As of: 22-May-2019
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 59,503 1.65000 1.76000 1.65000 1.72095 59,503 59,503 T/N 4,100 1.750 1.755 1.750 1.751 3,500 3,500.000 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 63,603 0.000 0.000 0.000 0.000 63,003 63,003 less than 1 month (not incl. of O/N,T/N,call)1/ 6,620 1.720 1.750 1.750 1.741 14,430 29,730 1 month 2/ 0.000 0.000 0.000 0.000 0.000 1,000 1,000 2 month 3/ 0.000 0.000 0.000 0.000 0.000 3,850 2,250 3 month 4/ 600.000 1.900 1.900 1.900 1.900 18,300 5,200 6 month 5/ 1,000 1.900 1.900 1.900 1.900 1,600 1,000.0000 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 8,220 0.000 0.000 0.000 0.000 39,180 39,180 Grand Total 71,823 1.65000 1.90000 1.65000 1.72852 102,183 102,183 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand