21 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 10%.SA gained the major portion or by 65% of total outright trading value , following by Govt and T-Bill bonds,respectively.Govt bonds yields fluctuated within a range of -4 to 1 bp.Govt clean price index ended lower by -1 bp while corp index (BBB up) closed higher by 6 bp.The most active issue was CB26723A.

Trading & Outstanding valueMln. (THB)Chg.(%)
 Outstanding Value 18,208,079.89   -0.01  
 Number of issues 2,765  
 Total Trading Value 1,542,285.96   -9.69  
   Outright/Cash Trading 126,044.24   70.71  
   Financing 1,408,562.02   -13.74  
   Others 7,679.70   598.54  
Price value of basis point (PVBP)BAHT
 PVBP of Government bond 656,211,509.83  


 
ThaiBMA Bond Index                                                                                                                      
TypeClean PriceGross PriceTotal ReturnAvg. YieldAvg. DurAvg. Convex
Government Bond 106.50 -0.01 107.41 0.00 348.18 0.01 2.59   8.45   149.65  
    Group 1 ( 1 < TTM <=3 ) 71.59 0.01 71.98 0.02 230.72 0.05 1.24   2.02   5.53  
    Group 2 ( 3 < TTM <= 7 ) 107.22 0.01 108.10 0.01 336.83 0.04 1.58   4.26   22.02  
    Group 3 ( 7 < TTM <= 10 ) 139.47 0.09 140.44 0.1 454.18 0.32 1.98   7.58   65.86  
    Group 4 ( 10 < TTM ) 173.52 -0.06 175.38 -0.05 578.82 -0.16 2.90   14.51   313.11  
    Group 5 (<= 10) 89.47 0.02 90.08 0.02 285.04 0.07 1.67   3.75   22.82  
SOE (G) Bond Index 102.89 0.1 103.47 0.1 199.81 0.21 1.99   4.52   34.21  
SOE (NG) Bond Index 109.58 0.13 110.35 0.14 228.30 0.28 2.59   5.55   49.05  
Corporate Bond Index (BBB up) 107.98 0.06 108.65 0.07 235.76 0.16 2.61   2.95   15.92  
Corporate Bond Index (BBB+ up) 108.36 0.07 109.04 0.07 235.62 0.16 2.56   3.00   16.41  
 
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.  CB26723A SA 0.00000   23-Jul-26 0.25   0.836967   99.791858   59,081.77  
2.  CBF26511A SA 1.48880   11-May-26 0.05   1.010908   100.005581   5,100.90  
3.  TB26O21A TB 0.00000   21-Oct-26 0.50   0.905000   99.550767   4,534.54  
4.  LB353A GB 2.41000   17-Mar-35 8.91   2.054691   102.867262   4,306.72  
5.  LB463A GB 3.22000   17-Mar-46 19.92   2.989779   103.435799   3,752.30  
 
 
 
 Market News
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Found 65784 headlines
No. Date/Time Headlines
41206.       03-Mar-15 10:15     Loan Bonds Auction Results: LB446A
41207.       02-Mar-15 16:58     BGH166A, BGH153A, BGH228A, BGH228B, BGH233A, BGH235A and BGH205A have been changed symbol.
41208.       02-Mar-15 14:59     Treasury Bill Auction Results
41209.       02-Mar-15 11:40     BE  of  ESSO to be registered on March 02, 2015
41210.       02-Mar-15 11:40     STN  of  DBSV to be registered on March 02, 2015
41211.       02-Mar-15 11:40     BE  of  GKG to be registered on March 02, 2015
41212.       02-Mar-15 11:39     S-T debentures  of  KK to be registered on March 02, 2015
41213.       02-Mar-15 10:35     BoT Bond Auction Results
41214.       27-Feb-15 14:47     S-T debentures  of  TISCO to be registered on February 27, 2015
41215.       27-Feb-15 14:46     BE  of  ROJNA to be registered on February 27, 2015
41216.       27-Feb-15 14:46     BE  of  SRD to be registered on February 27, 2015
41217.       27-Feb-15 14:46     S-T debentures  of  ICBCTL to be registered on February 27, 2015
41218.       27-Feb-15 14:45     BE  of  ITD to be registered on February 27, 2015
41219.       27-Feb-15 14:45     BE  of  MBKET to be registered on February 27, 2015
41220.       27-Feb-15 14:45     BE  of  PS to be registered on February 27, 2015
 
 
Disclamer