As of: 18-Jan-2019
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 50,486 1.65000 1.76000 1.65000 1.72467 50,486 50,486 T/N 2,000 1.755 1.760 1.755 1.756 0.000 0.000 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 52,486 0.000 0.000 0.000 0.000 50,486 50,486 less than 1 month (not incl. of O/N,T/N,call)1/ 1,400 1.745 1.745 1.745 1.745 18,020 25,470 1 month 2/ 0.000 0.000 0.000 0.000 0.000 3,150 2,700 2 month 3/ 0.000 0.000 0.000 0.000 0.000 5,900 13,000 3 month 4/ 0.000 0.000 0.000 0.000 0.000 16,800 2,700 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 1,400 0.000 0.000 0.000 0.000 43,870 43,870 Grand Total 53,886 1.65000 1.76000 1.65000 1.72637 94,356 94,356 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand