Thai Bond Market Association (ThaiBMA) Summary of Thai Bond Market Today The total daily turnover was 53,259 million baht. The top two with the highest turnover value are:
- Asset Management Group (Asset Management Company) net sales of 1,158 million baht.
- Locally registered group of companies, net purchase of 4,042 million baht
While foreign investors sold a net of 773 million baht, the yield of 5-year bonds closed at 1.03%, an increase of +0.04% from yesterday.
Overview of the market today
Yield Curve increased 2-6 bps from the previous day on long-term instruments. This was because the amount of government bond issuance in the first quarter of fiscal year 2022 increased from the previous projection. For foreign investors’ investment flow today, NET OUTFLOW 8,973 million baht, caused by NET SELL 773 million baht and debt securities held by foreign investors expire (Expired) 8,200 million baht. US House of Representatives voted 219 to 212 to pass the US government debt ceiling bill. to avoid facing default The Stock Exchange of Thailand (SET) has a NET SELL of foreign investors of 1,160 million baht. The market follows the 2Q21 gross domestic product (GDP) report and the number of weekly unemployment claims in the United States tonight.
Summary of bond trading conditions
| Thai bond market | 30-09-2021 | %Change | |
| turnover | 53,259.13 million baht | ||
| 3-month government bond yield | 0.49 % | more | 0.01 % |
| 1-Year Government Bond Yield | 0.51 % | more | 0.01 % |
| 5-Year Government Bond Yield | 1.03 % | more | 0.04 % |
Outright turnover (separated by instrument)
| Instrument type | million baht | %Change | |
| Treasury bills | 2,512.00 | reduce | 18 % |
| government bonds | 19,056.73 | more | 20 % |
| government promissory note | 0.00 | n/a | |
| BOT bonds | 25,206.65 | more | 10 % |
| state enterprise bonds | 0.00 | reduce | 100 % |
| private bond | 3,798.54 | more | 76 % |
| foreign bond | 0.00 | n/a |
Note: n/a is unvalued because it has no trading value on the previous day.
By InfoQuest News Agency (30 Sept. 64)
Tags: ThaiBMA, Fixed Income, Thai Bond, Bonds
