As of: 22-Jan-2019
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 40,924 1.65000 1.76000 1.65000 1.71599 40,924 40,924 T/N 2,000 1.740 1.755 1.740 1.744 1,500 1,500 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 42,924 0.000 0.000 0.000 0.000 42,424 42,424 less than 1 month (not incl. of O/N,T/N,call)1/ 3,660 1.745 1.770 1.770 1.765 23,050 28,800 1 month 2/ 0.000 0.000 0.000 0.000 0.000 2,150 6,400 2 month 3/ 0.000 0.000 0.000 0.000 0.000 5,900 11,500 3 month 4/ 0.000 0.000 0.000 0.000 0.000 15,600 0 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 3,660 0.000 0.000 0.000 0.000 46,700 46,700 Grand Total 46,584 1.65000 1.77000 1.65000 1.72107 89,124 89,124 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand