10 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 2%.Govt gained the major portion or by 47% of total outright trading value , following by SA and CORP bonds,respectively.Govt bonds yields fluctuated within a range of -1 to 9 bp.Govt clean price index ended lower by -7 bp and corp index (BBB up) closed lower by -4 bp.The most active issue was LB273A.

Trading & Outstanding valueMln. (THB)Chg.(%)
 Outstanding Value 18,205,046.34   0.16  
 Number of issues 2,777  
 Total Trading Value 1,574,753.15   1.52  
   Outright/Cash Trading 70,133.74   -52.49  
   Financing 1,503,134.35   7.15  
   Others 1,485.06   124.36  
Price value of basis point (PVBP)BAHT
 PVBP of Government bond 657,338,211.40  


 
ThaiBMA Bond Index                                                                                                                      
TypeClean PriceGross PriceTotal ReturnAvg. YieldAvg. DurAvg. Convex
Government Bond 106.66 -0.07 107.51 -0.06 348.42 -0.2 2.57   8.46   149.27  
    Group 1 ( 1 < TTM <=3 ) 71.62 -0.01 72.09 -0.01 230.66 -0.03 1.22   1.97   5.26  
    Group 2 ( 3 < TTM <= 7 ) 107.36 -0.02 108.15 -0.01 337.03 -0.03 1.54   4.19   21.43  
    Group 3 ( 7 < TTM <= 10 ) 139.73 -0.25 140.59 -0.25 454.68 -0.79 1.96   7.62   66.37  
    Group 4 ( 10 < TTM ) 173.88 -0.15 175.58 -0.14 579.46 -0.45 2.88   14.50   312.48  
    Group 5 (<= 10) 89.57 -0.04 90.16 -0.04 285.13 -0.12 1.65   3.78   23.07  
SOE (G) Bond Index 103.06 -0.07 103.65 -0.06 200.00 -0.12 1.95   4.55   34.57  
SOE (NG) Bond Index 109.83 -0.07 110.56 -0.06 228.61 -0.13 2.55   5.57   49.42  
Corporate Bond Index (BBB up) 108.06 -0.04 108.76 -0.03 235.70 -0.07 2.59   2.96   16.05  
Corporate Bond Index (BBB+ up) 108.45 -0.04 109.16 -0.03 235.57 -0.07 2.54   3.01   16.54  
 
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.  LB273A GB 2.25000   17-Mar-27 0.93   1.042517   101.094006   5,113.19  
2.  LB313A GB 1.34000   17-Mar-31 4.94   1.552016   98.993451   3,866.09  
3.  CBF27215A SA 1.06006   15-Feb-27 0.85   1.010127   100.032869   3,387.30  
4.  LB365A GB 1.84000   17-May-36 10.11   2.010742   98.448812   2,874.21  
5.  LB26DA GB 2.12500   17-Dec-26 0.69   0.987237   100.759114   2,722.16  
 
 
 
 Market News
< 2941 | 2942 | 2943 | 2944 | 2945 | 2946 | 2947 | 2948 | 2949 | 2950 |   >
Found 65742 headlines
No. Date/Time Headlines
44236.       03-Apr-14 15:50     S-T debentures  of  KTB to be registered on April 03, 2014
44237.       03-Apr-14 15:49     BE  of  SWP to be registered on April 03, 2014
44238.       03-Apr-14 15:49     BE  of  TFD to be registered on April 03, 2014
44239.       03-Apr-14 15:49     BE  of  THANI to be registered on April 03, 2014
44240.       03-Apr-14 15:49     BE  of  TISCOG to be registered on April 03, 2014
44241.       03-Apr-14 15:48     BE  of  EASY BUY to be registered on April 03, 2014
44242.       03-Apr-14 15:48     BE  of  GLAND to be registered on April 03, 2014
44243.       03-Apr-14 15:48     BE  of  ITD to be registered on April 03, 2014
44244.       03-Apr-14 15:48     BE  of  KCAR to be registered on April 03, 2014
44245.       03-Apr-14 15:48     BE  of  SIRI to be registered on April 03, 2014
44246.       03-Apr-14 15:47     BE  of  AP to be registered on April 03, 2014
44247.       03-Apr-14 15:47     BE  of  AYCAL to be registered on April 03, 2014
44248.       03-Apr-14 15:47     BE  of  BRR to be registered on April 03, 2014
44249.       03-Apr-14 15:47     BE  of  BSL to be registered on April 03, 2014
44250.       03-Apr-14 15:47     BE  of  DA to be registered on April 03, 2014
 
 
Disclamer