As of: 05-Feb-2019
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 44,522 1.65000 1.76000 1.65000 1.71769 44,522 44,522 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 44,522 0.000 0.000 0.000 0.000 44,522 44,522 less than 1 month (not incl. of O/N,T/N,call)1/ 2,430 1.745 1.760 1.745 1.748 22,910 37,500 1 month 2/ 2,000 1.790 1.790 1.790 1.790 7,590 4,500 2 month 3/ 0.000 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 2,400.000 6 month 5/ 0.000 0.000 0.000 0.000 0.000 900 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 4,430 0.000 0.000 0.000 0.000 54,100 54,100 Grand Total 48,952 1.65000 1.79000 1.65000 1.72213 98,622 98,622 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand