As of: 29-Jan-2019
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 44,209 1.65000 2.00000 1.65000 1.73000 44,209 44,209 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 44,209 0.000 0.000 0.000 0.000 44,209 44,209 less than 1 month (not incl. of O/N,T/N,call)1/ 4,100 1.735 1.770 1.735 1.746 17,230 22,015 1 month 2/ 1,650 1.735 1.735 1.735 1.735 2,690 10,990 2 month 3/ 0.000 0.000 0.000 0.000 0.000 6,385 8,900 3 month 4/ 0.000 0.000 0.000 0.000 0.000 15,600 0.000 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 5,750 0.000 0.000 0.000 0.000 41,905 41,905 Grand Total 49,959 1.65000 2.00000 1.65000 1.73146 86,114 86,114 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand