28 April 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 decreased by 9%.SA gained the major portion or by 75% of total outright trading value , following by Govt and CORP bonds,respectively.Govt bonds yields fluctuated within a range of -2 to 5 bp.Govt clean price index ended lower by -5 bp while corp index (BBB up) closed higher by 1 bp.The most active issue was CB26730A.

Trading & Outstanding valueMln. (THB)Chg.(%)
 Outstanding Value 18,251,144.48   -0.01  
 Number of issues 2,761  
 Total Trading Value 1,143,508.97   -8.73  
   Outright/Cash Trading 122,985.67   193.69  
   Financing 1,017,029.11   -15.98  
   Others 3,494.19   439.69  
Price value of basis point (PVBP)BAHT
 PVBP of Government bond 657,876,421.04  


 
ThaiBMA Bond Index                                                                                                                      
TypeClean PriceGross PriceTotal ReturnAvg. YieldAvg. DurAvg. Convex
Government Bond 106.33 -0.05 107.29 -0.04 347.81 -0.12 2.61   8.41   148.64  
    Group 1 ( 1 < TTM <=3 ) 71.57 0.00 71.98 0.01 230.76 0.03 1.24   2.02   5.52  
    Group 2 ( 3 < TTM <= 7 ) 107.18 -0.06 108.11 -0.05 336.88 -0.15 1.59   4.24   21.84  
    Group 3 ( 7 < TTM <= 10 ) 138.75 0.03 139.78 0.04 452.06 0.14 2.05   7.56   65.49  
    Group 4 ( 10 < TTM ) 173.17 -0.15 175.13 -0.13 578.00 -0.43 2.91   14.47   311.56  
    Group 5 (<= 10) 89.36 -0.01 90.00 0.00 284.81 -0.01 1.70   3.72   22.54  
SOE (G) Bond Index 102.76 -0.01 103.35 -0.02 199.64 0.00 2.01   4.50   33.99  
SOE (NG) Bond Index 109.43 -0.01 110.20 -0.04 228.10 -0.01 2.61   5.53   48.81  
Corporate Bond Index (BBB up) 107.92 0.01 108.53 -0.01 235.80 0.05 2.62   2.94   15.88  
Corporate Bond Index (BBB+ up) 108.31 0.01 108.92 -0.01 235.66 0.05 2.57   2.99   16.38  
 
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.  CB26730A SA 0.00000   30-Jul-26 0.25   0.851803   99.788239   61,487.52  
2.  CBF26518A SA 1.24507   18-May-26 0.05   1.016483   100.000523   6,175.54  
3.  LB273A GB 2.25000   17-Mar-27 0.88   1.057172   101.038662   5,824.80  
4.  LB284A GB 2.05000   17-Apr-28 1.97   1.191355   101.661080   3,008.23  
5.  CB27107A SA 0.00000   07-Jan-27 0.70   0.906210   99.376307   2,512.23  
 
 
 
 Market News
< 1781 | 1782 | 1783 | 1784 | 1785 | 1786 | 1787 | 1788 | 1789 | 1790 |   >
Found 65802 headlines
No. Date/Time Headlines
26716.       19-Oct-17 13:06     S-T debentures  of  TISCO to be registered on October 19, 2017
26717.       19-Oct-17 13:06     S-T debentures  of  ICBCTL to be registered on October 19, 2017
26718.       19-Oct-17 13:06     BE  of  THANI to be registered on October 19, 2017
26719.       19-Oct-17 10:47     แจ้งการยกเลิกข้อตกลง Consent Conditions Undertaking
26720.       19-Oct-17 10:46     BoT Bond Auction Results
26721.       19-Oct-17 10:46     BoT Bond Auction Results
26722.       19-Oct-17 10:16     AP214A is registered with ThaiBMA on October 19, 2017
26723.       18-Oct-17 15:09     AH20OA is registered with ThaiBMA on October 18, 2017
26724.       18-Oct-17 15:08     PL20OA is registered with ThaiBMA on October 18, 2017
26725.       18-Oct-17 14:12     TRIS Rating Downgrades Issue Rating of “GL” to “BB+” from “A-” with a “Negative” CreditAlert
26726.       18-Oct-17 13:30     S-T debentures  of  ASK to be registered on October 18, 2017
26727.       18-Oct-17 13:30     S-T debentures  of  KK to be registered on October 18, 2017
26728.       18-Oct-17 13:30     S-T debentures  of  TISCO to be registered on October 18, 2017
26729.       18-Oct-17 13:30     S-T debentures  of  TISCO to be registered on October 18, 2017
26730.       18-Oct-17 13:30     S-T debentures  of  TISCO to be registered on October 18, 2017
 
 
Disclamer