As of: 11-Feb-2019
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 50,939 1.65000 1.76000 1.65000 1.72198 50,939 50,939 T/N 3,000 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 53,939 0.000 0.000 0.000 0.000 53,939 53,939 less than 1 month (not incl. of O/N,T/N,call)1/ 2,370 1.735 1.745 1.735 1.739 15,350 33,940 1 month 2/ 0.000 0.000 0.000 0.000 0.000 7,590 0.000 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 15,200 2,400 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 2,370 0.000 0.000 0.000 0.000 46,040 46,040 Grand Total 56,309 1.65000 1.76000 1.65000 1.72471 99,979 99,979 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand