8 September 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 3%.SA gained the major portion or by 73% of total outright trading value , following by Govt and CORP bonds,respectively.Govt bonds yields increased by 0 to 3 bp.Govt clean price index ended lower by -5 bp and corp index (BBB up) closed lower by -2 bp.The most active issue was CB26D11B.

Trading & Outstanding valueMln. (THB)Chg.(%)
 Outstanding Value 18,288,798.64   -0.03  
 Number of issues 2,741  
 Total Trading Value 1,425,635.36   2.72  
   Outright/Cash Trading 106,251.83   66.19  
   Financing 1,312,961.78   -0.68  
   Others 6,421.75   211.49  
Price value of basis point (PVBP)BAHT
 PVBP of Government bond 662,749,959.84  


 
ThaiBMA Bond Index                                                                                                                      
TypeClean PriceGross PriceTotal ReturnAvg. YieldAvg. DurAvg. Convex
Government Bond 105.62 -0.05 106.37 -0.04 348.94 -0.13 2.68   8.31   144.83  
    Group 1 ( 1 < TTM <=3 ) 71.28 -0.01 71.87 0.00 231.92 -0.01 1.25   1.97   5.23  
    Group 2 ( 3 < TTM <= 7 ) 106.81 -0.04 107.47 -0.03 338.75 -0.1 1.65   4.36   23.14  
    Group 3 ( 7 < TTM <= 10 ) 138.14 -0.11 139.07 -0.1 453.89 -0.33 2.16   7.97   72.33  
    Group 4 ( 10 < TTM ) 171.29 -0.1 172.56 -0.09 578.51 -0.29 3.02   14.70   318.94  
    Group 5 (<= 10) 89.05 -0.03 89.67 -0.02 286.30 -0.07 1.79   3.91   25.06  
SOE (G) Bond Index 102.46 -0.05 103.01 -0.04 200.61 -0.08 2.05   4.35   31.86  
SOE (NG) Bond Index 109.48 -0.07 110.23 -0.06 230.53 -0.12 2.59   5.45   47.18  
Corporate Bond Index (BBB up) 107.88 -0.02 108.60 -0.02 238.59 -0.02 2.58   3.03   16.40  
Corporate Bond Index (BBB+ up) 108.23 -0.02 108.97 -0.03 238.34 -0.03 2.54   3.08   16.89  
 
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.  CB26D11B SA 0.00000   11-Dec-26 0.25   0.942286   99.763055   56,722.28  
2.  LB276A GB 1.00000   17-Jun-27 0.77   1.085605   99.932935   2,845.70  
3.  LB273A GB 2.25000   17-Mar-27 0.52   1.049978   100.619843   2,323.32  
4.  CBF26O05A SA 1.04584   05-Oct-26 0.07   1.000825   100.003424   2,092.35  
5.  CB26924A SA 0.00000   24-Sep-26 0.04   0.926344   99.961528   1,993.23  
 
 
 
 Market News
< 4181 | 4182 | 4183 | 4184 | 4185 | 4186 | 4187 | 4188 | 4189 | 4190 |   >
Found 66386 headlines
No. Date/Time Headlines
62776.       10-Jan-07 13:26     Loan Bond Auction Result
62777.       09-Jan-07 17:42     ThaiBev has been upgraded the company rating and the issue rating by TRIS Rating
62778.       09-Jan-07 17:14     BoT's bond Auction Schedule in January 2007
62779.       09-Jan-07 14:37     BE of SPL are registered on January 9 and 10, 2007
62780.       09-Jan-07 14:06     SCB091B will be registered with ThaiBMA on January 11, 2007
62781.       09-Jan-07 11:31     BE of KTC is registered on January 9, 2007
62782.       09-Jan-07 11:30     S-T debentures of SCBT are registered on January 9, 2007
62783.       09-Jan-07 11:14     BoT Auction Result
62784.       09-Jan-07 11:10     BE of KTC are registered on January 9 and 10, 2007
62785.       09-Jan-07 11:10     S-T debentures of TLT are registered on January 9, 2007
62786.       08-Jan-07 17:42     Change of BBL1A97 Interest Payment Date
62787.       08-Jan-07 17:19     BE of PS is registered on January 8, 2007
62788.       08-Jan-07 15:08     S-T debentures of SCBT are registered on January 8, 2007
62789.       08-Jan-07 15:07     BE of SPL are registered on January 8, 2007
62790.       08-Jan-07 11:30     Treasury Bill Auction Results
 
 
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