As of: 10-Jun-2019
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 35,583 1.65000 1.75500 1.65000 1.71925 35,583 35,583 T/N 3,500 1.760 1.760 1.760 1.760 4,000 4,000 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 39,083 0.000 0.000 0.000 0.000 39,583 39,583 less than 1 month (not incl. of O/N,T/N,call)1/ 800 1.745 1.745 1.745 1.745 23,050 26,850 1 month 2/ 0.000 0.000 0.000 0.000 0.000 2,050 700 2 month 3/ 0.000 0.000 0.000 0.000 0.000 7,170 10,720 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 800 0.000 0.000 0.000 0.000 50,970 50,970 Grand Total 39,883 1.65000 1.76000 1.65000 1.72334 90,553 90,553 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand