12 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 increased by 19%.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 -2 to 9 bp.Govt clean price index ended higher by 1 bp while corp index (BBB up) closed unchanged by 0 bp.The most active issue was CB26813A.

Trading & Outstanding valueMln. (THB)Chg.(%)
 Outstanding Value 18,266,791.47   -0.05  
 Number of issues 2,759  
 Total Trading Value 1,458,453.41   19.23  
   Outright/Cash Trading 166,643.94   123.75  
   Financing 1,286,462.90   12.01  
   Others 5,346.58   2168.29  
Price value of basis point (PVBP)BAHT
 PVBP of Government bond 656,438,161.71  


 
ThaiBMA Bond Index                                                                                                                      
TypeClean PriceGross PriceTotal ReturnAvg. YieldAvg. DurAvg. Convex
Government Bond 106.22 0.01 107.29 0.02 347.82 0.05 2.62   8.37   147.52  
    Group 1 ( 1 < TTM <=3 ) 71.57 -0.01 72.04 0.00 230.95 -0.01 1.22   1.98   5.35  
    Group 2 ( 3 < TTM <= 7 ) 107.21 -0.05 108.25 -0.04 337.31 -0.13 1.57   4.20   21.52  
    Group 3 ( 7 < TTM <= 10 ) 138.55 0.14 139.70 0.15 451.81 0.48 2.07   7.52   64.88  
    Group 4 ( 10 < TTM ) 172.82 0.03 174.98 0.04 577.52 0.14 2.92   14.38   308.34  
    Group 5 (<= 10) 89.34 0.00 90.07 0.01 285.00 0.02 1.70   3.68   22.23  
SOE (G) Bond Index 102.84 0.02 103.44 0.02 199.96 0.04 1.99   4.48   33.79  
SOE (NG) Bond Index 109.37 0.03 110.21 0.04 228.23 0.07 2.62   5.49   48.31  
Corporate Bond Index (BBB up) 107.98 0.00 108.60 0.00 236.22 0.03 2.60   2.96   15.95  
Corporate Bond Index (BBB+ up) 108.36 0.00 109.00 0.00 236.08 0.03 2.54   3.01   16.45  
 
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.  CB26813A SA 0.00000   13-Aug-26 0.25   0.826883   99.794404   55,278.12  
2.  LB29NA GB 2.50000   17-Nov-29 3.52   1.444938   103.596266   15,267.17  
3.  CB26O22A SA 0.00000   22-Oct-26 0.45   0.855020   99.624055   7,018.51  
4.  BOT26NA SA 2.08000   25-Nov-26 0.54   0.986961   100.584622   5,390.17  
5.  LB456A GB 2.98000   17-Jun-45 19.11   3.000492   99.706345   5,252.59  
 
 
 
 Market News
< 3991 | 3992 | 3993 | 3994 | 3995 | 3996 | 3997 | 3998 | 3999 | 4000 |   >
Found 65843 headlines
No. Date/Time Headlines
59926.       28-Dec-07 11:48     BOT Bond Auction Result
59927.       28-Dec-07 10:55     NTH has been affirmed the issue rating by TRIS Rating
59928.       28-Dec-07 10:52     Auction Schedule of BOT Bonds in January 2008
59929.       28-Dec-07 10:41     S-T debentures of SCB will be registered on December  28, 2007
59930.       28-Dec-07 10:40     S-T debentures of HSBC to be registered on December 28, 2007
59931.       28-Dec-07 10:40     BE of SICO to be registered on December 28, 2007
59932.       28-Dec-07 10:39     PN of  TSFC to be registered on December 28, 2007
59933.       28-Dec-07 10:38     BE of  SPL will be registered on December 28 , 2007
59934.       27-Dec-07 16:57     Change of names and symbols of ATC086A and ATC106A due to the merger
59935.       27-Dec-07 15:31     S-T debentures of SCBT will be registered on December 28, 2007
59936.       27-Dec-07 15:30     PN of BBTM to be registered on December 27, 2007
59937.       27-Dec-07 15:30     BE of SICO to be registered on December 27, 2007
59938.       27-Dec-07 15:30     BE of  SPL will be registered on December 28 , 2007
59939.       27-Dec-07 15:29     S-T debentures of KBNK to be registered on December 27, 2007
59940.       27-Dec-07 15:28     PN of  TSFC to be registered on December 27, 2007
 
 
Disclamer