As of: 06-Sep-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 32,894 1.40000 1.50000 1.40000 1.46073 32,894 32,894 T/N 4,000 1.49000 1.49000 1.49000 1.49000 600 600 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 36,894 0.000 0.000 0.000 0.000 33,494 33,494 less than 1 month (not incl. of O/N,T/N,call)1/ 3,300 1.49000 1.52500 1.52000 1.51545 23,360 34,460 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/ 0.000 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 3,300 0.000 0.000 0.000 0.000 51,500 51,500 Grand Total 40,194 1.40000 1.52500 1.40000 1.46814 84,994 84,994 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand