As of: 14-Feb-2019
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 50,846 1.65000 1.76000 1.65000 1.72400 50,846 50,846 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 53,846 0.000 0.000 0.000 0.000 53,846 53,846 less than 1 month (not incl. of O/N,T/N,call)1/ 2,960 1.740 1.760 1.760 1.755 19,670 37,760 1 month 2/ 0.000 0.000 0.000 0.000 0.000 7,590 6,200.000 2 month 3/ 0.000 0.000 0.000 0.000 0.000 6,500 3,500 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 2,960 0.000 0.000 0.000 0.000 49,860 49,860 Grand Total 56,806 1.65000 1.76000 1.65000 1.72752 103,706 103,706 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand