13 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 10%.SA gained the major portion or by 60% of total outright trading value , following by Govt and CORP bonds,respectively.Govt bonds yields fluctuated within a range of 1 to 10 bp.Govt clean price index ended lower by -19 bp and corp index (BBB up) closed lower by -5 bp.The most active issue was CBF26602A.

Trading & Outstanding valueMln. (THB)Chg.(%)
 Outstanding Value 18,273,509.47   0.04  
 Number of issues 2,761  
 Total Trading Value 1,609,466.75   10.35  
   Outright/Cash Trading 110,577.69   -33.64  
   Financing 1,497,676.48   16.42  
   Others 1,212.58   -77.32  
Price value of basis point (PVBP)BAHT
 PVBP of Government bond 653,945,924.42  


 
ThaiBMA Bond Index                                                                                                                      
TypeClean PriceGross PriceTotal ReturnAvg. YieldAvg. DurAvg. Convex
Government Bond 106.03 -0.19 107.11 -0.18 347.23 -0.59 2.64   8.34   146.83  
    Group 1 ( 1 < TTM <=3 ) 71.53 -0.04 72.01 -0.03 230.85 -0.1 1.25   1.98   5.33  
    Group 2 ( 3 < TTM <= 7 ) 107.16 -0.05 108.20 -0.04 337.17 -0.14 1.58   4.20   21.49  
    Group 3 ( 7 < TTM <= 10 ) 138.46 -0.09 139.63 -0.08 451.56 -0.25 2.08   7.52   64.83  
    Group 4 ( 10 < TTM ) 172.22 -0.6 174.39 -0.59 575.59 -1.94 2.94   14.35   307.27  
    Group 5 (<= 10) 89.29 -0.04 90.03 -0.04 284.88 -0.12 1.71   3.68   22.20  
SOE (G) Bond Index 102.76 -0.08 103.37 -0.07 199.81 -0.14 2.01   4.47   33.73  
SOE (NG) Bond Index 109.27 -0.1 110.09 -0.11 228.03 -0.19 2.64   5.48   48.24  
Corporate Bond Index (BBB up) 107.93 -0.05 108.55 -0.05 236.13 -0.09 2.61   2.95   15.92  
Corporate Bond Index (BBB+ up) 108.31 -0.05 108.95 -0.05 235.99 -0.09 2.56   3.01   16.42  
 
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.  CBF26602A SA 1.20613   02-Jun-26 0.05   0.956408   100.004725   9,953.31  
2.  LB273A GB 2.25000   17-Mar-27 0.84   1.023203   101.007221   9,854.93  
3.  CBF26615A SA 1.40810   15-Jun-26 0.09   0.951586   100.007878   8,845.61  
4.  LB294A GB 1.19000   17-Apr-29 2.93   1.386636   99.436438   7,048.56  
5.  CBF26615B SA 1.17574   15-Jun-26 0.09   0.961403   100.007574   6,683.51  
 
 
 
 Market News
< 3271 | 3272 | 3273 | 3274 | 3275 | 3276 | 3277 | 3278 | 3279 | 3280 |   >
Found 65847 headlines
No. Date/Time Headlines
49066.       16-Jul-12 15:50     S-T debentures of SCBT to be registered on July 16, 2012
49067.       16-Jul-12 15:50     The short-term debentures issued by Standard Chartered Bank (Thai)
49068.       16-Jul-12 15:50     BE of TISCOG to be registered on July 16, 2012
49069.       16-Jul-12 15:19     BAAC's Bond Auction Result
49070.       16-Jul-12 10:06     Debt Restructuring Bills Auction Results
49071.       13-Jul-12 16:53     TRIS Rating affirms the company rating of ICC at "AA".
49072.       13-Jul-12 15:36     PN of BBTM to be registered on July 13, 2012
49073.       13-Jul-12 15:35     S-T debentures of SCBT to be registered on July 13, 2012
49074.       13-Jul-12 15:35     BBTM informs to exercise put option on July 13, 2012
49075.       13-Jul-12 15:35     LALIN157A is registered with ThaiBMA on July 13, 2012
49076.       13-Jul-12 15:35     BE of AYCAL to be registered on July 13, 2012
49077.       13-Jul-12 15:34     BE of KTC to be registered on July 16, 2012.
49078.       13-Jul-12 15:34     BE of TISCOG to be registered on July 13, 2012
49079.       13-Jul-12 15:34     EB156A ,EB162B and EB156B are registered with ThaiBMA on July 13, 2012
49080.       13-Jul-12 15:34     BE of DA to be registered on July 13, 2012
 
 
Disclamer