As of: 29-May-2019
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 43,895 1.65000 1.75500 1.65000 1.71724 43,895 43,895 T/N 2,100 1.750 1.755 1.755 1.754 3,600 3,600 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 45,995 0.000 0.000 0.000 0.000 47,495 47,495 less than 1 month (not incl. of O/N,T/N,call)1/ 5,000 1.740 1.750 1.740 1.748 13,520 24,220 1 month 2/ 0.000 0.000 0.000 0.000 0.000 1,000 600 2 month 3/ 0.000 0.000 0.000 0.000 0.000 4,350 5,450 3 month 4/ 0.000 0.000 0.000 0.000 0.000 14,500 4,700 6 month 5/ 0.000 0.000 0.000 0.000 0.000 9,900 8,300 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 5,000 0.000 0.000 0.000 0.000 43,270 43,270 Grand Total 50,995 1.65000 1.75500 1.65000 1.72171 90,765 90,765 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand