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21 November 2025
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Service Manager : Sineerat (0-2257-0357 # 301) |
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> ASEAN Bond Market |
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| Bond Market Overview |
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| Background |
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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.
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| Remark: |
1. Data excludes FX Bond. |
| 2. The yield on Inflation-linked bond is a real yield to maturity. |
| Market
Wrap up |
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Total trading value decreased by 2%.SA gained the major portion or by 48% of total outright trading value , following by Govt and CORP bonds,respectively.Govt bonds yields fluctuated within a range of -2 to 3 bp.Govt clean price index ended higher by 5 bp and corp index (BBB up) closed higher by 4 bp.The most active issue was LB284A.
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| Trading & Outstanding value | Mln. (THB) | Chg.(%) |
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Outstanding Value |
17,887,681.71
| 0.04 |
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Number of issues | 2,798 | |
Total Trading Value |
1,306,031.65
| -2.11 |
Outright/Cash Trading |
33,152.50
| -33.22 |
| Financing |
1,272,582.54
| -0.53 |
| Others |
296.61
| -94.3 |
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ThaiBMA Bond Index  |
| Type | Clean Price | Gross Price | Total Return | Avg. Yield | Avg. Dur | Avg. Convex |
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Government Bond |
112.18 | 0.05 |
113.30 | 0.06 |
362.64 | 0.19 |
2.06
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9.14
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173.20
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Group 1 ( 1 < TTM <=3 ) |
71.70 | -0.01 |
72.12 | -0.01 |
228.94 | -0.02 |
1.34
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1.80
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4.45
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Group 2 ( 3 < TTM <= 7 ) |
108.27 | 0.05 |
109.22 | 0.06 |
336.56 | 0.19 |
1.43
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4.28
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22.48
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Group 3 ( 7 < TTM <= 10 ) |
143.37 | 0.27 |
144.72 | 0.28 |
462.25 | 0.91 |
1.65
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7.61
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66.52
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Group 4 ( 10 < TTM ) |
192.78 | 0.08 |
195.10 | 0.1 |
634.91 | 0.31 |
2.22
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15.24
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344.56
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Group 5 (<= 10) |
90.39 | 0.04 |
91.14 | 0.05 |
285.07 | 0.15 |
1.49
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3.77
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22.53
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SOE (G) Bond Index |
104.37 | 0.07 |
104.96 | 0.08 |
200.88 | 0.15 |
1.70
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4.36
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33.58
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SOE (NG) Bond Index |
112.02 | 0.12 |
112.90 | 0.12 |
230.73 | 0.25 |
2.26
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5.78
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53.71
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Corporate Bond Index (BBB up) |
108.30 | 0.04 |
108.92 | 0.05 |
233.19 | 0.1 |
2.61
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3.00
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16.55
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Corporate Bond Index (BBB+ up) |
108.70 | 0.04 |
109.34 | 0.05 |
233.15 | 0.1 |
2.56
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3.05
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17.07
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| Market News |
| < 3621 | 3622 | 3623 | 3624 | 3625 | 3626 | 3627 | 3628 | 3629 | 3630 | > |
| Found 65024 headlines |
| No. |
Date/Time |
Headlines |
| 54421. |
19-Nov-09 15:19 |
BE of TK to be registered on November 19, 2009 |
| 54422. |
19-Nov-09 11:34 |
S-T debentures of DBBK to be registered on November 19, 2009 |
| 54423. |
19-Nov-09 11:22 |
PEA's Bond Auction Result (Revised) |
| 54424. |
19-Nov-09 11:15 |
PN of BBTM to be registered on November 19, 2009 |
| 54425. |
19-Nov-09 10:45 |
TRIS affirmed the issue rating of SPV. |
| 54426. |
19-Nov-09 09:55 |
BoT Bond Auction Result |
| 54427. |
18-Nov-09 16:48 |
Fitch affirmed the credit and volatility rating of TMBTM. |
| 54428. |
18-Nov-09 15:14 |
TICON135A will be registered with ThaiBMA on November 19, 2009. |
| 54429. |
18-Nov-09 14:57 |
BE of NPS to be registered on November 18, 2009 |
| 54430. |
18-Nov-09 14:45 |
BE of TISCOG to be registered on November 18, 2009 |
| 54431. |
18-Nov-09 14:20 |
TRIS affirms and assigns the company and issue rating of CPF. |
| 54432. |
18-Nov-09 14:04 |
BE of PS will be registered on November 18 and 19, 2009 |
| 54433. |
18-Nov-09 13:39 |
KTC135A will be registered with ThaiBMA on November 19, 2009. |
| 54434. |
18-Nov-09 11:49 |
PN of BBTM to be registered on November 18, 2009 |
| 54435. |
18-Nov-09 11:49 |
BBTM informs to put option since November 18, 2009 |
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