As of: 06-Jun-2019
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 63,251 1.65000 1.76000 1.65000 1.72379 63,251 63,251 T/N 3,400 1.760 1.760 1.760 1.760 2,500 2,500 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 66,651 0.000 0.000 0.000 0.000 65,751 65,751 less than 1 month (not incl. of O/N,T/N,call)1/ 6,200 1.725 1.745 1.745 1.740 14,900 18,200 1 month 2/ 0.000 0.000 0.000 0.000 0.000 2,050 1,050 2 month 3/ 0.000 0.000 0.000 0.000 0.000 3,650 7,350 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 6,200 0.000 0.000 0.000 0.000 39,300 39,300 Grand Total 72,851 1.65000 1.76000 1.65000 1.72690 105,051 105,051 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand