As of: 26-Feb-2019
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 52,102 1.65000 1.75000 1.65000 1.71609 52,102 52,102 T/N 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 52,102 0.000 0.000 0.000 0.000 52,102 52,102 less than 1 month (not incl. of O/N,T/N,call)1/ 3,800 1.730 1.750 1.730 1.734 20,980 38,870 1 month 2/ 1,000 1.800 1.800 1.800 1.800 8,090 4,300.000 2 month 3/ 0.000 0.000 0.000 0.000 0.000 5,240 2,640 3 month 4/ 3,000 1.870 1.880 1.875 1.876 16,100 5,500 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 7,800 0.000 0.000 0.000 0.000 51,310 51,310 Grand Total 59,902 1.65000 1.88000 1.65000 1.72665 103,412 103,412 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand