ThaiBMA : Daily Market Summary

1 July 2025

Service Manager : Kantiros, Sineerat (0-2257-0357 # 355, 301)

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Historical >>

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 6%.SA gained the major portion or by 69% of total outright trading value , following by Govt and T-Bill bonds,respectively.Govt bonds yields fluctuated within a range of -5 to 10 bp.Govt clean price index ended higher by 20 bp and corp index (BBB up) closed higher by 7 bp.The most active issue was CB25O02B.

Trading & Outstanding value Mln. (THB) Chg.(%)
Outstanding Value 17,257,195.50 0.01
Number of issues 2,861
Total Trading Value 1,478,787.31 5.78
   Outright/Cash Trading 173,006.79 100.72
   Financing 1,302,003.45 -0.64
   Others 3,777.07 178.42

Price value of basis point (PVBP) BAHT
PVBP of Government bond 748,867,633.71

ThaiBMA Bond Index
Type	Clean Price		Gross Price		Total Return		Avg. Yield	Avg. Dur	Avg. Convex
Government Bond	113.56	0.2	113.76	0.21	363.31	0.66	1.96	9.49	179.82
Group 1 ( 1 < TTM <=3 )	71.88	0.02	72.15	0.03	227.55	0.09	1.38	2.12	5.90
Group 2 ( 3 < TTM <= 7 )	108.82	0.04	109.02	0.04	334.76	0.13	1.43	4.68	26.43
Group 3 ( 7 < TTM <= 10 )	144.73	0.2	145.00	0.21	462.06	0.66	1.58	7.91	71.45
Group 4 ( 10 < TTM )	196.68	0.63	196.89	0.64	640.70	2.1	2.10	15.57	353.50
Group 5 (<= 10)	90.85	0.04	91.08	0.05	283.72	0.15	1.46	4.06	24.95
SOE (G) Bond Index	104.74	0.12	105.26	0.13	199.91	0.24	1.67	4.57	35.67
SOE (NG) Bond Index	112.99	0.18	113.62	0.18	230.25	0.38	2.17	5.89	56.12
Corporate Bond Index (BBB up)	108.48	0.07	109.17	0.06	230.51	0.16	2.65	2.93	16.15
Corporate Bond Index (BBB+ up)	108.81	0.07	109.50	0.06	230.35	0.16	2.63	2.95	16.28

Top 5 Most Active Bond
	Bond	Type/ Issue Rating	Coupon Rate (%)	Maturity Date	TTM (Years)	Last Exec.Yield(%)	Weight Avg.Price(%)	Trading Value (THB mln.)
1.	CB25O02B	SA	0.00000	02-Oct-25	0.25	1.429242	99.645296	59,962.55
2.	CB26702A	SA	0.00000	02-Jul-26	1.00	1.427620	98.596465	33,808.73
3.	LB436A	GB	3.45000	17-Jun-43	17.97	2.047833	120.975821	5,779.88
4.	TB25D30A	TB	0.00000	30-Dec-25	0.50	1.438859	99.292929	5,636.86
5.	CB25911A	SA	0.00000	11-Sep-25	0.20	1.422947	99.723636	4,401.80