As of: 20-Mar-2019
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 59,237 1.65000 1.75500 1.75000 1.73392 59,237 59,237 T/N 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 59,237 0.000 0.000 0.000 0.000 59,237 59,237 less than 1 month (not incl. of O/N,T/N,call)1/ 7,220 1.730 1.760 1.745 1.742 7,220 13,020 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 14,900 3 month 4/ 0.000 0.000 0.000 0.000 0.000 14,100 6,200 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 7,220 0.000 0.000 0.000 0.000 35,660 35,660 Grand Total 66,457 1.65000 1.76000 1.75000 1.73485 94,897 94,897 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand