As of: 20-Sep-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 42,834 1.40000 1.50500 1.40000 1.45933 42,834 42,834 T/N 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 42,834 0.000 0.000 0.000 0.000 42,834 42,834 less than 1 month (not incl. of O/N,T/N,call)1/ 6,690 1.470 1.500 1.480 1.481 13,085 21,325 1 month 2/ 0.000 0.000 0.000 0.000 0.000 2,500 300 2 month 3/ 1,100 1.554 1.554 1.554 1.554 6,650 9,265 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 7,790 0.000 0.000 0.000 0.000 36,925 36,925 Grand Total 50,624 1.40000 1.55394 1.40000 1.46427 79,759 79,759 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand