23 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 increased by 7%.SA gained the major portion or by 61% of total outright trading value , following by Govt and CORP bonds,respectively.Govt bonds yields fluctuated within a range of -1 to 9 bp.Govt clean price index ended lower by -21 bp and corp index (BBB up) closed lower by -7 bp.The most active issue was CBF27426A.

Trading & Outstanding valueMln. (THB)Chg.(%)
 Outstanding Value 18,209,038.39   0.02  
 Number of issues 2,767  
 Total Trading Value 1,456,730.57   7.01  
   Outright/Cash Trading 104,821.56   13.99  
   Financing 1,344,777.09   6.13  
   Others 7,131.92   224.65  
Price value of basis point (PVBP)BAHT
 PVBP of Government bond 655,268,409.38  


 
ThaiBMA Bond Index                                                                                                                      
TypeClean PriceGross PriceTotal ReturnAvg. YieldAvg. DurAvg. Convex
Government Bond 106.39 -0.21 107.31 -0.21 347.87 -0.67 2.61   8.45   149.90  
    Group 1 ( 1 < TTM <=3 ) 71.56 -0.02 71.96 -0.02 230.67 -0.06 1.25   2.02   5.51  
    Group 2 ( 3 < TTM <= 7 ) 107.13 -0.14 108.03 -0.14 336.62 -0.43 1.60   4.25   21.96  
    Group 3 ( 7 < TTM <= 10 ) 138.93 -0.33 139.92 -0.32 452.49 -1.03 2.04   7.57   65.71  
    Group 4 ( 10 < TTM ) 173.35 -0.56 175.24 -0.55 578.36 -1.81 2.91   14.51   313.76  
    Group 5 (<= 10) 89.37 -0.09 89.99 -0.09 284.75 -0.28 1.70   3.74   22.73  
SOE (G) Bond Index 102.76 -0.14 103.35 -0.13 199.57 -0.25 2.01   4.51   34.10  
SOE (NG) Bond Index 109.42 -0.19 110.21 -0.19 227.99 -0.38 2.61   5.54   48.92  
Corporate Bond Index (BBB up) 107.91 -0.07 108.55 -0.1 235.64 -0.13 2.63   2.94   15.88  
Corporate Bond Index (BBB+ up) 108.29 -0.07 108.94 -0.1 235.50 -0.14 2.58   2.99   16.37  
 
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.  CBF27426A SA 1.05038   26-Apr-27 1.00   1.007044   100.043740   24,366.65  
2.  CBF26511A SA 1.48876   11-May-26 0.05   1.000799   100.006829   5,991.07  
3.  LB29DA GB 1.60000   17-Dec-29 3.65   1.460098   100.495796   4,302.54  
4.  LB556A GB 4.00000   17-Jun-55 29.17   3.111582   116.945659   3,751.69  
5.  CBF26518A SA 1.24507   18-May-26 0.07   0.982100   100.003969   3,342.76  
 
 
 
 Market News
< 2581 | 2582 | 2583 | 2584 | 2585 | 2586 | 2587 | 2588 | 2589 | 2590 |   >
Found 65789 headlines
No. Date/Time Headlines
38791.       02-Sep-15 14:18     BE  of  KTC to be registered on September 02, 2015
38792.       02-Sep-15 14:18     BE  of  MTLS to be registered on September 02, 2015
38793.       02-Sep-15 14:17     BE  of  DMT to be registered on September 02, 2015
38794.       02-Sep-15 14:17     BE  of  DMT to be registered on September 02, 2015
38795.       02-Sep-15 14:16     BE  of  BSL to be registered on September 02, 2015
38796.       02-Sep-15 14:16     BE  of  CHO to be registered on September 02, 2015
38797.       02-Sep-15 14:16     BE  of  CK to be registered on September 02, 2015
38798.       02-Sep-15 14:15     BE  of  BCH to be registered on September 02, 2015
38799.       02-Sep-15 14:14     BE  of  ASK to be registered on September 02, 2015
38800.       02-Sep-15 13:56     DEMCO173A is registered with ThaiBMA on September 2, 2015
38801.       02-Sep-15 11:03     Loan Bonds Auction Results: LB25DA
38802.       02-Sep-15 11:03     Loan Bonds Auction Results: LB446A
38803.       02-Sep-15 08:55     ASK188B is registered with ThaiBMA on September 3, 2015
38804.       01-Sep-15 13:43     BE  of  TCJA to be registered on September 01, 2015
38805.       01-Sep-15 13:37     TRIS Rating Assigns “BBB/Stable” Rating to Senior Unsecured Debt  of “SIRI”
 
 
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