As of: 03-Sep-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 30,475 1.40000 1.50000 1.40000 1.45667 30,475 30,475 T/N 3,000 1.49000 1.49000 1.49000 1.49000 1,500 1,500 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 33,475 0.000 0.000 0.000 0.000 31,975 31,975 less than 1 month (not incl. of O/N,T/N,call)1/ 11,970 1.46000 1.50000 1.48000 1.48831 19,445 34,545 1 month 2/ 0.000 0.000 0.000 0.000 0.000 5,300 5,690 2 month 3/ 500.0 1.580 1.580 1.580 1.580 9,150 5,915 3 month 4/ 0.000 0.000 0.000 0.000 0.000 14,055 6,300 6 month 5/ 0.000 0.000 0.000 0.000 0.000 4,935 435 9 month 6/ 0.000 0.000 0.000 0.000 0.000 0.0000 0.0000 12 month 7/ 0.000 0.000 0.000 0.000 0.000 0.0000 0.0000 Total Term Transactions 12,470 0.000 0.000 0.000 0.000 52,885 52,885 Grand Total 45,945 1.40000 1.58000 1.40000 1.46843 84,860 84,860 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand