As of: 30-May-2019
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 54,948 1.65000 1.75500 1.65000 1.71611 54,948 54,948 T/N 2,000 1.755 1.755 1.755 1.755 2,100 2,100 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 56,948 0.000 0.000 0.000 0.000 57,048 57,048 less than 1 month (not incl. of O/N,T/N,call)1/ 4,780 1.730 1.760 1.735 1.744 17,610 28,310 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/ 300 1.860 1.860 1.860 1.860 14,800 5,000 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 5,080 0.000 0.000 0.000 0.000 47,660 47,660 Grand Total 62,028 1.65000 1.86000 1.65000 1.72020 104,708 104,708 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand