8 September 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 3%.SA gained the major portion or by 73% 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 lower by -5 bp and corp index (BBB up) closed lower by -2 bp.The most active issue was CB26D11B.

Trading & Outstanding valueMln. (THB)Chg.(%)
 Outstanding Value 18,288,798.64   -0.03  
 Number of issues 2,741  
 Total Trading Value 1,425,635.36   2.72  
   Outright/Cash Trading 106,251.83   66.19  
   Financing 1,312,961.78   -0.68  
   Others 6,421.75   211.49  
Price value of basis point (PVBP)BAHT
 PVBP of Government bond 662,749,959.84  


 
ThaiBMA Bond Index                                                                                                                      
TypeClean PriceGross PriceTotal ReturnAvg. YieldAvg. DurAvg. Convex
Government Bond 105.62 -0.05 106.37 -0.04 348.94 -0.13 2.68   8.31   144.83  
    Group 1 ( 1 < TTM <=3 ) 71.28 -0.01 71.87 0.00 231.92 -0.01 1.25   1.97   5.23  
    Group 2 ( 3 < TTM <= 7 ) 106.81 -0.04 107.47 -0.03 338.75 -0.1 1.65   4.36   23.14  
    Group 3 ( 7 < TTM <= 10 ) 138.14 -0.11 139.07 -0.1 453.89 -0.33 2.16   7.97   72.33  
    Group 4 ( 10 < TTM ) 171.29 -0.1 172.56 -0.09 578.51 -0.29 3.02   14.70   318.94  
    Group 5 (<= 10) 89.05 -0.03 89.67 -0.02 286.30 -0.07 1.79   3.91   25.06  
SOE (G) Bond Index 102.46 -0.05 103.01 -0.04 200.61 -0.08 2.05   4.35   31.86  
SOE (NG) Bond Index 109.48 -0.07 110.23 -0.06 230.53 -0.12 2.59   5.45   47.18  
Corporate Bond Index (BBB up) 107.88 -0.02 108.60 -0.02 238.59 -0.02 2.58   3.03   16.40  
Corporate Bond Index (BBB+ up) 108.23 -0.02 108.97 -0.03 238.34 -0.03 2.54   3.08   16.89  
 
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.  CB26D11B SA 0.00000   11-Dec-26 0.25   0.942286   99.763055   56,722.28  
2.  LB276A GB 1.00000   17-Jun-27 0.77   1.085605   99.932935   2,845.70  
3.  LB273A GB 2.25000   17-Mar-27 0.52   1.049978   100.619843   2,323.32  
4.  CBF26O05A SA 1.04584   05-Oct-26 0.07   1.000825   100.003424   2,092.35  
5.  CB26924A SA 0.00000   24-Sep-26 0.04   0.926344   99.961528   1,993.23  
 
 
 
 Market News
< 4021 | 4022 | 4023 | 4024 | 4025 | 4026 | 4027 | 4028 | 4029 | 4030 |   >
Found 66386 headlines
No. Date/Time Headlines
60391.       11-Jan-08 11:05     S-T debentures of DBBK to be registered on January 14 and 15, 2008
60392.       11-Jan-08 11:04     S-T debentures of HSBC will be registered on January 11, 2008
60393.       11-Jan-08 10:52     BOT Bond Auction Result
60394.       11-Jan-08 10:45     SB111B will be registered with ThaiBMA on January 15, 2008
60395.       11-Jan-08 10:36     UOBT has been affirmed rating by Fitch Ratings
60396.       11-Jan-08 10:28     EXIM has been affirmed rating by Fitch Ratings
60397.       11-Jan-08 09:27     TPIPL has been affirmed the company rating by TRIS Rating
60398.       10-Jan-08 17:38     Mark-to-Market Price of SCB1A18 and KBNK1A18
60399.       10-Jan-08 17:10     BE of MPSC to be registered on January 10, 2008
60400.       10-Jan-08 15:10     BE of  SPL will be registered on January 11, 2008
60401.       10-Jan-08 15:10     S-T debentures of KBANK to be registered on January 10, 11 and 14, 2008
60402.       10-Jan-08 15:08     BE of SICO to be registered on January 10, 2008
60403.       10-Jan-08 15:08     S-T debentures of DBBK to be registered on January 10 and 11, 2008
60404.       10-Jan-08 15:07     S-T debentures of HSBC will be registered on January 11, 2008
60405.       10-Jan-08 15:07     BE of KTC will be registered on January 11, 2008
 
 
Disclamer