As of: 31-May-2019
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 34,001 1.65000 1.76000 1.75000 1.73574 34,001 34,001 T/N 5,000 1.750 1.760 1.750 1.754 2,000 2,000 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 39,001 0.000 0.000 0.000 0.000 36,001 36,001 less than 1 month (not incl. of O/N,T/N,call)1/ 2,200 1.730 1.745 1.745 1.739 15,480 25,680 1 month 2/ 1,050 1.740 1.770 1.740 1.754 2,050 1,650 2 month 3/ 300 1.830 1.830 1.830 1.830 4,150 5,750 3 month 4/ 0.000 0.000 0.000 0.000 0.000 14,800 10,500 6 month 5/ 0.000 0.000 0.000 0.000 0.000 9,900 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 3,550 0.000 0.000 0.000 0.000 46,380 46,380 Grand Total 42,551 1.65000 1.83000 1.75000 1.73917 82,381 82,381 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand