As of: 28-Feb-2019
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 47,805 1.65000 1.76000 1.75000 1.73476 47,805 47,805 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 47,805 0.000 0.000 0.000 0.000 47,805 47,805 less than 1 month (not incl. of O/N,T/N,call)1/ 4,430 1.710 1.745 1.745 1.734 13,830 24,530 1 month 2/ 0.000 0.000 0.000 0.000 0.000 3,000 4,300.000 2 month 3/ 3,500 1.835 1.835 1.835 1.835 10,740 9,640 3 month 4/ 2,400 1.885 1.900 1.885 1.889 18,900 8,900 6 month 5/ 600 1.930 1.930 1.930 1.930 1,500 600.000 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 10,930 0.000 0.000 0.000 0.000 47,970 47,970 Grand Total 58,735 1.65000 1.93000 1.75000 1.74896 95,775 95,775 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand