As of: 02-Aug-2019
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)O/N 44,438 1.65000 1.75500 1.65000 1.71367 44,438 44,438 T/N 2,500 1.760 1.760 1.760 1.760 2,000 2,000.000 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 46,938 0.000 0.000 0.000 0.000 46,438 46,438 less than 1 month (not incl. of O/N,T/N,call)1/ 1,020 1.730 1.745 1.745 1.739 21,340 30,540 1 month 2/ 0.000 0.000 0.000 0.000 0.000 3,200 10,500 2 month 3/ 0.000 0.000 0.000 0.000 0.000 5,750 5,350 3 month 4/ 400 1.890 1.890 1.890 1.890 10,400 3,600 6 month 5/ 0.000 0.000 0.000 0.000 0.000 9,300 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 1,420 0.000 0.000 0.000 0.000 49,990 49,990 Grand Total 48,358 1.65000 1.89000 1.65000 1.71806 96,428 96,428 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand