As of: 31-Jan-2019
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 35,760 1.65000 1.76000 1.74500 1.73163 35,760 35,760 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 35,760 0.000 0.000 0.000 0.000 35,760 35,760 less than 1 month (not incl. of O/N,T/N,call)1/ 200 1.745 1.745 1.745 1.745 3,200 6,400 1 month 2/ 1,700 1.735 1.735 1.735 1.735 4,390 12,690 2 month 3/ 800 1.830 1.840 1.830 1.833 7,000 9,700 3 month 4/ 0.000 0.000 0.000 0.000 0.000 15,700 1,500.000 6 month 5/ 900 1.885 1.885 1.885 1.885 900 900.000 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 3,600 0.000 0.000 0.000 0.000 31,190 31,190 Grand Total 39,360 1.65000 1.88500 1.74500 1.73740 66,950 66,950 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand