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
< 3431 | 3432 | 3433 | 3434 | 3435 | 3436 | 3437 | 3438 | 3439 | 3440 |   >
Found 66057 headlines
No. Date/Time Headlines
51481.       25-Aug-11 16:12     The coupon rate of SEK126A paid on September 26, 2011 is shown six decimal
51482.       25-Aug-11 12:11     GHB's Bonds Auction Result
51483.       25-Aug-11 11:36     PWA's Bond Auction Result
51484.       25-Aug-11 10:04     BOT Bonds Auction Results
51485.       24-Aug-11 15:36     BE of FNS will be registered on August 24, 2011
51486.       24-Aug-11 15:35     BE of TISCOG to be registered on August 24, 2011
51487.       24-Aug-11 15:35     S-T debentures of SCBT to be registered on August 24, 2011
51488.       24-Aug-11 15:35     BE of TRT to be registered on August 25, 2011.
51489.       24-Aug-11 15:34     STN of DBSVT will be registered on August 24, 2011
51490.       24-Aug-11 15:33     PN of BBTM to be registered on August 24, 2011
51491.       24-Aug-11 15:33     The Promissory Note (PN) issued by Bangkok BBTM Limited to be
51492.       24-Aug-11 15:07     The MPC decided to raise the policy interest rate by 0.25%, from3.25% to 3.50%
51493.       23-Aug-11 16:52     BE of KTC will be registered on August 23, 2011.
51494.       23-Aug-11 16:52     BE of MPSC to be registered on August 23, 2011.
51495.       23-Aug-11 16:51     BE of ASK to be registered on August 23 and 24, 2011.
 
 
Disclamer