14 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 decreased by 16%.SA gained the major portion or by 71% of total outright trading value , following by Govt and CORP bonds,respectively.Govt bonds yields fluctuated within a range of -1 to 7 bp.Govt clean price index ended lower by -3 bp while corp index (BBB up) closed higher by 1 bp.The most active issue was CBF26N16B.

Trading & Outstanding valueMln. (THB)Chg.(%)
 Outstanding Value 18,265,249.47   -0.05  
 Number of issues 2,760  
 Total Trading Value 1,358,565.02   -15.59  
   Outright/Cash Trading 106,484.44   -3.7  
   Financing 1,250,855.11   -16.48  
   Others 1,225.47   1.06  
Price value of basis point (PVBP)BAHT
 PVBP of Government bond 653,802,712.34  


 
ThaiBMA Bond Index                                                                                                                      
TypeClean PriceGross PriceTotal ReturnAvg. YieldAvg. DurAvg. Convex
Government Bond 106.00 -0.03 107.08 -0.02 347.16 -0.07 2.64   8.34   146.70  
    Group 1 ( 1 < TTM <=3 ) 71.53 0.00 72.02 0.01 230.87 0.03 1.24   1.98   5.32  
    Group 2 ( 3 < TTM <= 7 ) 107.16 0.01 108.22 0.01 337.21 0.05 1.58   4.20   21.46  
    Group 3 ( 7 < TTM <= 10 ) 138.47 0.01 139.64 0.02 451.61 0.05 2.08   7.51   64.79  
    Group 4 ( 10 < TTM ) 172.09 -0.12 174.28 -0.11 575.23 -0.36 2.95   14.34   307.10  
    Group 5 (<= 10) 89.30 0.00 90.04 0.01 284.92 0.03 1.71   3.68   22.18  
SOE (G) Bond Index 102.93 0.16 103.51 0.14 200.14 0.33 1.98   4.48   33.79  
SOE (NG) Bond Index 109.30 0.03 110.12 0.03 228.11 0.08 2.63   5.48   48.23  
Corporate Bond Index (BBB up) 107.94 0.01 108.56 0.02 236.18 0.05 2.61   2.96   15.95  
Corporate Bond Index (BBB+ up) 108.32 0.01 108.96 0.02 236.04 0.05 2.55   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.  CBF26N16B SA 1.04469   16-Nov-26 0.50   0.951278   100.048224   33,656.22  
2.  CBF26615A SA 1.40800   15-Jun-26 0.09   0.960348   100.006744   6,132.49  
3.  CBF26602A SA 1.20604   02-Jun-26 0.05   0.960858   100.004097   5,064.41  
4.  CBF26O12A SA 1.19644   12-Oct-26 0.41   0.960723   100.035402   4,361.71  
5.  LB276A GB 1.00000   17-Jun-27 1.09   1.088158   99.906533   2,671.09  
 
 
 
 Market News
< 3611 | 3612 | 3613 | 3614 | 3615 | 3616 | 3617 | 3618 | 3619 | 3620 |   >
Found 65846 headlines
No. Date/Time Headlines
54286.       13-May-10 15:07     BE of TK to be registered on May 13, 2010
54287.       13-May-10 11:15     S-T debentures of DBBK to be registered on May 13, 2010
54288.       13-May-10 11:06     BE of TK to be registered on May 13, 2010
54289.       13-May-10 11:05     BE of TISCOG to be registered on May 13, 2010
54290.       13-May-10 11:05     STN of DBSVT will be registered on May 14, 2010
54291.       13-May-10 11:04     PN of BBTM to be registered on May 13, 2010
54292.       13-May-10 11:02     Auction Schedule of BOT Bond in May 2010
54293.       13-May-10 10:18     BOT Bond Auction Result
54294.       12-May-10 16:05     AYCAL145A is registered with ThaiBMA on May 12, 2010.
54295.       12-May-10 15:59     BE of NOBLE to be registered on May 12, 2010
54296.       12-May-10 15:59     STN of DBSVT will be registered on May 13, 2010
54297.       12-May-10 15:58     BE of TISCOG to be registered on May 12, 2010
54298.       12-May-10 15:50     PN of BBTM to be registered on May 12, 2010
54299.       12-May-10 15:49     S-T debentures of SCBT to be registered on May 12, 2010
54300.       12-May-10 15:49     BE of ADLC to be registered on May 12, 2010
 
 
Disclamer