As of: 04-Sep-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 37,008 1.40000 1.50500 1.50000 1.47785 37,008 37,008 T/N 700 1.49600 1.49600 1.49600 1.49600 3,000 3,000 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 37,708 0.000 0.000 0.000 0.000 40,008 40,008 less than 1 month (not incl. of O/N,T/N,call)1/ 1,950 1.49000 1.52000 1.51000 1.50795 19,895 31,395 1 month 2/ 0.000 0.000 0.000 0.000 0.000 3,300 3,790 2 month 3/ 0.000 0.000 0.000 0.000 0.000 9,150 6,415 3 month 4/ 600 1.590 1.590 1.590 1.590 11,155 6,400 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 2,550 0.000 0.000 0.000 0.000 48,435 48,435 Grand Total 40,258 1.40000 1.59000 1.50000 1.48129 88,443 88,443 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand