9 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 9%.SA gained the major portion or by 64% of total outright trading value , following by Govt and CORP bonds,respectively.Govt bonds yields fluctuated within a range of -3 to 8 bp.Govt clean price index ended higher by 4 bp and corp index (BBB up) closed higher by 2 bp.The most active issue was CB26716A.

Trading & Outstanding valueMln. (THB)Chg.(%)
 Outstanding Value 18,175,918.34   0.07  
 Number of issues 2,767  
 Total Trading Value 1,551,158.44   8.77  
   Outright/Cash Trading 147,620.36   57.36  
   Financing 1,402,876.16   5.57  
   Others 661.91   -80.61  
Price value of basis point (PVBP)BAHT
 PVBP of Government bond 655,897,876.36  


 
ThaiBMA Bond Index                                                                                                                      
TypeClean PriceGross PriceTotal ReturnAvg. YieldAvg. DurAvg. Convex
Government Bond 106.73 0.04 107.58 0.05 348.62 0.15 2.56   8.46   149.51  
    Group 1 ( 1 < TTM <=3 ) 71.63 -0.01 72.10 0.00 230.69 -0.02 1.21   1.98   5.27  
    Group 2 ( 3 < TTM <= 7 ) 107.38 -0.05 108.16 -0.04 337.06 -0.12 1.54   4.20   21.46  
    Group 3 ( 7 < TTM <= 10 ) 139.98 0.08 140.84 0.09 455.47 0.29 1.94   7.62   66.45  
    Group 4 ( 10 < TTM ) 174.04 0.17 175.72 0.18 579.92 0.6 2.88   14.51   312.92  
    Group 5 (<= 10) 89.61 -0.01 90.20 0.00 285.25 0.00 1.64   3.78   23.11  
SOE (G) Bond Index 103.13 -0.04 103.71 -0.03 200.12 -0.06 1.94   4.56   34.62  
SOE (NG) Bond Index 109.90 0.07 110.63 0.08 228.74 0.16 2.54   5.57   49.47  
Corporate Bond Index (BBB up) 108.11 0.02 108.80 0.03 235.77 0.06 2.58   2.97   16.08  
Corporate Bond Index (BBB+ up) 108.49 0.02 109.19 0.03 235.64 0.06 2.53   3.02   16.57  
 
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.  CB26716A SA 0.00000   16-Jul-26 0.25   0.858133   99.786895   58,513.04  
2.  LB365A GB 1.84000   17-May-36 10.11   2.001043   98.535828   5,513.59  
3.  CBF26427A SA 1.51681   27-Apr-26 0.05   0.993545   99.997624   5,097.02  
4.  LB313A GB 1.34000   17-Mar-31 4.94   1.553068   98.987942   4,308.68  
5.  LB273A GB 2.25000   17-Mar-27 0.94   1.036679   101.112196   3,743.15  
 
 
 
 Market News
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Found 65727 headlines
No. Date/Time Headlines
47851.       24-Dec-12 15:41     S-T debentures of TLT will be registered on December 26 and 27, 2012
47852.       24-Dec-12 14:40     BE of TISCOG to be registered on December 24, 2012
47853.       24-Dec-12 14:40     BE of BSL to be registered on December 24, 2012.
47854.       24-Dec-12 14:39     BE of ADLC to be registered on December 26, 2012
47855.       21-Dec-12 16:02     BE of MPSC to be registered on December 21 and 24, 2012.
47856.       21-Dec-12 16:02     BE of TISCOG to be registered on December 21, 2012
47857.       21-Dec-12 16:01     S-T debentures of SCBT to be registered on December 21, 2012
47858.       21-Dec-12 16:01     BE of KTC to be registered on December 21, 2012.
47859.       21-Dec-12 16:01     S-T debentures of BAY to be registered on December 21, 2012
47860.       21-Dec-12 16:00     S-T debentures of TBANK will be registered on December 21, 2012
47861.       21-Dec-12 16:00     BE of DA to be registered on December 21, 25 and 27, 2012
47862.       21-Dec-12 15:39     MINT17DB is registered with ThaiBMA on December 21, 2012
47863.       21-Dec-12 10:51     TRIS Rating affirms the company rating of STEC at "A-".
47864.       21-Dec-12 10:43     BoT Bonds Auction Result
47865.       21-Dec-12 10:02     UOB announces the fixed deposit rates.
 
 
Disclamer