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
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Found 65928 headlines
No. Date/Time Headlines
62281.       16-Jan-07 11:12     BMTA's Bond Auction Schedule in January and March 2007
62282.       16-Jan-07 11:10     BoT Auction Result
62283.       15-Jan-07 16:16     BE of PS is registered on January 16, 2007
62284.       15-Jan-07 16:15     S-T debentures of SCBT are registered on January 16, 2007
62285.       15-Jan-07 16:14     BE of QH is registered on January 16, 2007
62286.       15-Jan-07 15:21     BE of PL are registered on January 15 and 18, 2007
62287.       15-Jan-07 12:04     SCB announces the fixed deposit rates
62288.       15-Jan-07 11:15     BE of HWAY is registered on January 15, 2007
62289.       15-Jan-07 11:14     BE of SICO are registered on January 15, 2007
62290.       15-Jan-07 11:10     Treasury Bill Auction Result
62291.       15-Jan-07 11:02     DTAC and AIS have been affirmed rating by Fitch Ratings
62292.       12-Jan-07 16:37     S-T debentures of SCBT will be registered on January 15, 2007
62293.       12-Jan-07 15:32     BE of SPL is registered on January 15, 2007
62294.       12-Jan-07 15:31     BE of KTC will be registered on January 15, 2007
62295.       12-Jan-07 15:07     BOT's bond auction schedule in January 2007
 
 
Disclamer