As of: 15-May-2019
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 72,479 1.65000 1.76000 1.65000 1.72690 72,479 72,479 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 74,479 0.000 0.000 0.000 0.000 74,479 74,479 less than 1 month (not incl. of O/N,T/N,call)1/ 4,400 1.745 1.750 1.750 1.750 21,420 36,620 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 2,850 1,250 3 month 4/ 1,000 1.885 1.885 1.885 1.885 19,300 4,600 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 5,400 0.000 0.000 0.000 0.000 44,170 44,170 Grand Total 79,879 1.65000 1.88500 1.75000 1.73070 118,649 118,649 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand