4 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 6%.SA gained the major portion or by 58% of total outright trading value , following by Govt and CORP bonds,respectively.Govt bonds yields fluctuated within a range of -1 to 1 bp.Govt clean price index ended higher by 4 bp and corp index (BBB up) closed higher by 4 bp.The most active issue was LB276A.

Trading & Outstanding valueMln. (THB)Chg.(%)
 Outstanding Value 18,305,901.69   0.25  
 Number of issues 2,742  
 Total Trading Value 1,279,567.54   -6.09  
   Outright/Cash Trading 73,827.07   -33.04  
   Financing 1,205,740.47   -3.34  
   Others 0.00   -100  
Price value of basis point (PVBP)BAHT
 PVBP of Government bond 665,055,355.56  


 
ThaiBMA Bond Index                                                                                                                      
TypeClean PriceGross PriceTotal ReturnAvg. YieldAvg. DurAvg. Convex
Government Bond 105.72 0.04 106.44 0.05 349.18 0.17 2.66   8.32   145.04  
    Group 1 ( 1 < TTM <=3 ) 71.31 0.01 71.88 0.01 231.95 0.04 1.24   1.98   5.28  
    Group 2 ( 3 < TTM <= 7 ) 106.86 0.03 107.50 0.04 338.84 0.12 1.64   4.37   23.25  
    Group 3 ( 7 < TTM <= 10 ) 138.24 -0.06 139.13 -0.05 454.10 -0.15 2.15   7.98   72.51  
    Group 4 ( 10 < TTM ) 171.58 0.16 172.79 0.18 579.29 0.59 3.01   14.71   319.11  
    Group 5 (<= 10) 89.09 0.00 89.69 0.01 286.37 0.03 1.78   3.92   25.16  
SOE (G) Bond Index 102.54 0.03 103.07 0.04 200.71 0.07 2.04   4.36   31.93  
SOE (NG) Bond Index 109.59 0.04 110.34 0.04 230.68 0.1 2.57   5.44   47.11  
Corporate Bond Index (BBB up) 107.92 0.04 108.67 0.05 238.60 0.12 2.57   3.01   16.30  
Corporate Bond Index (BBB+ up) 108.29 0.04 109.05 0.05 238.38 0.11 2.53   3.06   16.80  
 
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.  LB276A GB 1.00000   17-Jun-27 0.78   1.086713   99.931632   5,710.06  
2.  CB26924A SA 0.00000   24-Sep-26 0.05   0.946012   99.955106   4,058.18  
3.  CB26O22B SA 0.00000   22-Oct-26 0.13   0.939282   99.884909   2,998.54  
4.  CB26917B SA 0.00000   17-Sep-26 0.04   0.941062   99.971615   2,700.23  
5.  CB26O15A SA 0.00000   15-Oct-26 0.11   0.941511   99.897842   2,386.56  
 
 
 
 Market News
< 2871 | 2872 | 2873 | 2874 | 2875 | 2876 | 2877 | 2878 | 2879 | 2880 |   >
Found 66371 headlines
No. Date/Time Headlines
43141.       07-Oct-14 13:12     BE  of  DA to be registered on October 07, 2014
43142.       07-Oct-14 13:12     BE  of  DEMCO to be registered on October 07, 2014
43143.       07-Oct-14 13:12     BE  of  GLAND to be registered on October 07, 2014
43144.       07-Oct-14 13:12     BE  of  PF to be registered on October 07, 2014
43145.       07-Oct-14 10:28     BoT Bond Auction Results
43146.       07-Oct-14 09:32     TMB19NA has been exercised call option on November 6, 2014.
43147.       06-Oct-14 15:21     S-T debentures  of  KK to be registered on October 06, 2014
43148.       06-Oct-14 15:21     S-T debentures  of  TISCO to be registered on October 06, 2014
43149.       06-Oct-14 15:20     BE  of  ROJNA to be registered on October 06, 2014
43150.       06-Oct-14 15:20     BE  of  SAWAD to be registered on October 06, 2014
43151.       06-Oct-14 15:20     S-T debentures  of  CIMBT to be registered on October 06, 2014
43152.       06-Oct-14 15:19     BE  of  DA to be registered on October 06, 2014
43153.       06-Oct-14 15:18     BE  of  ASP to be registered on October 06, 2014
43154.       06-Oct-14 12:01     GCAP164A is registered with ThaiBMA on October 9, 2014
43155.       06-Oct-14 10:47     LH17OA is registered with ThaiBMA on October 6, 2014
 
 
Disclamer