As of: 26-Sep-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 24,163 1.40000 1.50000 1.40000 1.45660 24,163 24,163 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 24,163 0.000 0.000 0.000 0.000 24,163 24,163 less than 1 month (not incl. of O/N,T/N,call)1/ 7,035 1.480 1.520 1.510 1.499 20,905 27,045 1 month 2/ 0.000 0.000 0.000 0.000 0.000 2,500 4,965 2 month 3/ 0.000 0.000 0.000 0.000 0.000 5,250 9,300 3 month 4/ 0.000 0.000 0.000 0.000 0.000 10,755 2,035 6 month 5/ 0.000 0.000 0.000 0.000 0.000 3,935 0.000 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 7,035 0.000 0.000 0.000 0.000 43,345 43,345 Grand Total 31,198 1.40000 1.52000 1.40000 1.46614 67,508 67,508 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand