As of: 14-Sep-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 35,576 1.40000 1.50500 1.40000 1.47371 35,576 35,576 T/N 3,000 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 38,576 0.000 0.000 0.000 0.000 35,576 35,576 less than 1 month (not incl. of O/N,T/N,call)1/ 1,600 1.495 1.500 1.495 1.497 19,060 27,150 1 month 2/ 0.000 0.000 0.000 0.000 0.000 2,500 450 2 month 3/ 0.000 0.000 0.000 0.000 0.000 5,150 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 0.000 0.0000 12 month 7/ 0.000 0.000 0.000 0.000 0.000 0.000 0.0000 Total Term Transactions 1,600 0.000 0.000 0.000 0.000 41,400 41,400 Grand Total 40,176 1.40000 1.50500 1.40000 1.47585 76,976 76,976 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand