28 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
SA gained the major portion or by 74% of total outright trading value , following by Govt and CORP bonds,respectively.Govt bonds yields increased by 0 to 3 bp.Govt clean price index ended higher by 3 bp while corp index (BBB up) closed lower by -2 bp.The most active issue was CBF26N30A.

Trading & Outstanding valueMln. (THB)Chg.(%)
 Outstanding Value 18,231,952.56   -0.08  
 Number of issues 2,745  
 Total Trading Value 1,371,519.65   0.26  
   Outright/Cash Trading 109,478.46   23.64  
   Financing 1,257,456.17   -1.58  
   Others 4,585.02   153.65  
Price value of basis point (PVBP)BAHT
 PVBP of Government bond 628,237,097.96  


 
ThaiBMA Bond Index                                                                                                                      
TypeClean PriceGross PriceTotal ReturnAvg. YieldAvg. DurAvg. Convex
Government Bond 104.42 0.03 105.54 0.04 342.41 0.12 2.81   8.13   139.45  
    Group 1 ( 1 < TTM <=3 ) 71.45 -0.01 71.87 0.00 230.79 -0.01 1.29   1.96   5.23  
    Group 2 ( 3 < TTM <= 7 ) 106.58 0.00 107.57 0.01 335.73 0.02 1.70   4.16   21.12  
    Group 3 ( 7 < TTM <= 10 ) 136.94 -0.03 138.13 -0.02 447.06 -0.08 2.23   7.60   66.34  
    Group 4 ( 10 < TTM ) 167.18 0.13 169.61 0.15 559.76 0.49 3.15   14.17   299.58  
    Group 5 (<= 10) 88.89 -0.01 89.60 0.00 283.89 -0.01 1.85   3.73   23.04  
SOE (G) Bond Index 102.43 -0.04 102.99 -0.04 199.35 -0.07 2.08   4.55   34.21  
SOE (NG) Bond Index 108.49 -0.05 109.33 -0.04 226.68 -0.08 2.76   5.48   47.94  
Corporate Bond Index (BBB up) 107.58 -0.02 108.22 -0.01 235.71 -0.03 2.71   2.95   15.81  
Corporate Bond Index (BBB+ up) 107.95 -0.02 108.60 -0.02 235.53 -0.03 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.  CBF26N30A SA 1.04617   30-Nov-26 0.50   0.952903   100.046353   35,713.55  
2.  CBF26615B SA 1.17572   15-Jun-26 0.05   0.991523   100.001771   7,225.54  
3.  CBF26615A SA 1.40809   15-Jun-26 0.05   0.986694   100.001136   5,149.53  
4.  BOTF276A SA 1.04373   30-Jun-27 1.09   0.992080   100.057511   4,009.63  
5.  LB273A GB 2.25000   17-Mar-27 0.80   1.036519   100.948440   3,789.00  
 
 
 
 Market News
< 3931 | 3932 | 3933 | 3934 | 3935 | 3936 | 3937 | 3938 | 3939 | 3940 |   >
Found 65928 headlines
No. Date/Time Headlines
59056.       16-May-08 17:20     S-T debentures of  TMB will be registered on May 20, 2008
59057.       16-May-08 17:19     BE of  PL will be registered on May 21, 2008
59058.       16-May-08 16:25     BE of FNS to be registered on May 16, 2008
59059.       16-May-08 16:24     BBTM informs to  put option since May 16, 2008
59060.       16-May-08 16:23     PN of BBTM to be registered on May 16, 2008
59061.       16-May-08 16:22     PN of  TSFC to be registered on May 16, 2008
59062.       16-May-08 16:21     S-T debentures of HSBC will be registered on May 16, 2008
59063.       16-May-08 16:20     BE of MPSC will be registered on May 16 and 20, 2008
59064.       16-May-08 16:14     The cancellation of TMB08N14A from registered bond on ThaiBMA system
59065.       16-May-08 14:25     AA has been affirmed the company rating by TRIS
59066.       16-May-08 11:08     Treasury Bill Auction Result
59067.       15-May-08 17:33     Auction Schedule of BOT Bond in May 2008
59068.       15-May-08 16:58     SCB185A will be registered with ThaiBMA on May 15, 2008.
59069.       15-May-08 15:46     BE of MBK to be registered on May 15, 2008
59070.       15-May-08 15:45     S-T debentures of KK will be registered on May 16, 2008
 
 
Disclamer