9 June 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 12%.SA gained the major portion or by 68% of total outright trading value , following by Govt and CP bonds,respectively.Govt bonds yields fluctuated within a range of -2 to 4 bp.Govt clean price index ended lower by -15 bp while corp index (BBB up) closed higher by 1 bp.The most active issue was CB26910A.

Trading & Outstanding valueMln. (THB)Chg.(%)
 Outstanding Value 18,292,686.38   -0.03  
 Number of issues 2,738  
 Total Trading Value 1,451,951.15   11.52  
   Outright/Cash Trading 126,083.99   80.66  
   Financing 1,320,592.71   7.18  
   Others 5,274.44   5146.63  
Price value of basis point (PVBP)BAHT
 PVBP of Government bond 629,410,008.87  


 
ThaiBMA Bond Index                                                                                                                      
TypeClean PriceGross PriceTotal ReturnAvg. YieldAvg. DurAvg. Convex
Government Bond 104.39 -0.15 105.60 -0.14 342.60 -0.45 2.80   8.20   139.22  
    Group 1 ( 1 < TTM <=3 ) 71.46 0.01 71.94 0.01 231.01 0.03 1.26   1.92   5.09  
    Group 2 ( 3 < TTM <= 7 ) 106.64 -0.03 107.71 -0.02 336.20 -0.06 1.68   4.14   20.88  
    Group 3 ( 7 < TTM <= 10 ) 137.55 -0.18 138.85 -0.17 449.39 -0.55 2.17   7.57   65.89  
    Group 4 ( 10 < TTM ) 166.81 -0.47 169.41 -0.46 559.12 -1.5 3.16   14.05   293.97  
    Group 5 (<= 10) 88.99 -0.03 89.77 -0.03 284.44 -0.08 1.81   3.82   23.52  
SOE (G) Bond Index 102.61 -0.01 103.11 0.00 199.83 0.00 2.03   4.45   33.02  
SOE (NG) Bond Index 108.73 -0.01 109.44 -0.07 227.39 -0.01 2.72   5.48   47.90  
Corporate Bond Index (BBB up) 107.66 0.01 108.33 0.01 236.13 0.03 2.68   2.95   15.83  
Corporate Bond Index (BBB+ up) 108.03 0.00 108.71 0.01 235.95 0.03 2.63   3.00   16.35  
 
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.  CB26910A SA 0.00000   10-Sep-26 0.25   0.819439   99.796439   63,395.69  
2.  LB456A GB 2.98000   17-Jun-45 19.04   3.105587   98.208072   3,543.47  
3.  LB726A GB 4.00000   17-Jun-72 46.05   3.630000   108.246788   3,245.10  
4.  BOTF276A SA 1.04380   30-Jun-27 1.06   0.993930   100.056156   3,007.95  
5.  LB276A GB 1.00000   17-Jun-27 1.02   1.077642   99.921767   2,414.71  
 
 
 
 Market News
< 591 | 592 | 593 | 594 | 595 | 596 | 597 | 598 | 599 | 600 |   >
Found 65969 headlines
No. Date/Time Headlines
8881.       04-Dec-23 16:47     Fitch Affirms Asia Plus Group Holdings at 'A(tha)'; Outlook Stable
8882.       04-Dec-23 16:47     Fitch Affirms Asia Plus Group Holdings at 'A(tha)'; Outlook Stable
8883.       04-Dec-23 16:39     Fitch Affirms Asia Plus Group Holdings at 'A(tha)'; Outlook Stable
8884.       04-Dec-23 10:15     Central Bank Bill Auction Results: CB24307B
8885.       01-Dec-23 15:20     GPSC แจ้งข่าวต่อ SET เรื่อง แจ้งการยุติข้อพิพาท
8886.       01-Dec-23 10:26     Treasury Bill Auction Results: TB24605A
8887.       01-Dec-23 09:37     TRIS RATING AFFIRMS COMPANY RATING ON “PEA” AT “AAA” WITH “STABLE” OUTLOOK
8888.       01-Dec-23 09:00     RICHY inform to exercise partial call option on its debenture (RICHY248A).
8889.       01-Dec-23 08:44     NUSA แจ้งข่าวต่อ SET เรื่อง ชี้แจงข้อมูลตามที่สำนักงานกำกับหลักทรัพย์และตลาดหลักทรัพย์สอบถาม
8890.       30-Nov-23 17:25     State Own Enterprise Bond Auction Results: MEA35DA
8891.       30-Nov-23 14:49     PF inform to exercise call option on its debenture (PF18PA).
8892.       30-Nov-23 14:31     PTH inform to exercise partial call option on its debenture (PTH245A).
8893.       30-Nov-23 14:27     TRIS RATING AFFIRMS COMPANY & SENIOR UNSECURED DEBT RATINGS ON “NOBLE” AT “BBB”, AND ASSIGNS “BBB” RATING TO SENIOR UNSECURED DEBT WORTH UP TO THB2.1 BILLION, WITH “STABLE” OUTLOOK
8894.       30-Nov-23 14:20     Fitch Upgrades Advanced Info Service, Advanced Wireless Network to 'AAA(tha)'; Outlook Stable
8895.       30-Nov-23 11:44     CPAXT แจ้งข่าวต่อ SET เรื่อง ขอชี้แจงข่าวที่ปรากฏในสื่อกรณีประเด็นที่เกี่ยวข้องกับการนำเข้าเนื้อสุกร
 
 
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