27 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 increased by 4%.Govt gained the major portion or by 56% of total outright trading value , following by SA and CORP bonds,respectively.Govt bonds yields fluctuated within a range of -4 to 3 bp.Govt clean price index ended lower by -5 bp while corp index (BBB up) closed higher by 4 bp.The most active issue was SLB406A.

Trading & Outstanding valueMln. (THB)Chg.(%)
 Outstanding Value 18,246,743.56   -0.01  
 Number of issues 2,748  
 Total Trading Value 1,368,008.56   3.81  
   Outright/Cash Trading 88,546.72   -44.16  
   Financing 1,277,654.22   10.52  
   Others 1,807.61   -43.95  
Price value of basis point (PVBP)BAHT
 PVBP of Government bond 629,069,480.58  


 
ThaiBMA Bond Index                                                                                                                      
TypeClean PriceGross PriceTotal ReturnAvg. YieldAvg. DurAvg. Convex
Government Bond 104.39 -0.05 105.50 -0.05 342.29 -0.15 2.81   8.12   139.29  
    Group 1 ( 1 < TTM <=3 ) 71.45 0.02 71.87 0.03 230.79 0.08 1.29   1.96   5.24  
    Group 2 ( 3 < TTM <= 7 ) 106.58 0.09 107.57 0.1 335.71 0.31 1.70   4.17   21.14  
    Group 3 ( 7 < TTM <= 10 ) 136.97 0.24 138.16 0.25 447.14 0.81 2.23   7.60   66.39  
    Group 4 ( 10 < TTM ) 167.05 -0.38 169.46 -0.36 559.27 -1.2 3.16   14.16   299.31  
    Group 5 (<= 10) 88.90 0.07 89.61 0.07 283.90 0.23 1.85   3.74   23.07  
SOE (G) Bond Index 102.47 0.07 103.02 0.06 199.42 0.16 2.07   4.56   34.25  
SOE (NG) Bond Index 108.54 0.11 109.37 0.11 226.77 0.26 2.75   5.48   47.99  
Corporate Bond Index (BBB up) 107.61 0.04 108.24 0.05 235.73 0.12 2.70   2.95   15.81  
Corporate Bond Index (BBB+ up) 107.97 0.05 108.62 0.05 235.56 0.12 2.65   3.00   16.32  
 
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.  SLB406A GB 2.70000   17-Jun-40 14.07   2.785596   99.013367   11,886.93  
2.  LB556A GB 4.00000   17-Jun-55 29.08   3.568243   107.774266   9,460.43  
3.  CB26827A SA 0.00000   27-Aug-26 0.25   0.819601   99.800402   7,614.77  
4.  LB456A GB 2.98000   17-Jun-45 19.07   3.134481   97.799454   4,728.50  
5.  CBF26615A SA 1.40804   15-Jun-26 0.05   0.974649   100.003247   3,065.12  
 
 
 
 Market News
< 3271 | 3272 | 3273 | 3274 | 3275 | 3276 | 3277 | 3278 | 3279 | 3280 |   >
Found 65901 headlines
No. Date/Time Headlines
49141.       12-Jul-12 16:56     BE of AYCAL to be registered on July 12, 2012
49142.       12-Jul-12 16:56     BE of TISCOG to be registered on July 12, 2012
49143.       12-Jul-12 16:56     S-T debentures of SCBT to be registered on July 12, 2012
49144.       12-Jul-12 16:56     BE of ASK to be registered on July 12 and 13, 2012.
49145.       12-Jul-12 16:55     BE of QH will be registered on July 13, 2012
49146.       12-Jul-12 16:55     BE of QH will be registered on July 12, 2012
49147.       12-Jul-12 16:55     S-T debentures of DBBK to be registered on July 13, 2012
49148.       12-Jul-12 14:52     TRIS Rating affirms the issue ratings of TLT.
49149.       12-Jul-12 14:24     EGAT's Bond Auction Results
49150.       12-Jul-12 14:19     NHA's Bond Auction Results
49151.       12-Jul-12 14:15     SRT's Bond Auction Result
49152.       12-Jul-12 14:10     SRT's Bond Auction Result
49153.       12-Jul-12 11:12     S-T debentures of KK to be registered on July 11 and 12, 2012
49154.       12-Jul-12 10:45     BoT Bonds Auction Result
49155.       11-Jul-12 17:16     BE of ESSO to be registered on July 11, 2012
 
 
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