30 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 34%.SA gained the major portion or by 46% of total outright trading value , following by Govt and T-Bill bonds,respectively.Govt bonds yields increased by 0 to 12 bp.Govt clean price index ended lower by -28 bp and corp index (BBB up) closed lower by -8 bp.The most active issue was TB26N04A.

Trading & Outstanding valueMln. (THB)Chg.(%)
 Outstanding Value 18,244,690.98   -0.01  
 Number of issues 2,764  
 Total Trading Value 1,451,017.62   -33.76  
   Outright/Cash Trading 70,420.55   -29.12  
   Financing 1,380,097.45   -33.93  
   Others 499.62   -79.17  
Price value of basis point (PVBP)BAHT
 PVBP of Government bond 654,488,628.46  


 
ThaiBMA Bond Index                                                                                                                      
TypeClean PriceGross PriceTotal ReturnAvg. YieldAvg. DurAvg. Convex
Government Bond 106.09 -0.28 107.06 -0.27 347.07 -0.87 2.63   8.39   148.20  
    Group 1 ( 1 < TTM <=3 ) 71.54 -0.03 71.96 -0.02 230.69 -0.07 1.26   2.01   5.49  
    Group 2 ( 3 < TTM <= 7 ) 107.18 -0.07 108.13 -0.06 336.94 -0.18 1.58   4.24   21.80  
    Group 3 ( 7 < TTM <= 10 ) 138.38 -0.38 139.42 -0.37 450.90 -1.19 2.09   7.55   65.37  
    Group 4 ( 10 < TTM ) 172.41 -0.83 174.39 -0.82 575.58 -2.7 2.94   14.45   311.24  
    Group 5 (<= 10) 89.30 -0.08 89.96 -0.07 284.66 -0.23 1.72   3.71   22.47  
SOE (G) Bond Index 102.70 -0.15 103.29 -0.15 199.54 -0.29 2.03   4.49   33.89  
SOE (NG) Bond Index 109.22 -0.22 109.97 -0.22 227.71 -0.45 2.64   5.52   48.62  
Corporate Bond Index (BBB up) 107.86 -0.08 108.49 -0.07 235.70 -0.15 2.64   2.94   15.85  
Corporate Bond Index (BBB+ up) 108.24 -0.08 108.88 -0.07 235.56 -0.15 2.59   2.99   16.35  
 
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.  TB26N04A TB 0.00000   04-Nov-26 0.50   0.903429   99.551543   11,249.32  
2.  LB284A GB 2.05000   17-Apr-28 1.97   1.216486   101.598054   4,454.37  
3.  LB273A GB 2.25000   17-Mar-27 0.88   1.045026   101.029797   4,046.26  
4.  CBF26518A SA 1.24478   18-May-26 0.05   1.003301   99.999857   3,460.18  
5.  BOT27NA SA 1.33000   10-Nov-27 1.53   1.181787   100.221355   3,417.05  
 
 
 
 Market News
< 1151 | 1152 | 1153 | 1154 | 1155 | 1156 | 1157 | 1158 | 1159 | 1160 |   >
Found 65812 headlines
No. Date/Time Headlines
17281.       25-Nov-19 08:28     MTC232B has been registered with ThaiBMA on November 25, 2019
17282.       24-Nov-19 18:00     Fitch Affirms SMBC Bangkok Branch's THB Senior Notes at 'AAA(tha)'
17283.       24-Nov-19 18:00     Fitch Affirms SMBC Bangkok Branch's THB Senior Notes at 'AAA(tha)'
17284.       22-Nov-19 14:07     Bill of Exchange of KTC to be registered on November 22, 2019 (update)
17285.       22-Nov-19 14:07     Bill of Exchange of KTC to be registered on November 22, 2019 (update)
17286.       22-Nov-19 14:07     Bill of Exchange of KTC to be registered on November 22, 2019 (update)
17287.       22-Nov-19 13:20     Bill of Exchange of THANI to be registered on November 22, 2019
17288.       22-Nov-19 11:19     ROJNA23NA and ROJNA23NB has been registered with ThaiBMA on November 22, 2019
17289.       22-Nov-19 11:04     BAY21NA and BAY22NB has been registered with ThaiBMA on November 22, 2019
17290.       22-Nov-19 10:25     YUANTA informs to partially redeem YUANTA19N29D on December 20, 2019.
17291.       22-Nov-19 10:22     Bill of Exchange of JMT to be registered on November 22, 2019
17292.       22-Nov-19 10:15     BGRIM19PA has been registered with ThaiBMA on November 22, 2019
17293.       22-Nov-19 09:54     Central Bank Bill Auction Results: CB19D11A
17294.       21-Nov-19 13:31     Bill of Exchange of KTC to be registered on November 21, 2019
17295.       21-Nov-19 11:55     State Own Enterprise Bond Auction Results: NHA326A
 
 
Disclamer