17 April 2026
Service Manager :  Sineerat (0-2257-0357 # 301)
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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 1%.SA gained the major portion or by 54% of total outright trading value , following by Govt and CP bonds,respectively.Govt bonds yields increased by 0 to 10 bp.Govt clean price index ended lower by -18 bp and corp index (BBB up) closed lower by -5 bp.The most active issue was CBF26505A.

Trading & Outstanding valueMln. (THB)Chg.(%)
 Outstanding Value 18,210,789.59   0.05  
 Number of issues 2,773  
 Total Trading Value 1,875,157.69   1.4  
   Outright/Cash Trading 55,797.86   -41.24  
   Financing 1,818,754.57   3.67  
   Others 605.26   1984.23  
Price value of basis point (PVBP)BAHT
 PVBP of Government bond 661,030,445.61  


 
ThaiBMA Bond Index                                                                                                                      
TypeClean PriceGross PriceTotal ReturnAvg. YieldAvg. DurAvg. Convex
Government Bond 106.94 -0.18 107.81 -0.21 349.49 -0.56 2.55   8.48   150.37  
    Group 1 ( 1 < TTM <=3 ) 71.61 -0.04 72.01 -0.14 230.73 -0.12 1.22   1.96   5.19  
    Group 2 ( 3 < TTM <= 7 ) 107.42 -0.1 108.21 -0.14 337.37 -0.3 1.53   4.18   21.29  
    Group 3 ( 7 < TTM <= 10 ) 139.93 -0.3 140.86 -0.29 455.55 -0.95 1.94   7.60   66.10  
    Group 4 ( 10 < TTM ) 174.82 -0.45 176.61 -0.44 582.90 -1.44 2.85   14.53   313.62  
    Group 5 (<= 10) 89.60 -0.09 90.19 -0.14 285.37 -0.26 1.64   3.77   22.96  
SOE (G) Bond Index 103.14 -0.1 103.70 -0.09 200.24 -0.17 1.93   4.54   34.46  
SOE (NG) Bond Index 109.95 -0.13 110.69 -0.12 229.00 -0.24 2.53   5.58   49.42  
Corporate Bond Index (BBB up) 108.10 -0.05 108.79 -0.04 235.92 -0.09 2.58   2.95   15.97  
Corporate Bond Index (BBB+ up) 108.48 -0.05 109.18 -0.04 235.79 -0.09 2.52   3.00   16.46  
 
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.  CBF26505A SA 1.28735   05-May-26 0.05   1.019939   100.000173   7,706.42  
2.  CBF26O19A SA 1.04563   19-Oct-26 0.50   1.010080   100.019037   5,557.53  
3.  CPAXT26716A CP 0.00000   16-Jul-26 0.25   1.120000   99.724596   4,687.06  
4.  MPSC26716A CP 0.00000   16-Jul-26 0.25   1.080000   99.734406   2,992.03  
5.  CB26430A SA 0.00000   30-Apr-26 0.04   0.851559   99.972725   2,229.39  
 
 
 
 Market News
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Found 65765 headlines
No. Date/Time Headlines
42391.       20-Oct-14 16:50     STN   of  DBSVT to be registered on October 20, 2014
42392.       20-Oct-14 16:49     BE  of  ROJNA to be registered on October 20, 2014
42393.       20-Oct-14 16:49     BE  of  SAWAD to be registered on October 20, 2014
42394.       20-Oct-14 16:49     BE  of  TFG to be registered on October 20, 2014
42395.       20-Oct-14 16:48     BE  of  ASK to be registered on October 20, 2014
42396.       20-Oct-14 12:44     TRIS Rating Affirms Company & Issue Ratings of “EASY BUY” at "BBB+" and Affirms "Stable" Outlooks
42397.       20-Oct-14 10:33     Treasury Bill Auction Results
42398.       17-Oct-14 15:52     STN of KGI to be registered on October 17, 2014
42399.       17-Oct-14 15:51     S-T debentures of ICBCTL to be registered on October 17, 2014
42400.       17-Oct-14 15:51     BE of SC to be registered on October 17, 2014
42401.       17-Oct-14 15:50     BE of AP to be registered on October 17, 2014
42402.       17-Oct-14 15:50     S-T debentures of CIMBT to be registered on October 17, 2014
42403.       17-Oct-14 15:49     BE of MBKET to be registered on October 17, 2014
42404.       17-Oct-14 15:49     BE of SGP to be registered on October 17, 2014
42405.       17-Oct-14 15:49     BE of KTC to be registered on October 17, 2014
 
 
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