As of: 12-Sep-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 31,789 1.40000 1.50000 1.40000 1.47258 31,789 31,789 T/N 3,700.000 1.490 1.490 1.490 1.490 0.000 0.000 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 35,489 0.000 0.000 0.000 0.000 31,789 31,789 less than 1 month (not incl. of O/N,T/N,call)1/ 900.000 1.495 1.500 1.500 1.498 18,960 29,550 1 month 2/ 0.000 0.000 0.000 0.000 0.000 3,300 750 2 month 3/ 0.000 0.000 0.000 0.000 0.000 6,150 6,765 3 month 4/ 0.000 0.000 0.000 0.000 0.000 10,755 5,600 6 month 5/ 0.000 0.000 0.000 0.000 0.000 3,935 435 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 900.000 0.000 0.000 0.000 0.000 43,100 43,100 Grand Total 36,389 1.40000 1.50000 1.40000 1.47498 74,889 74,889 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand