12 June 2026
Service Manager :  Sineerat (0-2257-0357 # 301)
  Home > ASEAN Bond Market  
 
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 7%.Govt gained the major portion or by 49% of total outright trading value , following by SA and CP bonds,respectively.Govt bonds yields decreased by -9 to 0 bp.Govt clean price index ended higher by 30 bp and corp index (BBB up) closed higher by 11 bp.The most active issue was LB365A.

Trading & Outstanding valueMln. (THB)Chg.(%)
 Outstanding Value 18,316,888.99   0.28  
 Number of issues 2,746  
 Total Trading Value 1,176,465.38   -7.44  
   Outright/Cash Trading 75,691.43   -48.21  
   Financing 1,100,773.95   -2.14  
   Others 0.00   n.a.  
Price value of basis point (PVBP)BAHT
 PVBP of Government bond 641,897,722.37  


 
ThaiBMA Bond Index                                                                                                                      
TypeClean PriceGross PriceTotal ReturnAvg. YieldAvg. DurAvg. Convex
Government Bond 105.15 0.3 106.33 0.25 345.15 1 2.72   8.26   141.40  
    Group 1 ( 1 < TTM <=3 ) 71.56 0.03 72.05 0.03 231.36 0.1 1.19   1.92   5.06  
    Group 2 ( 3 < TTM <= 7 ) 107.17 0.25 108.26 0.25 337.92 0.79 1.56   4.13   20.85  
    Group 3 ( 7 < TTM <= 10 ) 138.69 0.47 140.02 0.48 453.17 1.55 2.07   7.61   66.54  
    Group 4 ( 10 < TTM ) 168.76 0.74 171.20 0.55 565.71 2.5 3.09   14.15   298.25  
    Group 5 (<= 10) 89.35 0.15 90.14 0.16 285.63 0.5 1.71   3.85   23.96  
SOE (G) Bond Index 103.08 0.19 103.58 0.19 200.79 0.39 1.93   4.46   33.13  
SOE (NG) Bond Index 109.35 0.26 110.06 0.25 228.72 0.55 2.62   5.49   48.09  
Corporate Bond Index (BBB up) 107.95 0.11 108.64 0.12 236.82 0.26 2.59   2.96   15.92  
Corporate Bond Index (BBB+ up) 108.32 0.11 109.02 0.12 236.65 0.27 2.54   3.02   16.44  
 
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.  LB365A GB 1.84000   17-May-36 9.94   2.212780   96.687742   6,916.68  
2.  SLB406A GB 2.70000   17-Jun-40 14.02   2.689821   100.118376   4,921.27  
3.  LB456A GB 2.98000   17-Jun-45 19.03   3.070840   98.698872   4,040.74  
4.  LB463A GB 3.22000   17-Mar-46 19.78   3.124223   101.402768   3,608.47  
5.  CBF26713A SA 1.11653   13-Jul-26 0.08   0.952928   100.006994   3,500.97  
 
 
 
 Market News
< 4071 | 4072 | 4073 | 4074 | 4075 | 4076 | 4077 | 4078 | 4079 | 4080 |   >
Found 65992 headlines
No. Date/Time Headlines
61126.       23-Jul-07 16:59     PN of  TSFC to be registered on July 23, 2007
61127.       23-Jul-07 16:59     BE of  SPL will be registered on July 24, 2007
61128.       23-Jul-07 16:58     BE of SPLI will be registered on July 24, 2007
61129.       23-Jul-07 10:57     Treasury Bill Auction Result
61130.       23-Jul-07 09:51     KTB announces the new fixed deposit and loan rates
61131.       20-Jul-07 17:16     Auction Schedule of BOT Bonds in July 2007
61132.       20-Jul-07 16:57     BE of FNS to be registered on July 20, 2007
61133.       20-Jul-07 15:05     BE of  SPL will be registered on July 23, 2007
61134.       20-Jul-07 15:05     BE of KTC will be registered on July 23, 2007
61135.       20-Jul-07 15:05     S-T debentures of SCBT will be registered on July  23, 2007
61136.       20-Jul-07 15:04     BE of  PL will be registered on July 24, 2007
61137.       20-Jul-07 15:03     BE of TCON will be registered on July 23 and 25, 2007
61138.       20-Jul-07 15:02     PN of  TSFC to be registered on July 20, 2007
61139.       20-Jul-07 11:45     KBANK announces the new fixed deposit and loan rates
61140.       20-Jul-07 11:41     SCB announces the new fixed deposit and lening rate
 
 
Disclamer