11 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 decreased by 14%.Govt gained the major portion or by 40% of total outright trading value , following by SA and CORP bonds,respectively.Govt bonds yields increased by 0 to 11 bp.Govt clean price index ended lower by -5 bp and corp index (BBB up) closed lower by -2 bp.The most active issue was LB29NA.

Trading & Outstanding valueMln. (THB)Chg.(%)
 Outstanding Value 18,275,474.15   -0.14  
 Number of issues 2,760  
 Total Trading Value 1,223,207.01   -14.08  
   Outright/Cash Trading 74,476.86   -7.35  
   Financing 1,148,494.44   -14.47  
   Others 235.71   -54.64  
Price value of basis point (PVBP)BAHT
 PVBP of Government bond 656,808,957.57  


 
ThaiBMA Bond Index                                                                                                                      
TypeClean PriceGross PriceTotal ReturnAvg. YieldAvg. DurAvg. Convex
Government Bond 106.21 -0.05 107.27 -0.05 347.77 -0.15 2.62   8.37   147.73  
    Group 1 ( 1 < TTM <=3 ) 71.57 0.00 72.04 0.01 230.95 0.03 1.22   1.98   5.36  
    Group 2 ( 3 < TTM <= 7 ) 107.26 0.01 108.29 0.01 337.44 0.04 1.56   4.21   21.55  
    Group 3 ( 7 < TTM <= 10 ) 138.41 0.04 139.55 0.05 451.32 0.15 2.08   7.52   64.91  
    Group 4 ( 10 < TTM ) 172.79 -0.22 174.93 -0.21 577.38 -0.69 2.92   14.39   308.81  
    Group 5 (<= 10) 89.34 0.01 90.06 0.01 284.98 0.05 1.70   3.69   22.24  
SOE (G) Bond Index 102.83 -0.01 103.43 -0.01 199.92 -0.01 2.00   4.48   33.80  
SOE (NG) Bond Index 109.35 -0.03 110.17 -0.02 228.16 -0.04 2.62   5.49   48.32  
Corporate Bond Index (BBB up) 107.97 -0.02 108.60 -0.01 236.19 -0.01 2.60   2.95   15.91  
Corporate Bond Index (BBB+ up) 108.36 -0.02 109.00 -0.01 236.05 -0.01 2.55   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.  LB29NA GB 2.50000   17-Nov-29 3.52   1.441335   103.611589   6,007.92  
2.  TB26N04A TB 0.00000   04-Nov-26 0.48   0.893381   99.571067   5,506.28  
3.  CB26521A SA 0.00000   21-May-26 0.03   0.829751   99.979421   3,427.29  
4.  LB273A GB 2.25000   17-Mar-27 0.85   1.013595   101.034703   3,087.67  
5.  KTC26528A CP 0.00000   28-May-26 0.05   1.050000   99.951120   2,998.53  
 
 
 
 Market News
< 4231 | 4232 | 4233 | 4234 | 4235 | 4236 | 4237 | 4238 | 4239 | 4240 |   >
Found 65834 headlines
No. Date/Time Headlines
63466.       19-Jun-06 14:53     TPI plans to issue bond
63467.       19-Jun-06 14:18     PL 's BE will be registered with ThaiBMA on June 20, 2006.
63468.       19-Jun-06 13:55     TPI Polene Plc plans to issue bonds
63469.       19-Jun-06 13:49     AP delayed its plan to issue debenture
63470.       19-Jun-06 11:44     Treasury Bill Auction Result
63471.       19-Jun-06 11:42     AP's BE will be registered with ThaiBMA on June 20, 2006.
63472.       19-Jun-06 11:40     SCB's Short-term debentures will be registered with ThaiBMA on June 20, 2006.
63473.       16-Jun-06 17:36     TISCO ’s short-term debentures will be registered on June 19 , 2006
63474.       16-Jun-06 16:38     SCB raises the fixed deposit rates
63475.       16-Jun-06 16:29     LH's BE will be registered with ThaiBMA on June 19, 2006
63476.       16-Jun-06 16:29     CENT's BE will be registered with ThaiBMA on June 19, 2006
63477.       16-Jun-06 16:27     SPL's BE will be registered with ThaiBMA on June 19,2006
63478.       15-Jun-06 17:05     MBK1AD6 will be registered with ThaiBMA on June 16, 2006 (Edited)
63479.       15-Jun-06 15:50     KBANK announces the fixed deposit rates
63480.       15-Jun-06 10:48     Central Plaza Hotel plans to sell bond
 
 
Disclamer