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
< 1971 | 1972 | 1973 | 1974 | 1975 | 1976 | 1977 | 1978 | 1979 | 1980 |   >
Found 66367 headlines
No. Date/Time Headlines
29686.       21-Apr-17 13:54     ABPSPV are registered with ThaiBMA on April 21, 2017
29687.       21-Apr-17 13:54     ABPSPV are registered with ThaiBMA on April 21, 2017
29688.       21-Apr-17 13:54     ABPSPV are registered with ThaiBMA on April 21, 2017
29689.       21-Apr-17 13:54     ABPSPV are registered with ThaiBMA on April 21, 2017
29690.       21-Apr-17 13:54     ABPSPV are registered with ThaiBMA on April 21, 2017
29691.       21-Apr-17 13:54     ABPSPV are registered with ThaiBMA on April 21, 2017
29692.       21-Apr-17 13:54     ABPSPV are registered with ThaiBMA on April 21, 2017
29693.       21-Apr-17 11:34     BANPU274A is registered with ThaiBMA on April 21, 2017
29694.       21-Apr-17 10:27     BoT Bonds Auction Results
29695.       20-Apr-17 16:48     TRIS Rating Assigns Company Rating of “TFG” at “BBB-” with “Stable” Outlook
29696.       20-Apr-17 13:42     S-T debentures  of  ASK to be registered on April 20, 2017
29697.       20-Apr-17 13:42     S-T debentures  of  ASK to be registered on April 20, 2017
29698.       20-Apr-17 13:42     S-T debentures  of  ASK to be registered on April 20, 2017
29699.       20-Apr-17 13:42     S-T debentures  of  ASK to be registered on April 20, 2017
29700.       20-Apr-17 13:42     S-T debentures  of  TISCO to be registered on April 20, 2017
 
 
Disclamer