As of: 13-Feb-2019
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 65,229 1.65000 1.76000 1.65000 1.72513 65,229 65,229 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 68,229 0.000 0.000 0.000 0.000 68,229 68,229 less than 1 month (not incl. of O/N,T/N,call)1/ 5,780 1.740 1.750 1.745 1.744 17,820 35,910 1 month 2/ 0.000 0.000 0.000 0.000 0.000 7,590 5,500.000 2 month 3/ 0.000 0.000 0.000 0.000 0.000 6,500 4,200 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 5,780 0.000 0.000 0.000 0.000 48,010 48,010 Grand Total 74,009 1.65000 1.76000 1.65000 1.72800 116,239 116,239 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand