As of: 13-May-2019
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 59,700 1.65000 1.75500 1.65000 1.72571 59,700 59,700 T/N 1,000 1.750 1.750 1.750 1.750 0.000 0.000 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 60,700 0.000 0.000 0.000 0.000 59,700 59,700 less than 1 month (not incl. of O/N,T/N,call)1/ 9,800 1.720 1.780 n.a. 1.744 18,380 36,080 1 month 2/ 0.000 0.000 0.000 0.000 0.000 0.000 1,700 2 month 3/ 0.000 0.000 0.000 0.000 0.000 4,700 600 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 9,800 0.000 0.000 0.000 0.000 41,480 41,480 Grand Total 70,500 1.65000 1.78000 1.65000 1.72858 101,180 101,180 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand