As of: 06-Mar-2019
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 44,051 1.65000 1.75000 1.65000 1.72160 44,051 44,051 T/N 3,200 1.750 1.755 1.755 1.753 0.000 0.000 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 47,251 0.000 0.000 0.000 0.000 44,051 44,051 less than 1 month (not incl. of O/N,T/N,call)1/ 1,620 1.740 1.745 1.745 1.743 18,690 28,790 1 month 2/ 0.000 0.000 0.000 0.000 0.000 1,600 1,200.000 2 month 3/ 0.000 0.000 0.000 0.000 0.000 8,740 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 1,620 0.000 0.000 0.000 0.000 48,930 48,930 Grand Total 48,871 1.65000 1.75500 1.65000 1.72435 92,981 92,981 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand