FM_RT_011 Private Repurchase Rates, Transaction Volumes, and Amount Outstanding 1/ 2/ 3/ 4/
Service Manager Saowanee (66(0)2356-7258) Tharin (66(0)2356-7714)   
  Last Updated : 19 Mar 2019 09:30   
  18 MAR 2019 15 MAR 2019 14 MAR 2019 13 MAR 2019 12 MAR 2019 11 MAR 2019 08 MAR 2019 07 MAR 2019 06 MAR 2019 05 MAR 2019 04 MAR 2019 01 MAR 2019 28 FEB 2019 27 FEB 2019 26 FEB 2019 25 FEB 2019 22 FEB 2019 21 FEB 2019 20 FEB 2019 18 FEB 2019 15 FEB 2019 14 FEB 2019 13 FEB 2019 12 FEB 2019 11 FEB 2019 08 FEB 2019 07 FEB 2019 06 FEB 2019 05 FEB 2019 04 FEB 2019 01 FEB 2019 31 JAN 2019 30 JAN 2019 29 JAN 2019 28 JAN 2019 25 JAN 2019 24 JAN 2019 23 JAN 2019 22 JAN 2019 21 JAN 2019 18 JAN 2019 17 JAN 2019 16 JAN 2019 15 JAN 2019 14 JAN 2019 11 JAN 2019 10 JAN 2019 09 JAN 2019 08 JAN 2019 07 JAN 2019 04 JAN 2019 03 JAN 2019 02 JAN 2019
1Interest Rate (% Per Year)-- O/N                                                     
2  Weighted Average1.744711.744811.743471.745031.745161.745351.745321.743891.745091.744881.744881.745661.744411.746331.745411.745021.744771.743681.744671.745311.744571.744011.742221.741911.743821.744331.744461.746071.742361.744131.744481.744951.745881.744701.746191.745231.743131.743441.742171.744061.745611.744101.744721.744501.743791.745531.743951.744521.743641.744211.745381.745501.74808
3  Min Rate1.730001.730001.720001.730001.730001.730001.730001.480001.730001.480001.730001.730001.730001.730001.730001.730001.730001.480001.730001.730001.730001.730001.480001.480001.480001.730001.650001.730001.480001.730001.730001.730001.730001.730001.730001.730000.250001.650001.250001.250001.730001.480001.730001.730001.730001.730001.480001.730001.730001.730001.730001.730001.74000
4  Max Rate1.752001.750001.749001.749001.750001.752001.752001.752001.749001.760001.749001.752001.752001.752001.760001.752001.752001.749001.749001.752001.750001.752001.749001.755001.752001.752001.752001.780001.752001.752001.760001.760001.760001.752001.760001.752001.750001.749001.752001.749001.752001.752001.750001.749001.749001.770001.750001.760001.749001.749001.760001.752001.76000
5  Mode1.748001.748001.748001.748001.748001.748001.748001.748001.748001.748001.748001.748001.748001.748001.748001.748001.748001.748001.748001.748001.748001.740001.740001.740001.748001.740001.740001.740001.748001.740001.748001.748001.748001.740001.740001.748001.748001.748001.748001.748001.748001.740001.740001.740001.740001.748001.748001.748001.740001.748001.748001.748001.74800
6Interest Rate (% Per Year)-- 1 Week                                                     
7  Weighted Average1.747211.749841.740551.753021.748891.748801.747101.746561.747311.744011.749581.748371.744321.738571.740361.745761.744411.739041.723451.749751.749431.749481.749011.751731.746201.738601.731331.750201.750681.741171.741101.741291.747371.747411.743411.743031.743271.747711.734471.738051.739201.747221.739721.737051.740201.749531.744831.745331.731021.745161.742481.740951.73940
8  Min Rate1.480001.745001.480001.480001.730001.480001.480001.480001.500001.480001.745001.710001.250001.250001.480001.480001.480000.850001.250001.730001.480001.745001.745001.730001.480001.480000.850001.745001.747001.480001.250001.480001.480001.480001.480001.480001.480001.480001.480001.480001.480001.695001.250001.480001.250001.748001.480001.480001.480001.480001.480001.480001.48000
9  Max Rate1.755001.755001.755002.600001.752001.755001.755001.755001.755001.755001.755001.755001.755001.755001.755001.755001.755001.755001.755001.755001.755001.755001.755001.760001.760001.760001.755001.790001.755001.750001.755001.755001.755001.755001.790001.790001.755001.755001.760001.755001.750001.755001.755001.755001.755001.750001.750001.750001.755001.750001.750001.755001.75200
10  Mode1.748001.750001.745001.750001.750001.750001.750001.750001.750001.750001.750001.750001.750001.750001.750001.750001.749001.750001.749001.750001.750001.750001.750001.750001.748001.750001.748001.750001.748001.748001.755001.755001.750001.750001.750001.750001.745001.750001.480001.745001.750001.745001.750001.480001.750001.750001.750001.750001.750001.750001.750001.748001.75000
11Interest Rate (% Per Year)-- 2 Weeks                                                     
12  Weighted Average 1.749001.747571.74703 1.745001.748641.747101.749071.749331.749511.740251.748661.798231.75000 1.748001.749001.749331.749481.746751.746641.764581.748281.748001.748851.748691.74901 1.745001.746561.745811.76282  1.749241.750001.748401.748001.703071.747671.748431.754941.749561.739341.747541.747321.747421.747721.748381.748341.736801.75298
13  Min Rate 1.749001.745001.74500 1.745001.745001.740001.740001.748001.748000.900001.740001.748001.75000 1.748001.749001.740001.749001.745001.740001.749001.748001.748001.748001.745001.74000 1.745001.745001.745000.85000  1.747001.750001.748001.748001.500001.745001.745001.740001.748001.250001.745001.745001.745001.745001.745001.745001.000001.74000
14  Max Rate 1.749001.749001.74900 1.745001.750001.750001.750001.750001.750001.750001.750002.600001.75000 1.748001.749001.750001.750001.748001.748002.600001.749001.748001.749001.750001.75000 1.745001.749001.747002.60000  1.750001.750001.750001.748001.749001.749001.750002.600001.750001.750001.750001.748001.750001.750001.750001.750001.750002.60000
15  Mode 1.749001.749001.74500 1.745001.749001.748001.750001.750001.750001.750001.749002.600001.75000 1.748001.749001.750001.749001.748001.748001.750001.748001.748001.749001.750001.75000 1.745001.745001.745002.60000  1.750001.750001.748001.748001.749001.749001.749001.750001.750001.745001.748001.748001.74500 1.749001.749001.749001.75000
16Interest Rate (% Per Year)-- 1 Month                                                     
17  Weighted Average1.71000 2.40000     1.75000    1.749171.750001.74500 1.74800    1.825422.000001.750001.749001.745221.75004    0.85000  1.750001.74152     1.79472  1.74956 1.750001.75000 1.75000  
18  Min Rate1.71000 2.40000     1.75000    1.749001.750001.74500 1.74800    1.749002.000001.750001.749001.720001.74800    0.85000  1.750001.74000     1.75000  1.74900 1.750001.75000 1.75000  
19  Max Rate1.71000 2.40000     1.75000    1.750001.750001.74500 1.74800    2.400002.000001.750001.749001.750001.79000    0.85000  1.750001.74400     2.40000  1.75000 1.750001.75000 1.75000  
20  Mode1.71000 2.40000     1.75000    1.749001.750001.74500 1.74800    2.400002.000001.750001.749001.745001.75000    0.85000  1.750001.74000     2.40000  1.75000 1.750001.75000 1.75000  
21Interest Rate (% Per Year)-- 2 Months                                                     
22  Weighted Average             1.78000    1.78000                             1.82000    
23  Min Rate             1.78000    1.78000                             1.82000    
24  Max Rate             1.78000    1.78000                             1.82000    
25  Mode             1.78000    1.78000                             1.82000    
26Interest Rate (% Per Year)-- 3 Months                                                     
27  Weighted Average   1.87500        1.790001.79000    1.80000                                  
28  Min Rate   1.87500        1.790001.79000    1.80000                                  
29  Max Rate   1.87500        1.790001.79000    1.80000                                  
30  Mode   1.87500        1.790001.79000    1.80000                                  
31Interest Rate (% Per Year)--> 3 Months                                                     
32  Weighted Average                            1.99000                        
33  Min Rate                            1.99000                        
34  Max Rate                            1.99000                        
35  Mode                            1.99000                        
36Transaction Volume (million baht)                                                     
37  O/N124,771110,050171,40668,48679,56676,92292,06280,67299,048104,67874,38977,70569,65465,95877,21788,41691,03984,85785,79267,10952,51170,23978,91979,63078,780103,16782,430110,58291,62176,61685,06882,225102,75195,87072,72178,39389,68475,11865,00077,62976,61681,17085,68571,60898,00583,42358,55687,63581,74671,68981,194103,87484,150
38  1 Week53,57024,65044,40044,36859,95041,95018,00029,65034,10030,88025,00027,19035,95044,80039,30038,43039,43031,66048,74058,75025,60042,30025,30048,95020,97516,51518,765119,7619,10027,52024,12039,23080,31050,49027,72022,53038,07044,40031,59030,69019,05536,25045,56525,94035,53017,00053,12529,37525,46050,16019,01545,95048,960
39  2 Weeks01,40011,3007,60003,0008,30024,20055,00016,50023,40021,18522,1005,1987,00004,10010,40047,8006,20010,8004,70017,3497,2006,8005,20021,20054,51002,0009,6008,4004,0030013,6004,00016,4002,60011,0009,90023,60045,99912,80015,1008,7004,4009,30020,30015,00015,10029,10061,729
40  1 Month6000267000001,30000004,80010,0002,00001,50000002,2661,0001,6001,20013,90029,0000000545003,6001,575000003,866006,80007,90010,00003,70000
41  2 Months00000000000002,5000000500000000000000000000000000000005,1000000
42  3 Months0001,200000000005001,00000001,0000000000000000000000000000000000000
43  > 3 Months0000000000000000000000000000500000000000000000000000000
44  Total178,941136,100227,373121,654139,516121,872118,362134,522189,448152,058122,789126,080128,204124,256133,517128,846134,569128,417183,832132,05988,911117,239123,834136,780108,155126,082136,295313,853101,221106,136118,788129,855187,609146,360100,441118,123133,329135,91899,190119,319105,571141,020181,115110,348148,635115,923116,081134,210142,606136,849119,009178,924194,839
45Outstanding (million baht) (Original Maturity)                                                     
46  O/N124,771110,050171,40668,48679,56676,92292,06280,67299,048104,67874,38977,70569,65465,95877,21788,41691,03984,85785,79267,10952,51170,23978,91979,63078,780103,16782,430110,58291,62176,61685,06882,225102,75195,87072,72178,39389,68475,11865,00077,62976,61681,17085,68571,60898,00583,42358,55687,63581,74671,68981,194103,87484,150
47  1 Week217,038192,818192,370184,020156,550137,750131,850140,790143,970141,430162,850165,950168,000192,550196,820194,120173,080161,540149,940134,050139,330151,781145,361164,421156,946156,616175,821165,761207,170215,130204,650209,850217,170171,530153,510159,890171,000173,735179,535158,360139,540143,220150,670154,405155,350141,120156,020150,260169,805144,185128,109133,394117,494
48  2 Weeks140,285158,885158,783154,883160,683173,683179,383173,083152,383140,683133,098114,698104,79995,699103,949104,549112,249116,949127,249123,259129,759124,063121,363107,913108,313104,91399,71378,51375,50379,30383,20379,19980,099120,799137,599151,099144,399146,099140,399154,799168,099166,799163,599173,099161,899163,629163,729162,629158,529145,329143,029150,030168,030
49  1 Month39,06739,06739,06639,06641,06641,06642,66642,36644,36654,36654,36660,26660,26660,46662,46650,46655,64156,18654,68654,68654,68654,68653,68651,68651,68650,08636,98634,98633,48633,48633,48632,94132,94133,74133,74133,74132,26632,26632,26632,26634,26644,26646,86343,26343,26343,26336,46330,36318,56318,56318,56314,86314,863
50  2 Months8,1008,1008,1008,1008,1008,1008,1008,1008,1008,1008,1008,1008,1008,1005,6005,6005,6005,6005,6005,1005,1005,1005,1005,1005,1005,4005,4005,4007,4007,4007,4007,4007,4007,4007,5007,5007,5007,5007,5007,5007,5007,5007,5007,5007,5007,5007,5007,5002,4002,4002,4002,4002,400
51  3 Months3,7003,7003,7002,5002,5002,5002,5002,5002,5002,5002,5002,5002,5002,0001,0001,0001,0001,0001,00000000000000000000000008008001,2001,2001,2001,2001,2001,2001,2001,2001,2001,200
52  > 3 Months2,3202,3202,3202,3202,3202,3202,3202,3202,3202,3202,3202,3202,3202,3202,3202,3202,3202,3202,3202,3202,3202,3202,3202,3202,3202,3202,3201,8201,8201,8201,8201,8201,8201,8201,8201,8201,8201,8201,8201,8201,8201,8201,8201,8201,8201,8201,8201,8201,8201,8201,8201,8201,820
53  Total535,281514,940575,745459,375450,785442,341458,881449,831452,687454,077437,623431,539415,639427,093449,372446,471440,929428,452426,587386,524383,706408,189406,749411,070403,145422,502402,670397,062417,000413,755415,627413,435442,181431,160406,891432,443446,669436,538426,520432,374427,841445,575456,937452,895469,037441,955425,288441,407434,063385,186376,315407,581389,957

Source:
1. Thai Bond Market Association
2. Bank of Thailand
Remark:
1/ Rates and transaction volumes are based on trade dates, while outstandings are based on settlement dates.
2/ Transactions reported to the Thai Bond Market Association after 4.00 pm of trade date are excluded from the calculations. (In case of dealer-to-dealer transactions, report time is when the transaction is reported by both dealers)
3/ All repo transactions are included in the calculations, including specific collateral repos and repos which are subject to contribution to the Financial Institutions Development Fund and the Specialized Financial Institutions Development Fund.
4/ Term transactions are categorized as follows:
1 week : more than 1 business day but not exceed 10 calendar days, 2 weeks : 11-20 calendar days, 1 month : 21-45 calendar days, 2 months : 46-75 calendar days, 3 months : 76-100 calendar days, more than 3 months : more than 100 calendar days.