As of: 27-May-2019
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 47,715 1.65000 1.75000 1.65000 1.70710 47,715 47,715 T/N 3,600 1.750 1.750 1.750 1.750 3,600 3,600 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 51,315 0.000 0.000 0.000 0.000 51,315 51,315 less than 1 month (not incl. of O/N,T/N,call)1/ 2,200 1.730 1.770 1.770 1.763 17,740 30,840 1 month 2/ 0.000 0.000 0.000 0.000 0.000 1,000 600 2 month 3/ 700 1.850 1.850 1.850 1.850 4,350 5,450 3 month 4/ 0.000 0.000 0.000 0.000 0.000 15,300 3,100 6 month 5/ 2,800 1.900 1.900 1.900 1.900 4,400 2,800 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 5,700 0.000 0.000 0.000 0.000 42,790 42,790 Grand Total 57,015 1.65000 1.90000 1.65000 1.72319 94,105 94,105 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand