As of: 07-Feb-2019
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 52,746 1.65000 1.76000 1.65000 1.71173 52,746 52,746 T/N 4,400 1.760 1.760 1.760 1.760 3,000 3,000 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 57,146 0.000 0.000 0.000 0.000 55,746 55,746 less than 1 month (not incl. of O/N,T/N,call)1/ 1,600 1.740 1.755 n.a. 1.748 18,460 33,050 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 1,600 0.000 0.000 0.000 0.000 49,650 49,650 Grand Total 58,746 1.65000 1.76000 1.65000 1.71634 105,396 105,396 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand