Although the global economic slowdown due to the economic recession in the United States and debt crisis in Europe was becoming more widespread in 2012, Thailand’s economy performed a good sign of growth which supported mainly by domestic demand. The main driven factors were an increase in household consumption and private investment for reconstruction after floods in 2011. With a strong economic growth and impressive return in Thai capital market, it increases investors’ confidence, including foreign investors to more invest in Thai capital market. Capital inflow in the country throughout in 2012 was one of the main factors to boost Thai bond market to be more active than the previous year, not only in term of higher trading value but also investment return,