As of: 22-Feb-2019
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 43,538 1.65000 1.75500 1.65000 1.71308 43,538 43,538 T/N 300 1.750 1.750 1.750 1.750 0.000 0.000 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 43,838 0.000 0.000 0.000 0.000 43,538 43,538 less than 1 month (not incl. of O/N,T/N,call)1/ 1,160 1.745 1.745 1.745 1.745 14,960 30,850 1 month 2/ 0.000 0.000 0.000 0.000 0.000 7,090 9,500.000 2 month 3/ 0.000 0.000 0.000 0.000 0.000 7,440 1,140 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 1,160 0.000 0.000 0.000 0.000 45,490 45,490 Grand Total 44,998 1.65000 1.75500 1.65000 1.71415 89,028 89,028 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand