4 November 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%.Govt gained the major portion or by 64% of total outright trading value , following by SA and CORP bonds,respectively.Govt bonds yields fluctuated within a range of -3 to 15 bp.Govt clean price index ended higher by 2 bp while corp index (BBB up) closed unchanged by 0 bp.The most active issue was LB313A.

Trading & Outstanding valueMln. (THB)Chg.(%)
 Outstanding Value 18,452,304.84   0.03  
 Number of issues 2,783  
 Total Trading Value 1,445,800.99   -6.21  
   Outright/Cash Trading 90,824.37   -42.01  
   Financing 1,352,848.16   -2.01  
   Others 2,128.46   -50.35  
Price value of basis point (PVBP)BAHT
 PVBP of Government bond 657,568,022.66  


 
ThaiBMA Bond Index                                                                                                                      
TypeClean PriceGross PriceTotal ReturnAvg. YieldAvg. DurAvg. Convex
Government Bond 106.01 0.02 106.99 0.03 351.70 0.09 2.63   8.17   141.29  
    Group 1 ( 1 < TTM <=3 ) 71.17 -0.01 71.70 0.00 232.50 -0.01 1.23   1.88   4.87  
    Group 2 ( 3 < TTM <= 7 ) 106.84 -0.01 107.71 -0.01 340.14 -0.02 1.63   4.26   22.15  
    Group 3 ( 7 < TTM <= 10 ) 139.68 0.04 140.77 0.05 460.53 0.17 2.02   7.87   70.46  
    Group 4 ( 10 < TTM ) 172.39 0.08 174.46 0.1 585.09 0.33 2.97   14.52   311.31  
    Group 5 (<= 10) 89.22 0.00 89.88 0.00 287.89 0.01 1.73   3.80   24.15  
SOE (G) Bond Index 102.94 0.01 103.57 -0.01 202.19 0.03 1.96   4.65   33.84  
SOE (NG) Bond Index 110.20 0.00 110.98 0.01 233.02 0.02 2.47   5.42   46.94  
Corporate Bond Index (BBB up) 107.98 0.00 108.61 0.00 240.05 0.01 2.54   3.03   16.40  
Corporate Bond Index (BBB+ up) 108.33 0.00 108.97 0.00 239.78 0.01 2.50   3.08   16.90  
 
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.  LB313A GB 1.34000   17-Mar-31 4.37   1.552371   99.113278   6,970.43  
2.  LB273A GB 2.25000   17-Mar-27 0.36   0.950485   100.473623   6,692.11  
3.  LB776A GB 2.44000   17-Jun-77 50.65   3.366959   77.544592   4,903.13  
4.  LB365A GB 1.84000   17-May-36 9.54   2.047212   98.207804   4,420.99  
5.  LB463A GB 3.22000   17-Mar-46 19.38   2.954313   103.906871   4,351.23  
 
 
 
 Market News
< 3341 | 3342 | 3343 | 3344 | 3345 | 3346 | 3347 | 3348 | 3349 | 3350 |   >
Found 66518 headlines
No. Date/Time Headlines
50101.       24-May-12 16:11     BE of KTC to be registered on May 24 and 25, 2012.
50102.       24-May-12 16:11     BE of TISCOG to be registered on May 24, 2012
50103.       24-May-12 16:11     BE of QH will be registered on May 25, 2012
50104.       24-May-12 16:10     BE of DA to be registered on May 25, 2012
50105.       24-May-12 16:10     BE of PL to be registered on May 25, 2012.
50106.       24-May-12 16:10     BE of SIRI to be registered on May 24, 2012
50107.       24-May-12 14:45     BANPU195A and BANPU225A are registered with ThaiBMA on May 24, 2012
50108.       24-May-12 13:36     GHB's Bonds Auction Results
50109.       23-May-12 17:07     TMB225A is registered with ThaiBMA on May 18, 2012
50110.       23-May-12 16:40     BE of SC to be registered on May 24, 2012
50111.       23-May-12 16:39     BE of PL to be registered on May 24, 2012.
50112.       23-May-12 16:39     BE of AYCAL to be registered on May 23, 2012
50113.       23-May-12 16:38     BE of DA to be registered on May 23, 2012
50114.       23-May-12 16:38     BE of KTC to be registered on May 23 and 25, 2012.
50115.       23-May-12 16:38     BE of TISCOG to be registered on May 23, 2012
 
 
Disclamer