As of: 07-Jun-2019
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 59,359 1.65000 1.76000 1.75000 1.73118 59,359 59,359 T/N 4,000 1.760 1.760 1.760 1.760 3,400 3,400 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 63,359 0.000 0.000 0.000 0.000 62,759 62,759 less than 1 month (not incl. of O/N,T/N,call)1/ 11,900 1.730 1.790 1.770 1.762 25,800 29,100 1 month 2/ 0.000 0.000 0.000 0.000 0.000 2,050 1,050 2 month 3/ 3,520 1.820 1.830 1.820 1.821 7,170 10,870 3 month 4/ 0.000 0.000 0.000 0.000 0.000 8,800 12,700 6 month 5/ 0.000 0.000 0.000 0.000 0.000 9,900 0.0000 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 15,420 0.000 0.000 0.000 0.000 53,720 53,720 Grand Total 78,779 1.65000 1.83000 1.75000 1.74124 116,479 116,479 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand