20 May 2026
Service Manager :  Sineerat (0-2257-0357 # 301)
  Home > ASEAN Bond Market  
 
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 6%.Govt gained the major portion or by 57% of total outright trading value , following by SA and CORP bonds,respectively.Govt bonds yields increased by 0 to 12 bp.Govt clean price index ended lower by -43 bp and corp index (BBB up) closed lower by -15 bp.The most active issue was LB456A.

Trading & Outstanding valueMln. (THB)Chg.(%)
 Outstanding Value 18,238,544.94   -0.34  
 Number of issues 2,757  
 Total Trading Value 1,471,085.62   5.82  
   Outright/Cash Trading 63,576.24   -44.15  
   Financing 1,405,071.05   10.31  
   Others 2,438.33   -5.97  
Price value of basis point (PVBP)BAHT
 PVBP of Government bond 629,814,329.80  


 
ThaiBMA Bond Index                                                                                                                      
TypeClean PriceGross PriceTotal ReturnAvg. YieldAvg. DurAvg. Convex
Government Bond 104.28 -0.43 105.33 -0.43 341.73 -1.38 2.83   8.17   141.35  
    Group 1 ( 1 < TTM <=3 ) 71.38 -0.04 71.77 -0.04 230.46 -0.11 1.35   1.98   5.32  
    Group 2 ( 3 < TTM <= 7 ) 106.32 -0.17 107.26 -0.16 334.74 -0.51 1.76   4.18   21.28  
    Group 3 ( 7 < TTM <= 10 ) 136.16 -0.61 137.29 -0.71 444.32 -1.96 2.31   7.61   66.55  
    Group 4 ( 10 < TTM ) 167.15 -1.27 169.46 -1.2 559.27 -4.14 3.16   14.27   304.41  
    Group 5 (<= 10) 88.69 -0.15 89.35 -0.16 283.10 -0.45 1.91   3.74   23.05  
SOE (G) Bond Index 102.08 -0.15 102.65 -0.17 198.57 -0.27 2.16   4.44   33.33  
SOE (NG) Bond Index 108.00 -0.38 108.85 -0.37 225.52 -0.77 2.84   5.42   47.41  
Corporate Bond Index (BBB up) 107.40 -0.15 108.02 -0.14 235.14 -0.31 2.77   2.94   15.76  
Corporate Bond Index (BBB+ up) 107.76 -0.16 108.40 -0.15 234.96 -0.32 2.72   2.99   16.26  
 
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.  LB456A GB 2.98000   17-Jun-45 19.09   3.261300   96.033011   4,327.94  
2.  LB365A GB 1.84000   17-May-36 10.00   2.403084   95.018410   3,827.80  
3.  CB26618A SA 0.00000   18-Jun-26 0.08   0.830651   99.937520   3,099.06  
4.  LB336A GB 3.35000   17-Jun-33 7.08   2.127411   107.991457   3,050.65  
5.  CB26709A SA 0.00000   09-Jul-26 0.14   0.822464   99.887650   2,873.77  
 
 
 
 Market News
< 931 | 932 | 933 | 934 | 935 | 936 | 937 | 938 | 939 | 940 |   >
Found 65872 headlines
No. Date/Time Headlines
13966.       07-Jan-22 08:45     A inform to exercise partial call option on its debenture (A238A).
13967.       07-Jan-22 08:30     Business sector reclassification of BOUND AND BEYOND PUBLIC COMPANY LIMITED (BEYOND).
13968.       06-Jan-22 10:19     Central Bank Bill Auction Results: CBF22711A
13969.       04-Jan-22 13:38     ขอเชิญประชุมผู้ถือหุ้นกู้ CISSA221A ครั้งที่ 1/2565 ในวันที่ 13 มกราคม 2565 เวลา 14.00 น.
13970.       04-Jan-22 13:21     TRIS RATING DOWNGRADES COMPANY & SENIOR UNSECURED DEBT RATINGS ON “MAJOR” TO “A-” FROM “A”, WITH “ST
13971.       04-Jan-22 10:55     แจ้งมติที่ประชุมคณะกรรมการบริษัท เรื่อง การเปิดเผยรายการการได้มาซึ่งสินทรัพย์และการเปิดเผยรายการที่เ
13972.       04-Jan-22 10:01     Central Bank Bill Auction Results: CB22407B, CB23105A
13973.       04-Jan-22 09:05     TRIS RATING AFFIRMS COMPANY RATING ON “EP” AT “BBB-” WITH “STABLE” OUTLOOK
13974.       04-Jan-22 09:04     TRIS RATING AFFIRMS COMPANY RATING ON “ETP” AT “BBB-” WITH “STABLE” OUTLOOK
13975.       30-Dec-21 13:23     รายงานความคืบหน้าแผนฟื้นฟูกิจการ สำหรับงวดระหว่างวันที่ 15 กันยายน 2564 ถึงวันที่ 14 ธันวาคม 2564 ของ บริษัท การบินไทย จำกัด (มหาชน)
13976.       30-Dec-21 11:05     Treasury Bill Auction Results: TB22706A
13977.       30-Dec-21 09:56     TRIS RATING AFFIRMS COMPANY RATING ON “TSFC” AT “BBB” WITH “STABLE” OUTLOOK
13978.       30-Dec-21 09:46     TRIS RATING ASSIGNS “A” RATING TO SENIOR UNSECURED DEBT WORTH UP TO THB950 MILLION OF “WHART”, WITH
13979.       29-Dec-21 14:51     Fitch Places Finansa's National Ratings on Watch Negative
13980.       29-Dec-21 14:38     Fitch Assigns Raimon Land First-Time National Rating of 'CCC(tha)'
 
 
Disclamer