1 September 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 11%.SA gained the major portion or by 72% 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 lower by -19 bp and corp index (BBB up) closed lower by -6 bp.The most active issue was CB26D03A.

Trading & Outstanding valueMln. (THB)Chg.(%)
 Outstanding Value 18,246,237.39   0.00  
 Number of issues 2,735  
 Total Trading Value 1,319,947.59   -10.77  
   Outright/Cash Trading 156,889.85   243.35  
   Financing 1,159,544.32   -19.1  
   Others 3,513.42   1689.64  
Price value of basis point (PVBP)BAHT
 PVBP of Government bond 663,443,587.78  


 
ThaiBMA Bond Index                                                                                                                      
TypeClean PriceGross PriceTotal ReturnAvg. YieldAvg. DurAvg. Convex
Government Bond 105.88 -0.19 106.58 -0.19 349.63 -0.61 2.65   8.33   145.54  
    Group 1 ( 1 < TTM <=3 ) 71.32 -0.03 71.87 -0.03 231.94 -0.08 1.23   1.99   5.32  
    Group 2 ( 3 < TTM <= 7 ) 106.89 -0.08 107.51 -0.08 338.85 -0.24 1.64   4.38   23.33  
    Group 3 ( 7 < TTM <= 10 ) 138.77 -0.29 139.64 -0.28 455.74 -0.91 2.10   7.98   72.36  
    Group 4 ( 10 < TTM ) 171.99 -0.56 173.15 -0.54 580.50 -1.82 2.99   14.73   319.83  
    Group 5 (<= 10) 89.18 -0.08 89.75 -0.07 286.58 -0.22 1.76   3.90   24.95  
SOE (G) Bond Index 102.62 -0.11 103.13 -0.11 200.82 -0.21 2.02   4.35   31.85  
SOE (NG) Bond Index 109.70 -0.15 110.46 -0.18 230.86 -0.3 2.55   5.41   46.87  
Corporate Bond Index (BBB up) 107.94 -0.06 108.66 -0.06 238.56 -0.1 2.57   3.01   16.35  
Corporate Bond Index (BBB+ up) 108.31 -0.06 109.04 -0.06 238.35 -0.11 2.53   3.07   16.86  
 
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.  CB26D03A SA 0.00000   03-Dec-26 0.25   0.945136   99.765270   61,929.29  
2.  BOT275A SA 1.61000   26-May-27 0.73   1.096078   100.365557   8,790.34  
3.  LB273A GB 2.25000   17-Mar-27 0.54   1.034667   100.642767   8,182.17  
4.  LB27NA GB 2.40000   17-Nov-27 1.21   1.112542   101.526884   3,364.96  
5.  LB283A GB 5.67000   13-Mar-28 1.53   1.145912   106.831047   2,805.57  
 
 
 
 Market News
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Found 66365 headlines
No. Date/Time Headlines
28726.       27-Jun-17 11:05     BE  of  ESSO to be registered on June 27, 2017
28727.       27-Jun-17 10:46     ENERGY EARTH PUBLIC COMPANY LIMITED has been cancelled for registration on 6 June 2017.
28728.       27-Jun-17 10:02     BoT Bond Auction Results
28729.       27-Jun-17 10:02     BoT Bond Auction Results
28730.       27-Jun-17 08:45     BE  of  THANI to be registered on June 27, 2017
28731.       27-Jun-17 08:45     BE  of  THANI to be registered on June 27, 2017
28732.       27-Jun-17 08:45     BE  of  THANI to be registered on June 27, 2017
28733.       27-Jun-17 08:45     BE  of  UV to be registered on June 27, 2017
28734.       26-Jun-17 16:38     BE  of  MPSC to be registered on June 26, 2017
28735.       26-Jun-17 15:28     Fitch Affirms Thailand's PTTGC at 'AA(tha)'; Outlook Stable
28736.       26-Jun-17 13:47     ITD226A is registered with ThaiBMA on June 26, 2017
28737.       26-Jun-17 10:21     Treasury Bill Auction Results
28738.       26-Jun-17 09:43     BE  of  CPN to be registered on June 26, 2017
28739.       26-Jun-17 09:20     The Bond Switching Result
28740.       26-Jun-17 09:20     The Bond Switching Result
 
 
Disclamer