24 April 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 13%.SA gained the major portion or by 55% of total outright trading value , following by Govt and CORP bonds,respectively.Govt bonds yields fluctuated within a range of -2 to 5 bp.Govt clean price index ended higher by 3 bp and corp index (BBB up) closed higher by 1 bp.The most active issue was CB26507A.

Trading & Outstanding valueMln. (THB)Chg.(%)
 Outstanding Value 18,257,641.69   0.27  
 Number of issues 2,770  
 Total Trading Value 1,261,932.33   -13.37  
   Outright/Cash Trading 46,772.31   -55.38  
   Financing 1,214,004.63   -9.72  
   Others 1,155.39   -83.8  
Price value of basis point (PVBP)BAHT
 PVBP of Government bond 658,631,409.48  


 
ThaiBMA Bond Index                                                                                                                      
TypeClean PriceGross PriceTotal ReturnAvg. YieldAvg. DurAvg. Convex
Government Bond 106.41 0.03 107.34 0.03 347.98 0.11 2.60   8.43   149.37  
    Group 1 ( 1 < TTM <=3 ) 71.56 0.00 71.97 0.01 230.69 0.02 1.25   2.03   5.57  
    Group 2 ( 3 < TTM <= 7 ) 107.21 0.08 108.12 0.09 336.90 0.27 1.58   4.25   21.94  
    Group 3 ( 7 < TTM <= 10 ) 138.79 -0.14 139.79 -0.13 452.07 -0.42 2.05   7.57   65.67  
    Group 4 ( 10 < TTM ) 173.44 0.08 175.34 0.1 578.69 0.33 2.90   14.50   312.89  
    Group 5 (<= 10) 89.37 0.01 90.00 0.01 284.78 0.04 1.70   3.73   22.63  
SOE (G) Bond Index 102.78 0.01 103.36 0.01 199.61 0.04 2.01   4.51   34.09  
SOE (NG) Bond Index 109.45 0.03 110.24 0.04 228.07 0.08 2.61   5.54   48.90  
Corporate Bond Index (BBB up) 107.92 0.01 108.57 0.02 235.69 0.05 2.63   2.94   15.87  
Corporate Bond Index (BBB+ up) 108.30 0.01 108.96 0.02 235.55 0.05 2.57   2.99   16.36  
 
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.  CB26507A SA 0.00000   07-May-26 0.04   0.868882   99.973621   4,224.89  
2.  LB273A GB 2.25000   17-Mar-27 0.90   1.065438   101.035763   3,844.12  
3.  LHBANK27114A CP 0.00000   14-Jan-27 0.73   1.150000   99.171982   2,975.16  
4.  CBF26511A SA 1.48872   11-May-26 0.05   1.005641   100.006418   2,166.85  
5.  CBF26817A SA 1.28401   17-Aug-26 0.32   0.975543   100.025621   2,054.98  
 
 
 
 Market News
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Found 65792 headlines
No. Date/Time Headlines
25276.       09-Feb-18 15:49     MBKET192A is registered with ThaiBMA on February 9, 2018
25277.       09-Feb-18 14:19     ACAP202A is registered with ThaiBMA on February 9, 2018
25278.       09-Feb-18 12:05     BE  of  TISCOG to be registered on February 09, 2018
25279.       09-Feb-18 12:05     DB of  TISCO to be registered on February 09, 2018
25280.       09-Feb-18 11:40     BE  of  THANI to be registered on February 09, 2018
25281.       09-Feb-18 11:39     BE  of  LHBANK to be registered on February 09, 2018
25282.       09-Feb-18 11:39     BE  of  ROJNA to be registered on February 09, 2018
25283.       09-Feb-18 11:39     BE  of  ROJNA to be registered on February 09, 2018
25284.       09-Feb-18 11:38     BE  of  KTC to be registered on February 09, 2018
25285.       09-Feb-18 11:38     BE  of  KTC to be registered on February 09, 2018
25286.       09-Feb-18 11:38     BE  of  LALIN to be registered on February 09, 2018
25287.       09-Feb-18 11:37     BE  of  BAN to be registered on February 09, 2018
25288.       09-Feb-18 10:34     TISCO198A is registered with ThaiBMA on January 9, 2018
25289.       08-Feb-18 13:40     DB of  ICBCTL to be registered on February 08, 2018
25290.       08-Feb-18 13:40     DB of  TISCO to be registered on February 08, 2018
 
 
Disclamer