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 : 16 Jan 2019 16:14   
  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 Average1.744501.743791.745531.743951.744521.743641.744211.745381.745501.74808
3  Min Rate1.730001.730001.730001.480001.730001.730001.730001.730001.730001.74000
4  Max Rate1.749001.749001.770001.750001.760001.749001.749001.760001.752001.76000
5  Mode1.740001.740001.748001.748001.748001.740001.748001.748001.748001.74800
6Interest Rate (% Per Year)-- 1 Week          
7  Weighted Average1.737051.740201.749531.744831.745331.731021.745161.742481.740951.73940
8  Min Rate1.480001.250001.748001.480001.480001.480001.480001.480001.480001.48000
9  Max Rate1.755001.755001.750001.750001.750001.755001.750001.750001.755001.75200
10  Mode1.480001.750001.750001.750001.750001.750001.750001.750001.748001.75000
11Interest Rate (% Per Year)-- 2 Weeks          
12  Weighted Average1.749561.739341.747541.747321.747421.747721.748381.748341.736801.75298
13  Min Rate1.748001.250001.745001.745001.745001.745001.745001.745001.000001.74000
14  Max Rate1.750001.750001.750001.748001.750001.750001.750001.750001.750002.60000
15  Mode1.750001.745001.748001.748001.74500 1.749001.749001.749001.75000
16Interest Rate (% Per Year)-- 1 Month          
17  Weighted Average  1.74956 1.750001.75000 1.75000  
18  Min Rate  1.74900 1.750001.75000 1.75000  
19  Max Rate  1.75000 1.750001.75000 1.75000  
20  Mode  1.75000 1.750001.75000 1.75000  
21Interest Rate (% Per Year)-- 2 Months          
22  Weighted Average     1.82000    
23  Min Rate     1.82000    
24  Max Rate     1.82000    
25  Mode     1.82000    
26Interest Rate (% Per Year)-- 3 Months          
27  Weighted Average          
28  Min Rate          
29  Max Rate          
30  Mode          
31Interest Rate (% Per Year)--> 3 Months          
32  Weighted Average          
33  Min Rate          
34  Max Rate          
35  Mode          
36Transaction Volume (million baht)          
37  O/N71,60898,00583,42358,55687,63581,74671,68981,194103,87484,150
38  1 Week25,94035,53017,00053,12529,37525,46050,16019,01545,95048,960
39  2 Weeks12,80015,1008,7004,4009,30020,30015,00015,10029,10061,729
40  1 Month006,80007,90010,00003,70000
41  2 Months000005,1000000
42  3 Months0000000000
43  > 3 Months0000000000
44  Total110,348148,635115,923116,081134,210142,606136,849119,009178,924194,839
45Outstanding (million baht) (Original Maturity)          
46  O/N71,60898,00583,42358,55687,63581,74671,68981,194103,87484,150
47  1 Week154,405155,350141,120156,020150,260169,805144,185128,109133,394117,494
48  2 Weeks173,099161,899163,629163,729162,629158,529145,329143,029150,030168,030
49  1 Month43,26343,26343,26336,46330,36318,56318,56318,56314,86314,863
50  2 Months7,5007,5007,5007,5007,5002,4002,4002,4002,4002,400
51  3 Months1,2001,2001,2001,2001,2001,2001,2001,2001,2001,200
52  > 3 Months1,8201,8201,8201,8201,8201,8201,8201,8201,8201,820
53  Total452,895469,037441,955425,288441,407434,063385,186376,315407,581389,957

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.