1 July 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 2%.Govt gained the major portion or by 52% of total outright trading value , following by SA and CORP bonds,respectively.Govt bonds yields fluctuated within a range of -1 to 4 bp.Govt clean price index ended lower by -1 bp while corp index (BBB up) closed higher by 1 bp.The most active issue was CB26N05A.

Trading & Outstanding valueMln. (THB)Chg.(%)
 Outstanding Value 18,119,537.95   -0.56  
 Number of issues 2,752  
 Total Trading Value 1,528,403.39   2.18  
   Outright/Cash Trading 76,947.23   -52.45  
   Financing 1,451,076.18   9.2  
   Others 379.98   -92.61  
Price value of basis point (PVBP)BAHT
 PVBP of Government bond 666,110,044.88  


 
ThaiBMA Bond Index                                                                                                                      
TypeClean PriceGross PriceTotal ReturnAvg. YieldAvg. DurAvg. Convex
Government Bond 106.50 -0.01 106.70 0.00 350.04 0.01 2.58   8.51   148.68  
    Group 1 ( 1 < TTM <=3 ) 71.54 0.00 71.77 0.01 231.59 0.03 1.21   2.16   6.10  
    Group 2 ( 3 < TTM <= 7 ) 107.17 -0.03 107.36 -0.03 338.38 -0.09 1.61   4.60   25.48  
    Group 3 ( 7 < TTM <= 10 ) 140.03 -0.01 140.35 -0.01 458.07 -0.02 2.00   8.13   74.91  
    Group 4 ( 10 < TTM ) 173.43 0.01 173.65 0.02 582.18 0.07 2.93   14.87   323.21  
    Group 5 (<= 10) 89.53 -0.01 89.75 0.00 286.57 -0.01 1.69   4.05   26.23  
SOE (G) Bond Index 103.39 0.00 103.86 0.01 201.60 0.01 1.86   4.45   33.05  
SOE (NG) Bond Index 109.97 0.00 110.59 -0.01 230.36 0.02 2.53   5.53   48.72  
Corporate Bond Index (BBB up) 108.09 0.01 108.77 0.00 237.55 0.04 2.55   3.02   16.49  
Corporate Bond Index (BBB+ up) 108.47 0.01 109.16 0.00 237.39 0.04 2.51   3.07   16.99  
 
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.  CB26N05A SA 0.00000   05-Nov-26 0.35   0.814994   99.720461   7,167.91  
2.  LB313A GB 1.34000   17-Mar-31 4.71   1.577500   98.920362   5,245.94  
3.  LB26DA GB 2.12500   17-Dec-26 0.46   0.886067   100.563345   4,555.56  
4.  CB26820A SA 0.00000   20-Aug-26 0.14   0.762258   99.899663   4,499.48  
5.  SLB406A GB 2.70000   17-Jun-40 13.97   2.487856   102.484621   4,260.76  
 
 
 
 Market News
< 3331 | 3332 | 3333 | 3334 | 3335 | 3336 | 3337 | 3338 | 3339 | 3340 |   >
Found 66057 headlines
No. Date/Time Headlines
50026.       27-Mar-12 17:06     S-T debentures of KK to be registered on March 27, 2012
50027.       27-Mar-12 17:06     STN of DBSVT will be registered on March 28, 2012
50028.       27-Mar-12 10:20     BoT Bonds Auction Result
50029.       26-Mar-12 17:51     BE of TICON to be registered on March 26, 2012
50030.       26-Mar-12 17:25     Fitch Rates TMB Bank's Subordinated Debenture "A(tha)"
50031.       26-Mar-12 16:04     S-T debentures of TLT will be registered on March 26,28 and 29 2012
50032.       26-Mar-12 16:03     S-T debentures of BAY to be registered on March 26, 2012
50033.       26-Mar-12 16:03     STN of DBSVT will be registered on March 26 and 27, 2012
50034.       26-Mar-12 16:02     S-T debentures of KTB to be registered on March 26, 2012.
50035.       26-Mar-12 16:02     PN of BBTM to be registered on March 26, 2012
50036.       26-Mar-12 13:30     TRIS Rating affirms the company rating of SAMTEL at "BBB+".
50037.       26-Mar-12 10:16     Treasury Bill Auction Results
50038.       26-Mar-12 10:09     SCB announces the fixed deposit rates.
50039.       26-Mar-12 09:41     BE of SYNTEC will be registered on March 26, 2012.
50040.       23-Mar-12 15:49     PN of BBTM to be registered on March 23, 2012
 
 
Disclamer