As of: 18-Mar-2019
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 60,543 1.65000 1.75000 1.65000 1.71450 60,543 60,543 T/N 1,700 1.740 1.755 1.755 1.753 1,500 1,500 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 62,243 0.000 0.000 0.000 0.000 62,043 62,043 less than 1 month (not incl. of O/N,T/N,call)1/ 2,180 1.740 1.750 1.750 1.746 14,300 25,600 1 month 2/ 0.000 0.000 0.000 0.000 0.000 1,600 940.000 2 month 3/ 0.000 0.000 0.000 0.000 0.000 11,240 13,500 3 month 4/ 0.000 0.000 0.000 0.000 0.000 19,600 7,600 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 2,180 0.000 0.000 0.000 0.000 48,240 48,240 Grand Total 64,423 1.65000 1.75500 1.65000 1.71658 110,283 110,283 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand