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
< 4071 | 4072 | 4073 | 4074 | 4075 | 4076 | 4077 | 4078 | 4079 | 4080 |   >
Found 66386 headlines
No. Date/Time Headlines
61066.       01-Oct-07 16:55     S-T debentures of SCB will be registered on October 2, 2007
61067.       01-Oct-07 16:54     BE of  SPL will be registered on October 2 and 3 , 2007
61068.       01-Oct-07 12:03     PN of  TSFC to be registered on October 1, 2007
61069.       01-Oct-07 11:19     Treasury Bill Auction Results
61070.       01-Oct-07 09:25     TSFC informs the change in issue sizes of TSFC1F68 and TSFC1D38
61071.       28-Sep-07 18:02     Auction Schedule of BOT Bond in October 2007
61072.       28-Sep-07 17:45     S-T debentures of SCBT will be registered on October 1, 2007
61073.       28-Sep-07 17:44     BE of KTC will be registered on October 1, 2007
61074.       28-Sep-07 15:18     BE of ART is registered on September 28, 2007
61075.       28-Sep-07 15:15     BE of TCON will be registered on October 1, 2007
61076.       28-Sep-07 14:56     BE of TSFC are registered on September 28, 2007
61077.       28-Sep-07 14:45     S-T debentures of SCB is registered on September 28, 2007
61078.       28-Sep-07 14:17     S-T debentures of HSBC is registered on September 28, 2007
61079.       28-Sep-07 11:17     Auction Result of BOT Bond
61080.       28-Sep-07 10:26     Auction Schedule of BOT Bond in October 2007
 
 
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