27 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 1%.Govt gained the major portion or by 40% of total outright trading value , following by SA and CORP bonds,respectively.Govt bonds yields fluctuated within a range of -1 to 5 bp.Govt clean price index ended lower by -3 bp while corp index (BBB up) closed unchanged by 0 bp.The most active issue was LB276A.

Trading & Outstanding valueMln. (THB)Chg.(%)
 Outstanding Value 18,252,363.18   -0.03  
 Number of issues 2,763  
 Total Trading Value 1,252,944.60   -0.71  
   Outright/Cash Trading 41,875.74   -10.47  
   Financing 1,210,421.43   -0.3  
   Others 647.44   -43.96  
Price value of basis point (PVBP)BAHT
 PVBP of Government bond 658,166,121.25  


 
ThaiBMA Bond Index                                                                                                                      
TypeClean PriceGross PriceTotal ReturnAvg. YieldAvg. DurAvg. Convex
Government Bond 106.38 -0.03 107.33 -0.02 347.94 -0.08 2.60   8.42   149.19  
    Group 1 ( 1 < TTM <=3 ) 71.56 0.00 71.97 0.01 230.73 0.03 1.25   2.02   5.53  
    Group 2 ( 3 < TTM <= 7 ) 107.23 0.02 108.16 0.03 337.03 0.1 1.57   4.24   21.87  
    Group 3 ( 7 < TTM <= 10 ) 138.72 -0.07 139.74 -0.06 451.92 -0.2 2.06   7.56   65.54  
    Group 4 ( 10 < TTM ) 173.32 -0.12 175.26 -0.1 578.43 -0.34 2.91   14.49   312.68  
    Group 5 (<= 10) 89.37 0.00 90.01 0.01 284.82 0.02 1.70   3.72   22.56  
SOE (G) Bond Index 102.77 0.00 103.38 0.00 199.64 0.01 2.01   4.50   34.01  
SOE (NG) Bond Index 109.44 0.00 110.25 -0.01 228.11 0.01 2.61   5.53   48.82  
Corporate Bond Index (BBB up) 107.91 0.00 108.54 0.00 235.75 0.02 2.63   2.94   15.85  
Corporate Bond Index (BBB+ up) 108.29 0.00 108.93 0.00 235.60 0.02 2.57   2.99   16.34  
 
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.  LB276A GB 1.00000   17-Jun-27 1.14   1.106749   99.881103   7,629.68  
2.  CB26507B SA 0.00000   07-May-26 0.03   0.889034   99.977831   3,159.30  
3.  TB26O21A TB 0.00000   21-Oct-26 0.48   0.905000   99.565512   2,986.97  
4.  LB273A GB 2.25000   17-Mar-27 0.89   1.066352   101.033556   1,985.38  
5.  CB26604A SA 0.00000   04-Jun-26 0.10   0.881786   99.909124   1,490.64  
 
 
 
 Market News
< 2281 | 2282 | 2283 | 2284 | 2285 | 2286 | 2287 | 2288 | 2289 | 2290 |   >
Found 65796 headlines
No. Date/Time Headlines
34276.       07-Jun-16 11:05     BE  of  WHA to be registered on June 07, 2016
34277.       07-Jun-16 11:05     STN   of  DBSV to be registered on June 07, 2016
34278.       07-Jun-16 11:05     STN   of  DBSV to be registered on June 07, 2016
34279.       07-Jun-16 11:04     BE  of  PL to be registered on June 07, 2016
34280.       07-Jun-16 11:04     BE  of  PL to be registered on June 07, 2016
34281.       07-Jun-16 11:04     BE  of  SIRI to be registered on June 07, 2016
34282.       07-Jun-16 11:03     BE  of  CK to be registered on June 07, 2016
34283.       07-Jun-16 11:03     BE  of  ITD to be registered on June 07, 2016
34284.       07-Jun-16 10:11     BoT Bond Auction Results
34285.       07-Jun-16 10:11     BoT Bond Auction Results
34286.       06-Jun-16 11:42     STN   of  DBSV to be registered on June 06, 2016
34287.       06-Jun-16 11:42     STN   of  DBSV to be registered on June 06, 2016
34288.       06-Jun-16 11:42     STN   of  DBSV to be registered on June 06, 2016
34289.       06-Jun-16 11:42     STN   of  DBSV to be registered on June 06, 2016
34290.       06-Jun-16 11:42     STN   of  DBSV to be registered on June 06, 2016
 
 
Disclamer