As of: 4-Jun-2019
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 56,308 1.45000 1.76000 1.65000 1.70173 56,308 56,308 T/N 4,200 1.750 1.760 1.750 1.753 5,000 5,000 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 60,508 0.000 0.000 0.000 0.000 61,308 61,308 less than 1 month (not incl. of O/N,T/N,call)1/ 6,480 1.725 1.750 1.740 1.743 18,280 21,580 1 month 2/ 0 0.000 0.000 0.000 0.000 2,050 1,050 2 month 3/ 500 1.860 1.860 1.860 1.860 3,650 6,850 3 month 4/ 500.000 1.860 1.860 1.860 1.860 8,800 13,200 6 month 5/ 0.000 0.000 0.000 0.000 0.000 9,900 0 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 7,480 0.000 0.000 0.000 0.000 42,680 42,680 Grand Total 67,988 1.45000 1.86000 1.65000 1.71117 103,988 103,988 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand