As of: 18-Feb-2019
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 52,114 1.65000 1.76000 1.65000 1.72754 52,114 52,114 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 55,114 0.000 0.000 0.000 0.000 55,114 55,114 less than 1 month (not incl. of O/N,T/N,call)1/ 2,200 1.735 1.750 1.750 1.745 17,830 35,420 1 month 2/ 0.000 0.000 0.000 0.000 0.000 7,090 7,000.000 2 month 3/ 940 1.830 1.860 1.860 1.848 7,440 3,640 3 month 4/ 1,600 1.900 1.900 1.900 1.900 16,800 4,000 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 4,740 0.000 0.000 0.000 0.000 50,060 50,060 Grand Total 59,854 1.65000 1.90000 1.75000 1.73631 105,174 105,174 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand