6 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 1%.SA gained the major portion or by 56% of total outright trading value , following by Govt and CORP bonds,respectively.Govt bonds yields fluctuated within a range of -1 to 10 bp.Govt clean price index ended unchanged by 0 bp while corp index (BBB up) closed unchanged by 0 bp.The most active issue was LB365A.

Trading & Outstanding valueMln. (THB)Chg.(%)
 Outstanding Value 18,254,226.90   0.00  
 Number of issues 2,758  
 Total Trading Value 1,615,155.61   -1.24  
   Outright/Cash Trading 87,476.01   -43.36  
   Financing 1,527,162.71   3.26  
   Others 516.89   -74.06  
Price value of basis point (PVBP)BAHT
 PVBP of Government bond 649,977,281.04  


 
ThaiBMA Bond Index                                                                                                                      
TypeClean PriceGross PriceTotal ReturnAvg. YieldAvg. DurAvg. Convex
Government Bond 105.86 0.00 106.88 0.00 346.50 0.01 2.66   8.36   147.36  
    Group 1 ( 1 < TTM <=3 ) 71.48 -0.01 71.93 -0.01 230.60 -0.03 1.29   2.00   5.42  
    Group 2 ( 3 < TTM <= 7 ) 107.06 0.02 108.06 0.03 336.70 0.1 1.61   4.22   21.65  
    Group 3 ( 7 < TTM <= 10 ) 137.83 -0.12 138.93 -0.11 449.30 -0.35 2.14   7.53   65.04  
    Group 4 ( 10 < TTM ) 171.90 0.02 173.98 0.04 574.20 0.13 2.96   14.41   309.74  
    Group 5 (<= 10) 89.17 -0.01 89.86 -0.01 284.35 -0.03 1.75   3.69   22.30  
SOE (G) Bond Index 102.56 -0.01 103.17 -0.01 199.33 -0.01 2.06   4.48   33.80  
SOE (NG) Bond Index 109.01 -0.01 109.80 -0.01 227.37 -0.01 2.68   5.49   48.30  
Corporate Bond Index (BBB up) 107.78 0.00 108.41 0.00 235.67 0.02 2.66   2.92   15.74  
Corporate Bond Index (BBB+ up) 108.16 0.00 108.80 0.00 235.52 0.02 2.61   2.97   16.23  
 
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 10.04   2.235552   96.465511   5,560.24  
2.  CB26917A SA 0.00000   17-Sep-26 0.37   0.861751   99.687626   5,038.21  
3.  LB294A GB 1.19000   17-Apr-29 2.95   1.417363   99.344950   4,620.62  
4.  CBF26N16A SA 1.14898   16-Nov-26 0.53   0.949670   100.049871   4,219.83  
5.  LB284A GB 2.05000   17-Apr-28 1.95   1.231202   101.564556   4,195.92  
 
 
 
 Market News
< 2691 | 2692 | 2693 | 2694 | 2695 | 2696 | 2697 | 2698 | 2699 | 2700 |   >
Found 65824 headlines
No. Date/Time Headlines
40366.       02-Jun-15 15:36     Fitch Affirms Woori Bank at 'A-'/Stable; Upgrades VR to 'bbb+'
40367.       02-Jun-15 15:13     BE  of  THANI to be registered on June 02, 2015
40368.       02-Jun-15 15:13     BE  of  THANI to be registered on June 02, 2015
40369.       02-Jun-15 15:13     BE  of  THANI to be registered on June 02, 2015
40370.       02-Jun-15 15:12     BE  of  NPS to be registered on June 02, 2015
40371.       02-Jun-15 15:12     BE  of  NPS to be registered on June 02, 2015
40372.       02-Jun-15 15:12     BE  of  ROJNA to be registered on June 02, 2015
40373.       02-Jun-15 15:06     BE  of  MTLS to be registered on June 02, 2015
40374.       02-Jun-15 15:05     BE  of  DEMCO to be registered on June 02, 2015
40375.       02-Jun-15 15:04     BE  of  CPN to be registered on June 02, 2015
40376.       02-Jun-15 11:39     BoT Bond Auction Results
40377.       02-Jun-15 11:39     BoT Bond Auction Results
40378.       02-Jun-15 11:39     BoT Bond Auction Results
40379.       29-May-15 14:27     SIRI206A is registered with ThaiBMA on June 2, 2015
40380.       29-May-15 13:44     S-T debentures  of  TLT to be registered on May 29, 2015
 
 
Disclamer