As of: 11-Jan-2019
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 53,697 1.65000 1.75000 1.65000 1.72168 53,697 53,697 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 53,697 0.000 0.000 0.000 0.000 53,697 53,697 less than 1 month (not incl. of O/N,T/N,call)1/ 1,150 1.735 1.745 1.745 1.741 19,855 29,605 1 month 2/ 0.000 0.000 0.000 0.000 0.000 2,650 1,000 2 month 3/ 0.000 0.000 0.000 0.000 0.000 5,900 8,500 3 month 4/ 0.000 0.000 0.000 0.000 0.000 19,600 8,900 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 1,150 0.000 0.000 0.000 0.000 48,005 48,005 Grand Total 54,847 1.65000 1.75000 1.65000 1.72207 101,702 101,702 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand