As of: 06-Feb-2019
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 45,065 1.65000 1.76000 1.65000 1.72329 45,065 45,065 T/N 3,000 1.760 1.760 1.760 1.760 0.000 0.000 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 48,065 0.000 0.000 0.000 0.000 45,065 45,065 less than 1 month (not incl. of O/N,T/N,call)1/ 14,530 1.730 1.750 1.740 1.743 18,860 33,450 1 month 2/ 0.000 0.000 0.000 0.000 0.000 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 14,530 0.000 0.000 0.000 0.000 50,050 50,050 Grand Total 62,595 1.65000 1.76000 1.65000 1.72951 95,115 95,115 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand