As of: 27-Sep-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 43,007 1.40000 1.51000 1.50000 1.47060 43,007 43,007 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 43,007 0.000 0.000 0.000 0.000 43,007 43,007 less than 1 month (not incl. of O/N,T/N,call)1/ 7,360 1.480 1.520 1.520 1.503 22,255 28,395 1 month 2/ 0.000 0.000 0.000 0.000 0.000 2,500 4,965 2 month 3/ 9,000 1.540 1.750 1.540 1.612 14,250 18,300 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 16,360 0.000 0.000 0.000 0.000 53,695 53,695 Grand Total 59,367 1.40000 1.75000 1.50000 1.49609 96,702 96,702 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand