As of: 29-Apr-2019
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 72,039 1.65000 1.76000 1.75000 1.73000 72,039 72,039 T/N 2,000 1.750 1.750 1.750 1.750 2,000 2,000.000 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 74,039 0.000 0.000 0.000 0.000 74,039 74,039 less than 1 month (not incl. of O/N,T/N,call)1/ 3,300 1.735 1.770 1.770 1.753 11,660 26,360 1 month 2/ 0.000 0.000 0.000 0.000 0.000 2,200 10,100 2 month 3/ 0.000 0.000 0.000 0.000 0.000 10,200 5,300 3 month 4/ 0.000 0.000 0.000 0.000 0.000 16,200 0 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 3,300 0.000 0.000 0.000 0.000 41,760 41,760 Grand Total 77,339 1.65000 1.77000 1.75000 1.73150 115,799 115,799 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand