jan-15 08:24     Reset Date: BECL155A
41856.       30-Dec-14 12:01     BE of ASK to be registered on December 30, 2014
41857.       30-Dec-14 12:00     S-T debentures of ASK to be registered on December 30, 2014
41858.       30-Dec-14 09:46     TRIS Rating Upgrades Company & Senior Unsecured Debt Ratings of “AYCAL”
to “AA-” from “A+” with “St
41859.       30-Dec-14 09:45     TRIS Rating upgrades the company rating and the senior unsecured debenture ratings of EASY BUY PLC t
41860.       30-Dec-14 08:56     BE of LH will be registered on December 30, 2014
41861.       30-Dec-14 08:56     BE of KTC to be registered on December 30, 2014
41862.       29-Dec-14 14:50     TRIS Rating Downgrades Company & Senior Debt Ratings of “BANPU”
41863.       29-Dec-14 11:18     BE of TFG to be registered on December 29, 2014
41864.       29-Dec-14 10:33     Treasury Bill Auction Results
41865.       29-Dec-14 09:47     CPALL17DA and CPALL26DA are registered with ThaiBMA on December 26, 2014
 
 
Disclamer