ThaiBMA : Daily Market Summary

13 February 2026

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 decreased by 6%.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 -3 to 3 bp.Govt clean price index ended higher by 18 bp while corp index (BBB up) closed unchanged by 0 bp.The most active issue was LB365A.

Trading & Outstanding value Mln. (THB) Chg.(%)
Outstanding Value 18,055,072.59 0.29
Number of issues 2,764
Total Trading Value 1,262,303.38 -6.31
   Outright/Cash Trading 76,076.86 -32.66
   Financing 1,186,007.25 -3.91
   Others 219.27 n.a.

Price value of basis point (PVBP) BAHT
PVBP of Government bond 709,028,066.69

ThaiBMA Bond Index
Type	Clean Price		Gross Price		Total Return		Avg. Yield	Avg. Dur	Avg. Convex
Government Bond	109.40	0.18	109.95	0.19	355.83	0.61	2.30	8.76	158.87
Group 1 ( 1 < TTM <=3 )	71.75	0.01	72.17	0.01	230.28	0.04	1.18	1.83	4.60
Group 2 ( 3 < TTM <= 7 )	108.34	0.00	108.91	0.01	338.75	0.04	1.35	4.21	21.67
Group 3 ( 7 < TTM <= 10 )	142.18	0.04	142.89	0.05	460.92	0.17	1.75	7.76	68.85
Group 4 ( 10 < TTM )	182.50	0.66	183.37	0.67	605.14	2.22	2.57	15.03	332.68
Group 5 (<= 10)	90.27	0.01	90.75	0.02	286.28	0.05	1.48	3.90	24.24
SOE (G) Bond Index	104.32	0.00	104.87	0.01	201.76	0.01	1.71	4.60	35.62
SOE (NG) Bond Index	111.38	0.01	112.20	0.02	230.83	0.03	2.33	5.75	52.06
Corporate Bond Index (BBB up)	108.40	0.00	109.13	0.01	235.21	0.03	2.53	2.92	15.89
Corporate Bond Index (BBB+ up)	108.80	0.00	109.55	0.01	235.13	0.03	2.47	2.98	16.47

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.	LB365A	GB	1.84000	17-May-36	10.26	1.858134	99.832053	7,010.91
2.	LB456A	GB	2.98000	17-Jun-45	19.35	2.640438	105.117108	6,736.11
3.	LB436A	GB	3.45000	17-Jun-43	17.35	2.535277	112.766320	5,754.47
4.	CBF27215A	SA	1.30064	15-Feb-27	1.00	1.264292	100.035821	4,200.63
5.	CB26702A	SA	0.00000	02-Jul-26	0.38	1.130047	99.580712	3,191.56