As of: 02-Apr-2019
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 52,334 1.65000 1.75000 1.65000 1.71300 52,334 52,334 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 52,334 0.000 0.000 0.000 0.000 52,334 52,334 less than 1 month (not incl. of O/N,T/N,call)1/ 4,170 1.740 1.780 1.780 1.762 14,260 16,090 1 month 2/ 0.000 0.000 0.000 0.000 0.000 2,890 10,700 2 month 3/ 1,000 1.750 1.770 n.a. 1.760 12,340 18,600 3 month 4/ 0.000 0.000 0.000 0.000 0.000 16,200 1,800 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 5,170 0.000 0.000 0.000 0.000 47,190 47,190 Grand Total 57,504 1.65000 1.78000 1.65000 1.71740 99,524 99,524 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand