As of: 13-Sep-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 44,664 1.40000 1.50500 1.40000 1.47457 44,664 44,664 T/N 0.000 0.000 0.000 0.000 0.000 3,700 3,700.000 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 44,664 0.000 0.000 0.000 0.000 48,364 48,364 less than 1 month (not incl. of O/N,T/N,call)1/ 1,700 1.495 1.510 1.495 1.497 17,460 28,050 1 month 2/ 0.000 0.000 0.000 0.000 0.000 3,300 750 2 month 3/ 1,000 1.750 1.750 1.750 1.750 7,150 7,765 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 2,700 0.000 0.000 0.000 0.000 42,600 42,600 Grand Total 47,364 1.40000 1.75000 1.40000 1.48118 90,964 90,964 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand