As of: 29-Mar-2019
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 33,677 1.65000 1.76500 1.75000 1.73881 33,677 33,677 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 33,677 0.000 0.000 0.000 0.000 33,677 33,677 less than 1 month (not incl. of O/N,T/N,call)1/ 1,100 1.740 1.745 1.740 1.742 7,620 10,450 1 month 2/ 700 1.750 1.750 1.750 1.750 3,890 10,700 2 month 3/ 500 1.830 1.830 1.830 1.830 11,340 11,100 3 month 4/ 0.000 0.000 0.000 0.000 0.000 16,200 8,300 6 month 5/ 0.000 0.000 0.000 0.000 0.000 1,500 0.0000 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 2,300 0.000 0.000 0.000 0.000 40,550 40,550 Grand Total 35,977 1.65000 1.83000 1.75000 1.74040 74,227 74,227 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand