As of: 28-Sep-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 17,820 1.40000 1.51000 1.40000 1.45393 17,820 17,820 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 17,820 0.000 0.000 0.000 0.000 17,820 17,820 less than 1 month (not incl. of O/N,T/N,call)1/ 5,100 1.490 1.510 1.510 1.505 20,595 24,835 1 month 2/ 3,890 1.470 1.495 1.480 1.481 6,390 8,855 2 month 3/ 3,000 1.550 1.550 1.550 1.550 17,250 21,300 3 month 4/ 500 1.670 1.670 1.670 1.670 10,355 2,535 6 month 5/ 0.000 0.000 0.000 0.000 0.000 2,935 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 12,490 0.000 0.000 0.000 0.000 57,525 57,525 Grand Total 30,310 1.40000 1.67000 1.40000 1.47909 75,345 75,345 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand