24 December 2025
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 increased by 11%.Govt gained the major portion or by 48% of total outright trading value , following by SA and T-Bill bonds,respectively.Govt bonds yields fluctuated within a range of -1 to 7 bp.Govt clean price index ended lower by -11 bp while corp index (BBB up) closed unchanged by 0 bp.The most active issue was SLB406A.

Trading & Outstanding valueMln. (THB)Chg.(%)
 Outstanding Value 17,863,223.13   -0.02  
 Number of issues 2,767  
 Total Trading Value 1,415,329.47   10.88  
   Outright/Cash Trading 81,152.85   -22.2  
   Financing 1,332,806.75   14.06  
   Others 1,369.87   -62.63  
Price value of basis point (PVBP)BAHT
 PVBP of Government bond 756,400,089.74  


 
ThaiBMA Bond Index                                                                                                                      
TypeClean PriceGross PriceTotal ReturnAvg. YieldAvg. DurAvg. Convex
Government Bond 112.09 -0.11 112.35 -0.1 363.21 -0.32 2.06   9.19   173.06  
    Group 1 ( 1 < TTM <=3 ) 71.88 0.01 72.07 0.01 229.96 0.04 1.16   1.97   5.19  
    Group 2 ( 3 < TTM <= 7 ) 108.76 0.03 109.19 0.04 338.86 0.11 1.31   4.34   22.90  
    Group 3 ( 7 < TTM <= 10 ) 143.70 0.05 143.95 0.05 464.31 0.18 1.63   7.92   71.27  
    Group 4 ( 10 < TTM ) 191.74 -0.46 192.00 -0.45 633.09 -1.48 2.27   15.63   357.40  
    Group 5 (<= 10) 90.68 0.02 90.95 0.02 286.60 0.08 1.41   4.04   25.55  
SOE (G) Bond Index 104.55 -0.01 105.03 -0.03 201.62 -0.01 1.66   4.38   34.02  
SOE (NG) Bond Index 112.21 -0.03 112.94 -0.02 231.67 -0.05 2.21   5.85   53.60  
Corporate Bond Index (BBB up) 108.56 0.00 109.21 0.01 234.46 0.03 2.51   2.98   16.37  
Corporate Bond Index (BBB+ up) 108.97 0.00 109.63 0.01 234.41 0.03 2.46   3.03   16.90  
 
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.  SLB406A GB 2.70000   17-Jun-40 14.49   1.994657   108.833135   12,841.41  
2.  TB26617A TB 0.00000   17-Jun-26 0.48   1.115770   99.467908   6,931.92  
3.  CB26108B SA 0.00000   08-Jan-26 0.04   1.037678   99.961204   5,915.70  
4.  CBF26112A SA 1.57860   12-Jan-26 0.05   1.200980   100.004664   5,298.60  
5.  LB776A GB 2.44000   17-Jun-77 51.52   2.484128   98.730402   3,611.02  
 
 
 
 Market News
< 2151 | 2152 | 2153 | 2154 | 2155 | 2156 | 2157 | 2158 | 2159 | 2160 |   >
Found 65285 headlines
No. Date/Time Headlines
32251.       26-Aug-16 10:31     BE  of  BTSG to be registered on August 26, 2016
32252.       26-Aug-16 10:31     BE  of  DA to be registered on August 26, 2016
32253.       26-Aug-16 10:15     CPALL198C, CPALL238A, CPALL268A and CPALL286A are registered with ThaiBMA on August 26, 2016
32254.       26-Aug-16 10:15     CPALL198C, CPALL238A, CPALL268A and CPALL286A are registered with ThaiBMA on August 26, 2016
32255.       26-Aug-16 10:15     CPALL198C, CPALL238A, CPALL268A and CPALL286A are registered with ThaiBMA on August 26, 2016
32256.       26-Aug-16 10:15     CPALL198C, CPALL238A, CPALL268A and CPALL286A are registered with ThaiBMA on August 26, 2016
32257.       26-Aug-16 10:02     BoT Bonds Auction Results
32258.       25-Aug-16 16:35     EGAT's Bond Auction Result
32259.       25-Aug-16 15:06     PACE FOOD RETAIL COMPANY LIMITED  has been cancelled for registeration on 25 Aug 2016.
32260.       25-Aug-16 13:19     STN   of  DBSV to be registered on August 25, 2016
32261.       25-Aug-16 13:18     S-T debentures  of  TISCO to be registered on August 25, 2016
32262.       25-Aug-16 13:18     S-T debentures  of  TISCO to be registered on August 25, 2016
32263.       25-Aug-16 13:17     S-T debentures  of  ASK to be registered on August 25, 2016
32264.       25-Aug-16 13:16     BE  of  TTCL to be registered on August 25, 2016
32265.       25-Aug-16 13:16     BE  of  TTCL to be registered on August 25, 2016
 
 
Disclamer