As of: 11-Jun-2019
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 33,267 1.65000 1.76000 1.65000 1.72061 33,267 33,267 T/N 4,400 1.760 1.760 1.760 1.760 3,500 3,500 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 37,667 0.000 0.000 0.000 0.000 36,767 36,767 less than 1 month (not incl. of O/N,T/N,call)1/ 1,300 1.750 1.773 1.750 1.755 21,850 26,200 1 month 2/ 0.000 0.000 0.000 0.000 0.000 2,050 150 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 1,300 0.000 0.000 0.000 0.000 49,770 49,770 Grand Total 38,967 1.65000 1.77300 1.65000 1.72622 86,537 86,537 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand