As of: 05-Jun-2019
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 55,331 1.65000 1.75500 1.75000 1.72831 55,331 55,331 T/N 2,500 1.750 1.760 1.750 1.752 4,200 4,200 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 57,831 0.000 0.000 0.000 0.000 59,531 59,531 less than 1 month (not incl. of O/N,T/N,call)1/ 1,420 1.748 1.750 1.748 1.749 14,900 18,200 1 month 2/ 0 0.000 0.000 0.000 0.000 2,050 1,050 2 month 3/ 0 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 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 1,420 0.000 0.000 0.000 0.000 39,300 39,300 Grand Total 59,251 1.65000 1.76000 1.75000 1.72980 98,831 98,831 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand