As of: 24-Sep-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 38,352 1.40000 1.50500 1.40000 1.45978 38,352 38,352 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 38,352 0.000 0.000 0.000 0.000 38,352 38,352 less than 1 month (not incl. of O/N,T/N,call)1/ 2,720 1.490 1.520 1.495 1.500 15,605 24,145 1 month 2/ 0.000 0.000 0.000 0.000 0.000 2,500 1,800 2 month 3/ 1,000 1.554 1.554 1.554 1.554 7,650 8,465 3 month 4/ 0.000 0.000 0.000 0.000 0.000 10,755 6,035 6 month 5/ 0.000 0.000 0.000 0.000 0.000 3,935 0 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 3,720 0.000 0.000 0.000 0.000 40,445 40,445 Grand Total 42,072 1.40000 1.55446 1.40000 1.46464 78,797 78,797 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand