As of: 12-Feb-2019
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 54,427 1.65000 1.76000 1.65000 1.72356 54,427 54,427 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 57,427 0.000 0.000 0.000 0.000 57,427 57,427 less than 1 month (not incl. of O/N,T/N,call)1/ 2,460 1.720 1.750 1.720 1.726 17,210 35,300 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 6,500 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 2,460 0.000 0.000 0.000 0.000 47,400 47,400 Grand Total 59,887 1.65000 1.76000 1.65000 1.72550 104,827 104,827 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand