As of: 04-Jan-2019
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 69,236 1.65000 1.76000 1.73000 1.72268 69,236 69,236 T/N 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 69,236 0.000 0.000 0.000 0.000 69,236 69,236 less than 1 month (not incl. of O/N,T/N,call)1/ 5,550 1.740 1.775 n.a. 1.764 23,830 30,895 1 month 2/ 0.000 0.000 0.000 0.000 0.000 2,650 2,685 2 month 3/ 0.000 0.000 0.000 0.000 0.000 5,900 9,500 3 month 4/ 0.000 0.000 0.000 0.000 0.000 17,600 6,900 6 month 5/ 0.000 0.000 0.000 0.000 0.000 0.000 0.000 9 month 6/ 0.000 0.000 0.000 0.000 0.000 0.000 0.0000 12 month 7/ 0.000 0.000 0.000 0.000 0.000 0.000 0.0000 Total Term Transactions 5,550 0.000 0.000 0.000 0.000 49,980 49,980 Grand Total 74,786 1.65000 1.77500 1.73000 1.72577 119,216 119,216 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand