21 April 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 10%.SA gained the major portion or by 65% of total outright trading value , following by Govt and T-Bill bonds,respectively.Govt bonds yields fluctuated within a range of -4 to 1 bp.Govt clean price index ended lower by -1 bp while corp index (BBB up) closed higher by 6 bp.The most active issue was CB26723A.

Trading & Outstanding valueMln. (THB)Chg.(%)
 Outstanding Value 18,208,079.89   -0.01  
 Number of issues 2,765  
 Total Trading Value 1,542,285.96   -9.69  
   Outright/Cash Trading 126,044.24   70.71  
   Financing 1,408,562.02   -13.74  
   Others 7,679.70   598.54  
Price value of basis point (PVBP)BAHT
 PVBP of Government bond 656,211,509.83  


 
ThaiBMA Bond Index                                                                                                                      
TypeClean PriceGross PriceTotal ReturnAvg. YieldAvg. DurAvg. Convex
Government Bond 106.50 -0.01 107.41 0.00 348.18 0.01 2.59   8.45   149.65  
    Group 1 ( 1 < TTM <=3 ) 71.59 0.01 71.98 0.02 230.72 0.05 1.24   2.02   5.53  
    Group 2 ( 3 < TTM <= 7 ) 107.22 0.01 108.10 0.01 336.83 0.04 1.58   4.26   22.02  
    Group 3 ( 7 < TTM <= 10 ) 139.47 0.09 140.44 0.1 454.18 0.32 1.98   7.58   65.86  
    Group 4 ( 10 < TTM ) 173.52 -0.06 175.38 -0.05 578.82 -0.16 2.90   14.51   313.11  
    Group 5 (<= 10) 89.47 0.02 90.08 0.02 285.04 0.07 1.67   3.75   22.82  
SOE (G) Bond Index 102.89 0.1 103.47 0.1 199.81 0.21 1.99   4.52   34.21  
SOE (NG) Bond Index 109.58 0.13 110.35 0.14 228.30 0.28 2.59   5.55   49.05  
Corporate Bond Index (BBB up) 107.98 0.06 108.65 0.07 235.76 0.16 2.61   2.95   15.92  
Corporate Bond Index (BBB+ up) 108.36 0.07 109.04 0.07 235.62 0.16 2.56   3.00   16.41  
 
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.  CB26723A SA 0.00000   23-Jul-26 0.25   0.836967   99.791858   59,081.77  
2.  CBF26511A SA 1.48880   11-May-26 0.05   1.010908   100.005581   5,100.90  
3.  TB26O21A TB 0.00000   21-Oct-26 0.50   0.905000   99.550767   4,534.54  
4.  LB353A GB 2.41000   17-Mar-35 8.91   2.054691   102.867262   4,306.72  
5.  LB463A GB 3.22000   17-Mar-46 19.92   2.989779   103.435799   3,752.30  
 
 
 
 Market News
< 921 | 922 | 923 | 924 | 925 | 926 | 927 | 928 | 929 | 930 |   >
Found 65781 headlines
No. Date/Time Headlines
13861.       13-Jan-22 08:31     ANAN inform to exercise call option on its debenture (ANAN17PA).
13862.       12-Jan-22 16:34     Fitch Affirms Esso (Thailand)'s Bills of Exchange at 'F2(tha)'
13863.       12-Jan-22 11:06     Loan Bond Auction Results: ESGLB35DA
13864.       11-Jan-22 14:11     TRIS RATING ASSIGNS “A-” RATING TO SENIOR UNSECURED DEBT WORTH UP TO THB1.5 BILLION AND ADDITIONAL G
13865.       11-Jan-22 13:54     การปิดสมุดทะเบียนพักการโอนหุ้น เพื่อประชุมผู้ถือหุ้นกู้ (XM) SASST224A
13866.       11-Jan-22 13:40     TRIS RATING ASSIGNS “A+” RATING TO SENIOR UNSECURED DEBT WORTH UP TO THB7 BILLION AND ADDITIONAL GRE
13867.       11-Jan-22 09:54     Central Bank Bill Auction Results: CB22418A
13868.       11-Jan-22 09:20     YUANTA informs to partially redeem YUANTA22131B on January 11, 2022.
13869.       10-Jan-22 15:22     Fitch Affirms Asia Plus Group Holdings at 'A(tha)'; Outlook Stable
13870.       10-Jan-22 15:20     Fitch Affirms Finansia Syrus' National Long-Term Rating at 'BBB+(tha)'; Outlook Stable
13871.       10-Jan-22 15:16     Fitch Upgrades KTBST Securities to 'BB+(tha)'; Outlook Stable
13872.       10-Jan-22 09:45     YUANTA informs to partially redeem YUANTA22131B on January 10, 2022.
13873.       10-Jan-22 09:01     TRIS RATING ASSIGNS “BBB” RATING TO SENIOR UNSECURED DEBT WORTH UP TO THB1.8 BILLION OF “NOBLE”, REP
13874.       07-Jan-22 13:20     TRIS RATING ASSIGNS COMPANY RATING TO “TLS” AT “BBB” WITH “STABLE” OUTLOOK
13875.       07-Jan-22 08:45     A inform to exercise partial call option on its debenture (A238A).
 
 
Disclamer