19 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 decreased by 3%.Govt gained the major portion or by 55% of total outright trading value , following by SA and CORP bonds,respectively.Govt bonds yields increased by 0 to 9 bp.Govt clean price index ended lower by -7 bp and corp index (BBB up) closed lower by -2 bp.The most active issue was LB726A.

Trading & Outstanding valueMln. (THB)Chg.(%)
 Outstanding Value 17,856,410.63   0.00  
 Number of issues 2,775  
 Total Trading Value 1,244,147.90   -2.7  
   Outright/Cash Trading 43,672.04   -47.55  
   Financing 1,198,935.47   0.53  
   Others 1,540.40   -45.99  
Price value of basis point (PVBP)BAHT
 PVBP of Government bond 759,354,111.87  


 
ThaiBMA Bond Index                                                                                                                      
TypeClean PriceGross PriceTotal ReturnAvg. YieldAvg. DurAvg. Convex
Government Bond 112.14 -0.07 112.47 -0.06 363.23 -0.21 2.05   9.21   174.09  
    Group 1 ( 1 < TTM <=3 ) 71.86 -0.01 72.02 -0.01 229.81 -0.03 1.19   1.98   5.25  
    Group 2 ( 3 < TTM <= 7 ) 108.68 -0.01 109.54 0.00 338.50 0.00 1.33   4.34   22.92  
    Group 3 ( 7 < TTM <= 10 ) 143.50 -0.1 143.70 -0.14 463.53 -0.3 1.64   7.93   71.50  
    Group 4 ( 10 < TTM ) 192.09 -0.22 192.29 -0.2 633.99 -0.68 2.26   15.67   359.48  
    Group 5 (<= 10) 90.62 -0.02 91.01 -0.03 286.31 -0.05 1.43   4.04   25.61  
SOE (G) Bond Index 104.51 -0.05 105.00 -0.06 201.48 -0.09 1.67   4.39   34.15  
SOE (NG) Bond Index 112.15 -0.08 112.89 -0.08 231.46 -0.15 2.23   5.86   53.77  
Corporate Bond Index (BBB up) 108.53 -0.02 109.16 -0.01 234.29 -0.03 2.53   2.99   16.43  
Corporate Bond Index (BBB+ up) 108.94 -0.03 109.57 -0.02 234.25 -0.03 2.47   3.04   16.96  
 
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.  LB726A GB 4.00000   17-Jun-72 46.53   2.400604   144.655703   2,923.37  
2.  LB29NA GB 2.50000   17-Nov-29 3.92   1.261548   104.706055   2,134.88  
3.  CB26507A SA 0.00000   07-May-26 0.38   1.056767   99.607790   1,993.15  
4.  CBF26209A SA 1.49711   09-Feb-26 0.14   1.217418   100.012793   1,860.63  
5.  LB284A GB 2.05000   17-Apr-28 2.33   1.192387   101.955517   1,773.37  
 
 
 
 Market News
< 2571 | 2572 | 2573 | 2574 | 2575 | 2576 | 2577 | 2578 | 2579 | 2580 |   >
Found 65261 headlines
No. Date/Time Headlines
38686.       11-Aug-15 11:57     BE  of  IWIND to be registered on August 11, 2015
38687.       11-Aug-15 11:56     BE  of  EARTH to be registered on August 11, 2015
38688.       11-Aug-15 11:56     BE  of  IFEC to be registered on August 11, 2015
38689.       11-Aug-15 11:55     BE  of  CHO to be registered on August 11, 2015
38690.       11-Aug-15 11:55     BE  of  CHOW to be registered on August 11, 2015
38691.       11-Aug-15 11:55     BE  of  DEMCO to be registered on August 11, 2015
38692.       11-Aug-15 11:54     BE  of  AREEYA to be registered on August 11, 2015
38693.       11-Aug-15 11:54     BE  of  AP to be registered on August 11, 2015
38694.       11-Aug-15 11:07     Loan Bonds Auction Results: LB296A
38695.       10-Aug-15 16:39     Financial Institutions Holidays is effective on ThaiBMA system.
38696.       10-Aug-15 13:36     STN   of  DBSV to be registered on August 10, 2015
38697.       10-Aug-15 13:33     STN   of  DBSV to be registered on August 10, 2015
38698.       10-Aug-15 13:33     STN   of  DBSV to be registered on August 10, 2015
38699.       10-Aug-15 13:32     S-T debentures  of  KK to be registered on August 10, 2015
38700.       10-Aug-15 13:32     S-T debentures  of  TBANK to be registered on August 10, 2015
 
 
Disclamer