As of: 14-Mar-2019
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 54,328 1.65000 1.75500 1.65000 1.71181 54,328 54,328 T/N 940 1.746 1.746 1.746 1.746 1,500 1,500 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 55,268 0.000 0.000 0.000 0.000 55,828 55,828 less than 1 month (not incl. of O/N,T/N,call)1/ 2,600 1.745 1.750 1.750 1.749 20,600 31,900 1 month 2/ 0.000 0.000 0.000 0.000 0.000 1,600 440.000 2 month 3/ 2,500 1.830 2.000 n.a. 1.900 11,240 12,400 3 month 4/ 1,200 2.050 2.050 2.050 2.050 19,600 9,200 6 month 5/ 0.000 0.000 0.000 0.000 0.000 1,500 600 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 6,300 0.000 0.000 0.000 0.000 54,540 54,540 Grand Total 61,568 1.65000 2.05000 1.75000 1.72814 110,368 110,368 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand