As of: 27-Feb-2019
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 54,918 1.65000 1.75000 1.65000 1.71452 54,918 54,918 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 54,918 0.000 0.000 0.000 0.000 54,918 54,918 less than 1 month (not incl. of O/N,T/N,call)1/ 3,900 1.730 1.750 1.730 1.736 22,980 34,280 1 month 2/ 0.000 0.000 0.000 0.000 0.000 3,000 4,300.000 2 month 3/ 3,500 1.830 1.835 1.835 1.834 7,240 6,140 3 month 4/ 1,000 1.900 1.900 1.900 1.900 17,100 6,500 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 8,400 0.000 0.000 0.000 0.000 51,220 51,220 Grand Total 63,318 1.65000 1.90000 1.65000 1.72533 106,138 106,138 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand