As of: 05-Sep-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 29,217 1.40000 1.50500 1.40000 1.45498 29,217 29,217 T/N 600 1.48000 1.48500 1.48500 1.48417 700 700 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 29,817 0.000 0.000 0.000 0.000 29,917 29,917 less than 1 month (not incl. of O/N,T/N,call)1/ 1,500 1.49500 1.51000 1.51000 1.50267 20,895 31,995 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/ 0 0.000 0.000 0.000 0.000 10,755 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 1,500 0.000 0.000 0.000 0.000 49,035 49,035 Grand Total 31,317 1.40000 1.51000 1.40000 1.45782 78,952 78,952 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand