As of: 01-Feb-2019
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 42,858 1.65000 1.76000 1.73000 1.72470 42,858 42,858 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 42,858 0.000 0.000 0.000 0.000 42,858 42,858 less than 1 month (not incl. of O/N,T/N,call)1/ 12,230 1.730 1.750 1.740 1.741 14,930 20,330 1 month 2/ 1,200 1.748 1.760 n.a. 1.754 5,590 11,690 2 month 3/ 0 0.000 0.000 0.000 0.000 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/ 0 0.000 0.000 0.000 0.000 900 900.000 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 13,430 0.000 0.000 0.000 0.000 44,120 44,120 Grand Total 56,288 1.65000 1.76000 1.73000 1.72893 86,978 86,978 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand