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
< 3411 | 3412 | 3413 | 3414 | 3415 | 3416 | 3417 | 3418 | 3419 | 3420 |   >
Found 65846 headlines
No. Date/Time Headlines
51286.       23-Aug-11 16:51     PN of BBTM to be registered on August 23, 2011
51287.       23-Aug-11 16:50     BE of LH will be registered on August 23 and 25, 2011
51288.       23-Aug-11 16:50     S-T debentures of DBBK to be registered on August 24, 2011
51289.       23-Aug-11 16:48     Fitch downgrades Canadoil Asia; Withdraws Rating
51290.       23-Aug-11 16:46     KK188A is registered with ThaiBMA on August 23, 2011.
51291.       23-Aug-11 15:52     MBK188B will be registered with ThaiBMA on August 24, 2011.
51292.       23-Aug-11 10:13     BOT Bonds Auction Results
51293.       22-Aug-11 16:39     S-T debentures of DBBK to be registered on August 22, 2011
51294.       22-Aug-11 16:39     BE of CENTEL to be registered on August 23, 2011
51295.       22-Aug-11 16:39     BE of KTC will be registered on August 22, 2011.
51296.       22-Aug-11 16:38     PN of BBTM to be registered on August 22, 2011
51297.       22-Aug-11 16:38     BBTM informs to exercise put option on August 22, 2011
51298.       22-Aug-11 16:38     S-T debentures of SCBT to be registered on August 22, 2011
51299.       22-Aug-11 16:37     BE of TISCOG to be registered on August 22, 2011
51300.       19-Aug-11 16:40     S-T debentures of SCB will be registered on August 22, 2011
 
 
Disclamer