As of: 04-Mar-2019
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 46,929 1.65000 1.75500 1.65000 1.72220 46,929 46,929 T/N 2,000 1.755 1.755 1.755 1.755 0.000 0.000 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 48,929 0.000 0.000 0.000 0.000 46,929 46,929 less than 1 month (not incl. of O/N,T/N,call)1/ 1,200 1.745 1.745 1.745 1.745 17,650 31,150 1 month 2/ 0.000 0.000 0.000 0.000 0.000 3,600 1,800.000 2 month 3/ 0.000 0.000 0.000 0.000 0.000 10,740 10,340 3 month 4/ 0.000 0.000 0.000 0.000 0.000 18,400 8,000 6 month 5/ 0.000 0.000 0.000 0.000 0.000 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 1,200 0.000 0.000 0.000 0.000 51,890 51,890 Grand Total 50,129 1.65000 1.75500 1.65000 1.72405 98,819 98,819 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand