24 June 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 57%.Govt gained the major portion or by 50% of total outright trading value , following by SA and CORP bonds,respectively.Govt bonds yields fluctuated within a range of -4 to 6 bp.Govt clean price index ended higher by 16 bp and corp index (BBB up) closed higher by 4 bp.The most active issue was LB273A.

Trading & Outstanding valueMln. (THB)Chg.(%)
 Outstanding Value 18,164,644.57   -0.04  
 Number of issues 2,745  
 Total Trading Value 2,178,389.02   56.58  
   Outright/Cash Trading 75,911.13   -41.13  
   Financing 2,102,055.72   67.24  
   Others 422.16   -92.14  
Price value of basis point (PVBP)BAHT
 PVBP of Government bond 662,982,821.17  


 
ThaiBMA Bond Index                                                                                                                      
TypeClean PriceGross PriceTotal ReturnAvg. YieldAvg. DurAvg. Convex
Government Bond 106.29 0.16 106.53 0.17 349.18 0.56 2.61   8.50   148.01  
    Group 1 ( 1 < TTM <=3 ) 71.54 0.01 71.73 0.01 231.47 0.05 1.22   2.18   6.19  
    Group 2 ( 3 < TTM <= 7 ) 107.06 0.03 107.46 0.04 337.88 0.12 1.64   4.60   25.59  
    Group 3 ( 7 < TTM <= 10 ) 139.69 0.13 139.95 0.14 456.77 0.46 2.03   8.15   75.17  
    Group 4 ( 10 < TTM ) 172.82 0.56 173.08 0.57 579.79 1.92 2.95   14.84   321.92  
    Group 5 (<= 10) 89.46 0.03 89.71 0.04 286.20 0.11 1.71   4.06   26.33  
SOE (G) Bond Index 103.29 0.06 103.73 0.04 201.32 0.13 1.89   4.46   33.18  
SOE (NG) Bond Index 109.82 0.08 110.55 0.08 229.91 0.18 2.55   5.51   48.33  
Corporate Bond Index (BBB up) 108.04 0.04 108.70 0.05 237.30 0.11 2.55   2.99   16.11  
Corporate Bond Index (BBB+ up) 108.42 0.04 109.09 0.05 237.13 0.11 2.51   3.04   16.60  
 
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.  LB273A GB 2.25000   17-Mar-27 0.73   0.990627   100.900526   4,895.45  
2.  LB293A GB 2.40000   17-Mar-29 2.73   1.302642   102.921296   4,257.26  
3.  LB365A GB 1.84000   17-May-36 9.90   2.070020   97.943473   3,899.92  
4.  CBF26N02A SA 1.04624   02-Nov-26 0.36   0.928066   100.040920   3,306.26  
5.  CB26709A SA 0.00000   09-Jul-26 0.04   0.837151   99.967396   2,910.05  
 
 
 
 Market News
< 1771 | 1772 | 1773 | 1774 | 1775 | 1776 | 1777 | 1778 | 1779 | 1780 |   >
Found 66040 headlines
No. Date/Time Headlines
26686.       08-Nov-17 09:39     Changed ISIN Code
26687.       08-Nov-17 09:39     Changed ISIN Code
26688.       08-Nov-17 09:39     Changed ISIN Code
26689.       08-Nov-17 09:39     Changed ISIN Code
26690.       08-Nov-17 09:39     Changed ISIN Code
26691.       08-Nov-17 09:39     Changed ISIN Code
26692.       08-Nov-17 09:39     Changed ISIN Code
26693.       08-Nov-17 09:39     Changed ISIN Code
26694.       08-Nov-17 09:39     Changed ISIN Code
26695.       08-Nov-17 09:39     Changed ISIN Code
26696.       08-Nov-17 09:39     Changed ISIN Code
26697.       08-Nov-17 09:39     Changed ISIN Code
26698.       08-Nov-17 09:39     Changed ISIN Code
26699.       08-Nov-17 09:39     Changed ISIN Code
26700.       08-Nov-17 09:39     Changed ISIN Code
 
 
Disclamer