As of: 08-Feb-2019
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 54,798 1.65000 1.76000 1.65000 1.72133 54,798 54,798 T/N 3,000 1.760 1.760 1.760 1.760 4,400 4,400 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 57,798 0.000 0.000 0.000 0.000 59,198 59,198 less than 1 month (not incl. of O/N,T/N,call)1/ 400 1.745 1.745 1.745 1.745 18,280 33,370 1 month 2/ 0.000 0.000 0.000 0.000 0.000 7,590 4,000 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 400 0.000 0.000 0.000 0.000 49,470 49,470 Grand Total 58,198 1.65000 1.76000 1.65000 1.72349 108,668 108,668 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand