5 May 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 increased by 13%.SA gained the major portion or by 77% of total outright trading value , following by Govt and CORP bonds,respectively.Govt bonds yields increased by 0 to 13 bp.Govt clean price index ended lower by -21 bp and corp index (BBB up) closed lower by -7 bp.The most active issue was CB26806A.

Trading & Outstanding valueMln. (THB)Chg.(%)
 Outstanding Value 18,255,093.10   0.06  
 Number of issues 2,761  
 Total Trading Value 1,635,377.34   12.71  
   Outright/Cash Trading 154,451.07   119.33  
   Financing 1,478,933.57   7.16  
   Others 1,992.70   298.84  
Price value of basis point (PVBP)BAHT
 PVBP of Government bond 650,502,924.68  


 
ThaiBMA Bond Index                                                                                                                      
TypeClean PriceGross PriceTotal ReturnAvg. YieldAvg. DurAvg. Convex
Government Bond 105.87 -0.21 106.88 -0.2 346.49 -0.66 2.66   8.36   147.43  
    Group 1 ( 1 < TTM <=3 ) 71.50 -0.03 71.94 -0.03 230.63 -0.09 1.28   2.00   5.43  
    Group 2 ( 3 < TTM <= 7 ) 107.04 -0.13 108.03 -0.13 336.61 -0.39 1.61   4.22   21.67  
    Group 3 ( 7 < TTM <= 10 ) 137.94 -0.43 139.04 -0.42 449.65 -1.35 2.13   7.53   65.11  
    Group 4 ( 10 < TTM ) 171.88 -0.53 173.94 -0.51 574.08 -1.68 2.96   14.42   309.91  
    Group 5 (<= 10) 89.18 -0.11 89.87 -0.1 284.38 -0.32 1.75   3.70   22.33  
SOE (G) Bond Index 102.57 -0.13 103.17 -0.12 199.34 -0.24 2.05   4.49   33.83  
SOE (NG) Bond Index 109.02 -0.2 109.81 -0.19 227.38 -0.39 2.68   5.50   48.34  
Corporate Bond Index (BBB up) 107.78 -0.07 108.41 -0.07 235.64 -0.12 2.66   2.92   15.75  
Corporate Bond Index (BBB+ up) 108.16 -0.07 108.80 -0.07 235.50 -0.12 2.61   2.97   16.25  
 
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.  CB26806A SA 0.00000   06-Aug-26 0.25   0.847037   99.789271   60,734.74  
2.  CB27506A SA 0.00000   06-May-27 1.00   0.976007   99.036051   24,077.64  
3.  LB316A GB 3.65000   20-Jun-31 5.13   1.638322   109.849390   9,096.81  
4.  LB294A GB 1.19000   17-Apr-29 2.95   1.408794   99.368861   5,690.74  
5.  BOT26NA SA 2.08000   25-Nov-26 0.56   0.999836   100.601407   2,545.23  
 
 
 
 Market News
< 3421 | 3422 | 3423 | 3424 | 3425 | 3426 | 3427 | 3428 | 3429 | 3430 |   >
Found 65821 headlines
No. Date/Time Headlines
51346.       11-Aug-11 16:14     BE of ADLC to be registered on August 11, 2011
51347.       11-Aug-11 16:13     BE of TISCOG to be registered on August 11, 2011
51348.       11-Aug-11 16:13     STN of DBSVT will be registered on August 15, 2011
51349.       11-Aug-11 14:52     BE of ESSO to be registered on August 11, 2011
51350.       11-Aug-11 14:51     BE of PS to be registered on August 11, 2011
51351.       11-Aug-11 14:51     BE of ASK to be registered on August 11, 2011.
51352.       11-Aug-11 13:47     The closing price of BCP is higher than 21.45 Baht per unit on 12 working day
51353.       11-Aug-11 13:31     PEA's Bond Auction Result
51354.       11-Aug-11 10:21     BOT Bonds Auction Results
51355.       10-Aug-11 16:14     PN of BBTM to be registered on August 10, 2011
51356.       10-Aug-11 16:14     S-T debentures of KK to be registered on August 11, 2011
51357.       10-Aug-11 16:14     BE of TISCOG to be registered on August 10, 2011
51358.       10-Aug-11 16:13     BE of AYCAL to be registered on August 10 and 11, 2011
51359.       10-Aug-11 16:13     S-T debentures of SCBT to be registered on August 10, 2011
51360.       10-Aug-11 16:13     BE of KTC will be registered on August 11, 2011.
 
 
Disclamer