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
< 2541 | 2542 | 2543 | 2544 | 2545 | 2546 | 2547 | 2548 | 2549 | 2550 |   >
Found 65792 headlines
No. Date/Time Headlines
38176.       09-Oct-15 13:41     BE  of  SGP to be registered on October 09, 2015
38177.       09-Oct-15 13:41     BE  of  SGP to be registered on October 09, 2015
38178.       09-Oct-15 13:40     BE  of  QH to be registered on October 09, 2015
38179.       09-Oct-15 13:40     BE  of  SGP to be registered on October 09, 2015
38180.       09-Oct-15 13:39     BE  of  KCAR to be registered on October 09, 2015
38181.       09-Oct-15 13:39     BE  of  LIT to be registered on October 09, 2015
38182.       09-Oct-15 13:38     BE  of  IWIND to be registered on October 09, 2015
38183.       09-Oct-15 13:38     BE  of  KC to be registered on October 09, 2015
38184.       09-Oct-15 13:37     BE  of  IFEC to be registered on October 09, 2015
38185.       09-Oct-15 13:37     BE  of  ITD to be registered on October 09, 2015
38186.       09-Oct-15 13:36     BE  of  ECF to be registered on October 09, 2015
38187.       09-Oct-15 13:36     BE  of  ESSO to be registered on October 09, 2015
38188.       09-Oct-15 13:35     BE  of  DA to be registered on October 09, 2015
38189.       09-Oct-15 13:35     BE  of  EARTH to be registered on October 09, 2015
38190.       09-Oct-15 13:34     BE  of  DA to be registered on October 09, 2015
 
 
Disclamer