|
 |
|
12 May 2026
|
|
|
 |
 |
Service Manager : Sineerat (0-2257-0357 # 301) |
|
> 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 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 value | Mln. (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 |
|
|
|
|
|
|
| |
ThaiBMA Bond Index  |
| Type | Clean Price | Gross Price | Total Return | Avg. Yield | Avg. Dur | Avg. 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
|
|
| |
|
|
| |
| |
| |
| Market News |
| < 3991 | 3992 | 3993 | 3994 | 3995 | 3996 | 3997 | 3998 | 3999 | 4000 | > |
| Found 65843 headlines |
| No. |
Date/Time |
Headlines |
| 59971. |
21-Dec-07 16:04 |
S-T debentures of SCBT will be registered on December 25, 2007 |
| 59972. |
21-Dec-07 16:01 |
PLC has been affirmed the National rating by Fitch Ratings |
| 59973. |
21-Dec-07 15:26 |
S-T debentures of TLT will be registered on December 25, 26 and 27, 2007 |
| 59974. |
21-Dec-07 15:25 |
BBTM informs to exercise put option on December 21, 2007 |
| 59975. |
21-Dec-07 15:24 |
PN of BBTM is registered on December 21, 2007 |
| 59976. |
21-Dec-07 11:01 |
Treasury Bill Auction Result |
| 59977. |
21-Dec-07 10:46 |
TK has been affirmed the company rating by TRIS Rating |
| 59978. |
21-Dec-07 10:44 |
Hi-Way has been affirmed the company rating by TRIS Rating |
| 59979. |
20-Dec-07 18:50 |
Mark-to-Market prices of UFIC08NA and UFIC09OA are removed on Dec. 20, 2007 |
| 59980. |
20-Dec-07 17:20 |
BE of MPSC will be registered on December 21 , 2007 |
| 59981. |
20-Dec-07 17:17 |
BE of ROJ will be registered on December 25 , 2007 |
| 59982. |
20-Dec-07 17:16 |
BE of SPL will be registered on December 21 , 2007 |
| 59983. |
20-Dec-07 16:51 |
Cancellation of BOT10DA registration |
| 59984. |
20-Dec-07 16:42 |
Change of 6-month THBFIX Rate on ThaiBMA System |
| 59985. |
20-Dec-07 14:17 |
S-T debentures of KBNK is registered on December 20, 2007 |
|
|
| |
| |
|
|
| |
|
|
|