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24 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 20%.Govt gained the major portion or by 59% of total outright trading value , following by SA and CORP bonds,respectively.Govt bonds yields fluctuated within a range of -6 to 4 bp.Govt clean price index ended higher by 24 bp and corp index (BBB up) closed higher by 13 bp.The most active issue was LB294A.
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| Trading & Outstanding value | Mln. (THB) | Chg.(%) |
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Outstanding Value |
17,880,963.39
| -0.04 |
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Number of issues | 2,794 | |
Total Trading Value |
1,048,941.34
| -19.68 |
Outright/Cash Trading |
50,131.45
| 51.21 |
| Financing |
997,548.75
| -21.61 |
| Others |
1,261.14
| 325.19 |
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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 |
112.42 | 0.24 |
113.57 | 0.25 |
363.48 | 0.81 |
2.03
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9.14
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173.31
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Group 1 ( 1 < TTM <=3 ) |
71.78 | 0.09 |
72.21 | 0.09 |
229.24 | 0.29 |
1.27
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1.79
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4.42
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Group 2 ( 3 < TTM <= 7 ) |
108.45 | 0.19 |
109.43 | 0.2 |
337.19 | 0.6 |
1.39
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4.27
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22.41
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Group 3 ( 7 < TTM <= 10 ) |
143.70 | 0.33 |
145.08 | 0.34 |
463.38 | 1.09 |
1.62
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7.60
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66.43
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Group 4 ( 10 < TTM ) |
193.33 | 0.56 |
195.69 | 0.57 |
636.84 | 1.86 |
2.20
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15.24
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344.61
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Group 5 (<= 10) |
90.53 | 0.14 |
91.29 | 0.15 |
285.55 | 0.46 |
1.45
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3.77
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22.48
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SOE (G) Bond Index |
104.56 | 0.19 |
105.16 | 0.2 |
201.27 | 0.37 |
1.66
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4.36
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33.57
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SOE (NG) Bond Index |
112.26 | 0.24 |
113.14 | 0.25 |
231.27 | 0.52 |
2.22
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5.78
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53.72
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Corporate Bond Index (BBB up) |
108.42 | 0.13 |
109.05 | 0.14 |
233.53 | 0.31 |
2.57
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3.00
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16.55
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Corporate Bond Index (BBB+ up) |
108.83 | 0.14 |
109.46 | 0.14 |
233.49 | 0.31 |
2.52
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3.05
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17.05
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| Market News |
| < 3991 | 3992 | 3993 | 3994 | 3995 | 3996 | 3997 | 3998 | 3999 | 4000 | > |
| Found 65073 headlines |
| No. |
Date/Time |
Headlines |
| 59896. |
11-Sep-07 11:14 |
HLTC has been affirmed the issue rating by TRIS |
| 59897. |
10-Sep-07 16:19 |
BE of KK will be registered on September 11, 2007 |
| 59898. |
10-Sep-07 15:50 |
BE of HWAY will be registered on September 11, 2007 |
| 59899. |
10-Sep-07 15:48 |
BE of QH will be registered on September 11, 2007 |
| 59900. |
10-Sep-07 15:44 |
BE of SPL will be registered on September 11 and 13, 2007 |
| 59901. |
10-Sep-07 11:45 |
S-T debentures of SCB will be registered on September 11, 2007 |
| 59902. |
10-Sep-07 11:28 |
Treasury Bill Auction Result |
| 59903. |
07-Sep-07 16:48 |
BE of FNS will be registered on September 10, 2007 |
| 59904. |
07-Sep-07 16:08 |
BE of SPL will be registered on September 10, 2007 |
| 59905. |
07-Sep-07 16:08 |
S-T debentures of SCBT will be registered on September 10, 2007 |
| 59906. |
07-Sep-07 16:07 |
BE of HWAY will be registered on September 10, 2007 |
| 59907. |
07-Sep-07 15:15 |
SPLI099A will be registered with ThaiBMA on September 10, 2007 |
| 59908. |
07-Sep-07 11:26 |
BE of AIS will be registered on September 7, 2007 |
| 59909. |
07-Sep-07 11:25 |
S-T debentures of HSBC to be registered on September 7, 2007 |
| 59910. |
07-Sep-07 10:57 |
Auction Result of BOT Bond |
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