You can change your currency to Thai baht 24 hours a day at the airports or shopping centers of markets. You will get your best exchange rate in Thailand. There is NO reason to bring any Thai baht with you to Thailand!
TOURISM AUTHORITY OF THAILAND, HO CHI MINH OFFICE
Unit 4, 18th Floor, Saigon Centre, Tower 2, 67 Le Loi Street, Ben Nghe Ward, District 1, HCMC