As of: 14-May-2019
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 65,131 1.65000 1.76000 1.65000 1.72108 65,131 65,131 T/N 2,000 1.750 1.750 1.750 1.750 1,000 1,000.000 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 67,131 0.000 0.000 0.000 0.000 66,131 66,131 less than 1 month (not incl. of O/N,T/N,call)1/ 2,540 1.720 1.770 1.720 1.744 19,920 35,620 1 month 2/ 0.000 0.000 0.000 0.000 0.000 0.000 1,700 2 month 3/ 650 1.830 1.840 1.840 1.838 3,350 1,250 3 month 4/ 500 1.900 1.900 1.900 1.900 18,300 3,600 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 3,690 0.000 0.000 0.000 0.000 42,170 42,170 Grand Total 70,821 1.65000 1.90000 1.65000 1.72504 108,301 108,301 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand