26 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 decreased by 10%.SA gained the major portion or by 52% of total outright trading value , following by Govt and CORP bonds,respectively.Govt bonds yields fluctuated within a range of -3 to 6 bp.Govt clean price index ended higher by 11 bp while corp index (BBB up) closed unchanged by 0 bp.The most active issue was LB273A.

Trading & Outstanding valueMln. (THB)Chg.(%)
 Outstanding Value 18,208,190.88   0.14  
 Number of issues 2,758  
 Total Trading Value 1,289,243.12   -9.7  
   Outright/Cash Trading 78,182.88   -33.3  
   Financing 1,210,731.93   -7.59  
   Others 328.30   -2.93  
Price value of basis point (PVBP)BAHT
 PVBP of Government bond 667,911,167.21  


 
ThaiBMA Bond Index                                                                                                                      
TypeClean PriceGross PriceTotal ReturnAvg. YieldAvg. DurAvg. Convex
Government Bond 106.68 0.11 106.88 0.12 350.51 0.39 2.57   8.53   149.27  
    Group 1 ( 1 < TTM <=3 ) 71.56 0.00 71.76 0.01 231.58 0.02 1.20   2.17   6.17  
    Group 2 ( 3 < TTM <= 7 ) 107.30 0.07 107.46 0.08 338.67 0.25 1.59   4.61   25.63  
    Group 3 ( 7 < TTM <= 10 ) 140.23 0.19 140.51 0.2 458.57 0.65 1.98   8.15   75.15  
    Group 4 ( 10 < TTM ) 173.95 0.31 174.24 0.33 583.67 1.1 2.91   14.89   323.94  
    Group 5 (<= 10) 89.61 0.05 89.80 0.05 286.71 0.17 1.67   4.06   26.37  
SOE (G) Bond Index 103.46 0.04 103.91 0.04 201.68 0.08 1.85   4.47   33.21  
SOE (NG) Bond Index 110.05 0.05 110.76 0.04 230.43 0.13 2.51   5.51   48.40  
Corporate Bond Index (BBB up) 108.12 0.00 108.80 0.01 237.51 0.03 2.55   3.03   16.57  
Corporate Bond Index (BBB+ up) 108.50 0.00 109.19 0.01 237.35 0.03 2.50   3.08   17.08  
 
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.  LB273A GB 2.25000   17-Mar-27 0.72   0.970586   100.902086   8,070.02  
2.  CB26723A SA 0.00000   23-Jul-26 0.07   0.841140   99.941301   7,440.63  
3.  CBF26720A SA 1.33509   20-Jul-26 0.07   0.935061   100.006489   5,561.13  
4.  CB26716A SA 0.00000   16-Jul-26 0.05   0.850386   99.955577   3,451.47  
5.  LB26DA GB 2.12500   17-Dec-26 0.48   0.907194   100.562074   2,948.66  
 
 
 
 Market News
< 1031 | 1032 | 1033 | 1034 | 1035 | 1036 | 1037 | 1038 | 1039 | 1040 |   >
Found 66043 headlines
No. Date/Time Headlines
15526.       17-Sep-20 17:03     TRIS RATING ASSIGNS “A-” RATING TO SENIOR UNSECURED DEBT WORTH UP TO THB5 BILLION OF “BAM”, WITH “ST
15527.       17-Sep-20 13:22     State Own Enterprise Bond Auction Results: SRT259C, SRT309A
15528.       17-Sep-20 11:26     Notice of buy back: THB 9.00 million of PHUKET207A on July 16, 2020.
15529.       17-Sep-20 11:26     Notice of buy back: THB 10.00 million of PHUKET208A on August 17, 2020.
15530.       17-Sep-20 10:52     TRIS RATING AFFIRMS COMPANY RATING ON “OISHI” AT “A+” WITH “STABLE” OUTLOOK
15531.       17-Sep-20 09:00     YUANTA informs to partially redeem YUANTA20930A on September 17, 2020.
15532.       17-Sep-20 08:53     Notification of the progress of the Business Rehabilitation Case
15533.       16-Sep-20 11:41     Loan Bond Auction Results: LB29DA, LB676A
15534.       16-Sep-20 10:30     MPSC has announced the coupon payment change on MPSC20D08A.
15535.       16-Sep-20 09:00     YUANTA informs to redeem YUANTA20930C on September 16, 2020.
15536.       16-Sep-20 08:31     ROJNA has announced the bondholder representative change on ROJNA226A.
15537.       15-Sep-20 10:02     Central Bank Bill Auction Results: CB20D17B, CB21318A
15538.       14-Sep-20 16:23     TRIS RATING ASSIGNS COMPANY RATING TO “NER” AT “BB+” WITH “STABLE” OUTLOOK
15539.       14-Sep-20 16:00     ศาลล้มละลายกลางมีคำสั่งให้บริษัท การบินไทย จำกัด (มหาชน) ดำเนินการฟื้นฟูกิจการและตั้งคณะผู้ทำแผน
15540.       14-Sep-20 10:27     Treasury Bill Auction Results: TB21317A
 
 
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