As of: 04-Apr-2019
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 57,225 1.65000 1.75000 1.65000 1.72066 57,225 57,225 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 57,225 0.000 0.000 0.000 0.000 57,225 57,225 less than 1 month (not incl. of O/N,T/N,call)1/ 4,100 1.730 1.750 1.748 1.742 18,800 20,630 1 month 2/ 0.000 0.000 0.000 0.000 0.000 2,890 11,600 2 month 3/ 0.000 0.000 0.000 0.000 0.000 12,340 17,700 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 4,100 0.000 0.000 0.000 0.000 51,730 51,730 Grand Total 61,325 1.65000 1.75000 1.65000 1.72207 108,955 108,955 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand