As of: 20-Feb-2019
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 55,501 1.65000 1.76000 1.65000 1.71150 55,501 55,501 T/N 1,000 1.750 1.750 1.750 1.750 3,000 3,000 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 56,501 0.000 0.000 0.000 0.000 58,501 58,501 less than 1 month (not incl. of O/N,T/N,call)1/ 3,700 1.735 1.750 1.750 1.746 15,580 31,470 1 month 2/ 0.000 0.000 0.000 0.000 0.000 7,090 8,600.000 2 month 3/ 0.000 0.000 0.000 0.000 0.000 7,440 2,040 3 month 4/ 0.000 0.000 0.000 0.000 0.000 15,100 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 3,700 0.000 0.000 0.000 0.000 46,110 46,110 Grand Total 60,201 1.65000 1.76000 1.65000 1.71428 104,611 104,611 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand