27 October 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 64% of total outright trading value , following by Govt and CORP bonds,respectively.Govt bonds yields fluctuated within a range of -2 to 11 bp.Govt clean price index ended higher by 7 bp and corp index (BBB up) closed higher by 4 bp.The most active issue was CB27128A.

Trading & Outstanding valueMln. (THB)Chg.(%)
 Outstanding Value 18,441,802.24   -0.01  
 Number of issues 2,765  
 Total Trading Value 1,385,537.52   0.18  
   Outright/Cash Trading 152,078.06   108.53  
   Financing 1,225,953.99   -6.41  
   Others 7,505.47   4059.54  
Price value of basis point (PVBP)BAHT
 PVBP of Government bond 653,373,536.68  


 
ThaiBMA Bond Index                                                                                                                      
TypeClean PriceGross PriceTotal ReturnAvg. YieldAvg. DurAvg. Convex
Government Bond 105.47 0.07 106.40 0.08 349.74 0.26 2.69   8.16   140.83  
    Group 1 ( 1 < TTM <=3 ) 71.10 0.02 71.59 0.02 232.14 0.07 1.30   1.90   4.96  
    Group 2 ( 3 < TTM <= 7 ) 106.46 0.05 107.28 0.04 338.78 0.18 1.71   4.28   22.32  
    Group 3 ( 7 < TTM <= 10 ) 138.54 0.12 139.56 0.13 456.56 0.43 2.13   7.88   70.67  
    Group 4 ( 10 < TTM ) 171.08 0.18 173.03 0.19 580.30 0.64 3.02   14.50   310.85  
    Group 5 (<= 10) 88.92 0.04 89.54 0.04 286.81 0.14 1.81   3.81   24.21  
SOE (G) Bond Index 102.56 0.06 103.18 0.06 201.37 0.13 2.04   4.61   33.55  
SOE (NG) Bond Index 109.66 0.08 110.46 0.07 231.77 0.18 2.56   5.42   46.84  
Corporate Bond Index (BBB up) 107.77 0.04 108.41 0.03 239.41 0.11 2.60   3.02   16.35  
Corporate Bond Index (BBB+ up) 108.12 0.04 108.77 0.03 239.14 0.11 2.56   3.08   16.85  
 
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.  CB27128A SA 0.00000   28-Jan-27 0.25   0.730983   99.818087   63,017.15  
2.  CBF26N16B SA 1.04601   16-Nov-26 0.05   0.976125   100.003759   9,353.94  
3.  LB29NA GB 2.50000   17-Nov-29 3.06   1.461985   103.077172   6,235.87  
4.  CBF26D14B SA 1.04606   14-Dec-26 0.13   0.965596   100.010805   5,366.24  
5.  CPAXT29OA AA- 0.00000   19-Oct-29 2.98   1.870322   94.616132   5,289.04  
 
 
 
 Market News
< 991 | 992 | 993 | 994 | 995 | 996 | 997 | 998 | 999 | 1000 |   >
Found 66499 headlines
No. Date/Time Headlines
14956.       13-Sep-21 19:08     แจ้งการแต่งตั้งที่ปรึกษาทางการเงินและผู้ทำแผน
14957.       13-Sep-21 19:08     แจ้งการแต่งตั้งที่ปรึกษาทางการเงินและผู้ทำแผน
14958.       13-Sep-21 15:44     Fitch Removes RWN on Capital Nomura; Affirms 'AA(tha)'; Outlook Stable
14959.       13-Sep-21 15:33     Fitch Affirms EASY BUY at 'AA(tha)'; Outlook Stable
14960.       13-Sep-21 10:53     Treasury Bill Auction Results: TB22316A
14961.       13-Sep-21 10:00     YUANTA informs to partially redeem YUANTA21930B on September 13, 2021.
14962.       10-Sep-21 14:00     TRIS RATING AFFIRMS RATINGS OF GUARANTEED DEBENTURES OF “TLT”: MEDIUM-TERM AT “AAA”, “THAI BAHT DEBE
14963.       09-Sep-21 14:58     State Own Enterprise Bond Auction Results: BMTA293A, BMTA369A
14964.       09-Sep-21 10:09     Central Bank Bill Auction Results: CBF22314A
14965.       09-Sep-21 09:40     Announcement of the result of NVD226A's partial put option exercised on June 24, 2021.
14966.       08-Sep-21 20:18     TRIS RATING AFFIRMS COMPANY & SENIOR UNSECURED DEBT RATINGS ON “BAY” AT “AAA”, WITH “STABLE” OUTLOOK
14967.       08-Sep-21 14:27     TRIS RATING ASSIGNS “A-” RATING TO SENIOR UNSECURED DEBT WORTH UP TO THB12 BILLION OF “BCPG”, WITH “
14968.       08-Sep-21 11:25     TRIS RATING AFFIRMS COMPANY & SENIOR UNSECURED DEBT RATINGS ON “KSL” AT “BBB+”, WITH “STABLE” OUTLOO
14969.       08-Sep-21 11:03     Loan Bond Auction Results: LB276A
14970.       08-Sep-21 10:00     YUANTA informs to partially redeem YUANTA21930B on September 08, 2021.
 
 
Disclamer