As of: 09-May-2019
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 72,256 1.65000 1.75500 1.75000 1.73102 72,256 72,256 T/N 2,000 1.750 1.755 n.a. 1.753 1,800 1,800.000 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 74,256 0.000 0.000 0.000 0.000 74,056 74,056 less than 1 month (not incl. of O/N,T/N,call)1/ 1,300 1.740 1.750 1.750 1.748 11,080 21,280 1 month 2/ 0.000 0.000 0.000 0.000 0.000 0.000 8,000 2 month 3/ 0.000 0.000 0.000 0.000 0.000 4,700 1,800 3 month 4/ 0.000 0.000 0.000 0.000 0.000 17,800 3,100 6 month 5/ 0.000 0.000 0.000 0.000 0.000 600 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 1,300 0.000 0.000 0.000 0.000 34,180 34,180 Grand Total 75,556 1.65000 1.75500 1.75000 1.73188 108,236 108,236 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand