As of: 07-Mar-2019
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 31,782 1.65000 1.75000 1.75000 1.71823 31,782 31,782 T/N 0.000 0.000 0.000 0.000 0.000 3,200 3,200.000 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 31,782 0.000 0.000 0.000 0.000 34,982 34,982 less than 1 month (not incl. of O/N,T/N,call)1/ 4,280 1.740 1.750 1.750 1.744 22,290 32,390 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 4,280 0.000 0.000 0.000 0.000 52,530 52,530 Grand Total 36,062 1.65000 1.75000 1.75000 1.72133 87,512 87,512 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand