12 May 2026
Service Manager :  Sineerat (0-2257-0357 # 301)
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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 19%.SA gained the major portion or by 56% of total outright trading value , following by Govt and CORP bonds,respectively.Govt bonds yields fluctuated within a range of -2 to 9 bp.Govt clean price index ended higher by 1 bp while corp index (BBB up) closed unchanged by 0 bp.The most active issue was CB26813A.

Trading & Outstanding valueMln. (THB)Chg.(%)
 Outstanding Value 18,266,791.47   -0.05  
 Number of issues 2,759  
 Total Trading Value 1,458,453.41   19.23  
   Outright/Cash Trading 166,643.94   123.75  
   Financing 1,286,462.90   12.01  
   Others 5,346.58   2168.29  
Price value of basis point (PVBP)BAHT
 PVBP of Government bond 656,438,161.71  


 
ThaiBMA Bond Index                                                                                                                      
TypeClean PriceGross PriceTotal ReturnAvg. YieldAvg. DurAvg. Convex
Government Bond 106.22 0.01 107.29 0.02 347.82 0.05 2.62   8.37   147.52  
    Group 1 ( 1 < TTM <=3 ) 71.57 -0.01 72.04 0.00 230.95 -0.01 1.22   1.98   5.35  
    Group 2 ( 3 < TTM <= 7 ) 107.21 -0.05 108.25 -0.04 337.31 -0.13 1.57   4.20   21.52  
    Group 3 ( 7 < TTM <= 10 ) 138.55 0.14 139.70 0.15 451.81 0.48 2.07   7.52   64.88  
    Group 4 ( 10 < TTM ) 172.82 0.03 174.98 0.04 577.52 0.14 2.92   14.38   308.34  
    Group 5 (<= 10) 89.34 0.00 90.07 0.01 285.00 0.02 1.70   3.68   22.23  
SOE (G) Bond Index 102.84 0.02 103.44 0.02 199.96 0.04 1.99   4.48   33.79  
SOE (NG) Bond Index 109.37 0.03 110.21 0.04 228.23 0.07 2.62   5.49   48.31  
Corporate Bond Index (BBB up) 107.98 0.00 108.60 0.00 236.22 0.03 2.60   2.96   15.95  
Corporate Bond Index (BBB+ up) 108.36 0.00 109.00 0.00 236.08 0.03 2.54   3.01   16.45  
 
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.  CB26813A SA 0.00000   13-Aug-26 0.25   0.826883   99.794404   55,278.12  
2.  LB29NA GB 2.50000   17-Nov-29 3.52   1.444938   103.596266   15,267.17  
3.  CB26O22A SA 0.00000   22-Oct-26 0.45   0.855020   99.624055   7,018.51  
4.  BOT26NA SA 2.08000   25-Nov-26 0.54   0.986961   100.584622   5,390.17  
5.  LB456A GB 2.98000   17-Jun-45 19.11   3.000492   99.706345   5,252.59  
 
 
 
 Market News
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Found 65843 headlines
No. Date/Time Headlines
47086.       29-Apr-13 16:00     STN of DBSVT will be registered on April 29, 2013
47087.       29-Apr-13 15:59     BE of DBBK to be registered on April 29, 2013
47088.       29-Apr-13 15:59     BE of TISCOG to be registered on April 29, 2013
47089.       29-Apr-13 15:58     S-T debentures of KGI to be registered on April 29, 2013
47090.       29-Apr-13 12:01     Bond Type by Issuer of NOBL164A has been changed
47091.       29-Apr-13 11:37     BoT Bonds Auction Results
47092.       29-Apr-13 11:13     TRIS Rating downgrades the company rating of BTSG to "A-" from "A"/ Stable.
47093.       29-Apr-13 11:07     TRIS Rating downgrades the company rating of BTSC and upgrades the issue ratings.
47094.       29-Apr-13 10:02     SCB announces the fixed deposit rates.
47095.       26-Apr-13 16:26     BE of THANI to be registered on April 26, 2013
47096.       26-Apr-13 16:25     S-T debentures of SCBT to be registered on April 26, 2013
47097.       26-Apr-13 16:24     BE of DBBK to be registered on April 26, 2013
47098.       26-Apr-13 16:24     S-T debentures of TLT to be registered on April 26, 2013
47099.       26-Apr-13 16:21     S-T debentures of BAY to be registered on April 26, 2013
47100.       26-Apr-13 16:21     BE of KTC to be registered on April 26, 2013.
 
 
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