As of: 08-Mar-2019
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 37,342 1.65000 1.75500 1.65000 1.71839 37,342 37,342 T/N 2,000 1.760 1.760 1.760 1.760 0.000 0.000 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 39,342 0.000 0.000 0.000 0.000 37,342 37,342 less than 1 month (not incl. of O/N,T/N,call)1/ 5,130 1.740 1.763 1.763 1.758 22,400 32,500 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 5,130 0.000 0.000 0.000 0.000 52,640 52,640 Grand Total 44,472 1.65000 1.76300 1.65000 1.72484 89,982 89,982 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand