9 June 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 12%.SA gained the major portion or by 68% of total outright trading value , following by Govt and CP bonds,respectively.Govt bonds yields fluctuated within a range of -2 to 4 bp.Govt clean price index ended lower by -15 bp while corp index (BBB up) closed higher by 1 bp.The most active issue was CB26910A.

Trading & Outstanding valueMln. (THB)Chg.(%)
 Outstanding Value 18,292,686.38   -0.03  
 Number of issues 2,738  
 Total Trading Value 1,451,951.15   11.52  
   Outright/Cash Trading 126,083.99   80.66  
   Financing 1,320,592.71   7.18  
   Others 5,274.44   5146.63  
Price value of basis point (PVBP)BAHT
 PVBP of Government bond 629,410,008.87  


 
ThaiBMA Bond Index                                                                                                                      
TypeClean PriceGross PriceTotal ReturnAvg. YieldAvg. DurAvg. Convex
Government Bond 104.39 -0.15 105.60 -0.14 342.60 -0.45 2.80   8.20   139.22  
    Group 1 ( 1 < TTM <=3 ) 71.46 0.01 71.94 0.01 231.01 0.03 1.26   1.92   5.09  
    Group 2 ( 3 < TTM <= 7 ) 106.64 -0.03 107.71 -0.02 336.20 -0.06 1.68   4.14   20.88  
    Group 3 ( 7 < TTM <= 10 ) 137.55 -0.18 138.85 -0.17 449.39 -0.55 2.17   7.57   65.89  
    Group 4 ( 10 < TTM ) 166.81 -0.47 169.41 -0.46 559.12 -1.5 3.16   14.05   293.97  
    Group 5 (<= 10) 88.99 -0.03 89.77 -0.03 284.44 -0.08 1.81   3.82   23.52  
SOE (G) Bond Index 102.61 -0.01 103.11 0.00 199.83 0.00 2.03   4.45   33.02  
SOE (NG) Bond Index 108.73 -0.01 109.44 -0.07 227.39 -0.01 2.72   5.48   47.90  
Corporate Bond Index (BBB up) 107.66 0.01 108.33 0.01 236.13 0.03 2.68   2.95   15.83  
Corporate Bond Index (BBB+ up) 108.03 0.00 108.71 0.01 235.95 0.03 2.63   3.00   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.  CB26910A SA 0.00000   10-Sep-26 0.25   0.819439   99.796439   63,395.69  
2.  LB456A GB 2.98000   17-Jun-45 19.04   3.105587   98.208072   3,543.47  
3.  LB726A GB 4.00000   17-Jun-72 46.05   3.630000   108.246788   3,245.10  
4.  BOTF276A SA 1.04380   30-Jun-27 1.06   0.993930   100.056156   3,007.95  
5.  LB276A GB 1.00000   17-Jun-27 1.02   1.077642   99.921767   2,414.71  
 
 
 
 Market News
< 3991 | 3992 | 3993 | 3994 | 3995 | 3996 | 3997 | 3998 | 3999 | 4000 |   >
Found 65970 headlines
No. Date/Time Headlines
59911.       18-Jan-08 17:37     S-T debentures of  TMB will be registered om January 22, 2008
59912.       18-Jan-08 17:37     S-T debentures of SCBT will be registered on January 21, 2008
59913.       18-Jan-08 17:37     BE of LALIN will be registered on January 22, 2008
59914.       18-Jan-08 16:41     Coupon rate of BOT111A
59915.       18-Jan-08 16:00     SME Bank has been affirmed the company rating and the issue rating by TRIS
59916.       18-Jan-08 14:10     PN of  TSFC will be registered on January 18, 2008
59917.       18-Jan-08 14:09     S-T debentures of DBBK to be registered on January 18, 2008
59918.       18-Jan-08 14:09     PN of BBTM to be registered on January 18, 2008
59919.       18-Jan-08 14:09     BBTM informs to  put option since January 18, 2008
59920.       18-Jan-08 14:08     S-T debentures of KBANK to be registered on January 18, 2008
59921.       18-Jan-08 13:28     Auction Schedule of BOT Bond in January 2008
59922.       18-Jan-08 11:59     BOT Bond Auction Result
59923.       17-Jan-08 17:13     BE of MPSC to be registered on January 17 and 18, 2008
59924.       17-Jan-08 16:58     S-T debentures of SCBT will be registered on January 18, 2008
59925.       17-Jan-08 16:55     BE of  SPL will be registered on January 18, 2008
 
 
Disclamer