23 February 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
Total trading value increased by 6%.SA gained the major portion or by 37% of total outright trading value , following by T-Bill and Govt bonds,respectively.Govt bonds yields fluctuated within a range of -2 to 4 bp.Govt clean price index ended higher by 1 bp while corp index (BBB up) closed unchanged by 0 bp.The most active issue was TB26826A.

Trading & Outstanding valueMln. (THB)Chg.(%)
 Outstanding Value 18,101,112.04   -0.03  
 Number of issues 2,759  
 Total Trading Value 1,331,630.17   6.03  
   Outright/Cash Trading 53,814.19   6.8  
   Financing 1,277,776.00   6  
   Others 39.97   n.a.  
Price value of basis point (PVBP)BAHT
 PVBP of Government bond 710,666,794.01  


 
ThaiBMA Bond Index                                                                                                                      
TypeClean PriceGross PriceTotal ReturnAvg. YieldAvg. DurAvg. Convex
Government Bond 109.27 0.01 109.90 0.02 355.66 0.05 2.31   8.73   158.59  
    Group 1 ( 1 < TTM <=3 ) 71.70 0.01 72.16 0.02 230.27 0.05 1.20   1.80   4.48  
    Group 2 ( 3 < TTM <= 7 ) 108.23 0.00 108.86 0.01 338.61 0.02 1.37   4.17   21.27  
    Group 3 ( 7 < TTM <= 10 ) 141.92 -0.04 142.72 -0.03 460.36 -0.1 1.77   7.74   68.39  
    Group 4 ( 10 < TTM ) 182.26 0.04 183.28 0.05 604.82 0.18 2.58   15.02   333.04  
    Group 5 (<= 10) 90.17 0.00 90.70 0.00 286.16 0.01 1.50   3.87   23.92  
SOE (G) Bond Index 104.18 -0.01 104.70 -0.03 201.61 -0.01 1.73   4.60   35.54  
SOE (NG) Bond Index 111.20 -0.01 112.06 0.00 230.64 -0.01 2.35   5.69   51.24  
Corporate Bond Index (BBB up) 108.36 0.00 109.04 0.01 235.35 0.02 2.54   2.91   15.84  
Corporate Bond Index (BBB+ up) 108.76 0.00 109.45 0.01 235.27 0.02 2.48   2.97   16.42  
 
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.  TB26826A TB 0.00000   26-Aug-26 0.50   1.171059   99.419572   15,601.91  
2.  CB26312A SA 0.00000   12-Mar-26 0.05   1.200336   99.947226   3,408.20  
3.  LB456A GB 2.98000   17-Jun-45 19.33   2.654023   104.901849   2,521.11  
4.  SLB406A GB 2.70000   17-Jun-40 14.32   2.227119   105.768199   2,350.00  
5.  CB26402A SA 0.00000   02-Apr-26 0.10   1.188257   99.879472   2,077.49  
 
 
 
 Market News
< 2001 | 2002 | 2003 | 2004 | 2005 | 2006 | 2007 | 2008 | 2009 | 2010 |   >
Found 65549 headlines
No. Date/Time Headlines
30106.       19-Jan-17 13:55     AP191C, AP207A are registered with ThaiBMA on January 19, 2017
30107.       19-Jan-17 13:55     AP191C, AP207A are registered with ThaiBMA on January 19, 2017
30108.       18-Jan-17 16:03     PREB announced the exercise of its option to call all outstanding amount of PREB17NA .
30109.       18-Jan-17 15:37     BE  of  ORI to be registered on January 18, 2017
30110.       18-Jan-17 15:37     BE  of  ORI to be registered on January 18, 2017
30111.       18-Jan-17 14:20     BE  of  THANI to be registered on January 18, 2017
30112.       18-Jan-17 14:19     BE  of  SAYA to be registered on January 18, 2017
30113.       18-Jan-17 14:19     BE  of  SIRI to be registered on January 18, 2017
30114.       18-Jan-17 14:19     BE  of  SIRI to be registered on January 18, 2017
30115.       18-Jan-17 14:18     BE  of  RHBS to be registered on January 18, 2017
30116.       18-Jan-17 14:18     BE  of  ROJNA to be registered on January 18, 2017
30117.       18-Jan-17 14:18     BE  of  ROJNA to be registered on January 18, 2017
30118.       18-Jan-17 14:17     BE  of  MK to be registered on January 18, 2017
30119.       18-Jan-17 14:17     BE  of  MTLS to be registered on January 18, 2017
30120.       18-Jan-17 14:17     BE  of  MTLS to be registered on January 18, 2017
 
 
Disclamer