As of: 01-Oct-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 30,029 1.40000 1.50000 1.40000 1.45446 30,029 30,029 T/N 400 1.490 1.490 1.490 1.490 0.000 0.000 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 30,429 0.000 0.000 0.000 0.000 30,029 30,029 less than 1 month (not incl. of O/N,T/N,call)1/ 6,580 1.470 1.505 1.490 1.485 23,275 27,515 1 month 2/ 0.000 0.000 0.000 0.000 0.000 6,390 8,855 2 month 3/ 1,000 1.750 1.750 1.750 1.750 18,250 22,300 3 month 4/ 400 1.620 1.620 1.620 1.620 10,755 2,935 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 7,980 0.000 0.000 0.000 0.000 61,605 61,605 Grand Total 38,409 1.40000 1.75000 1.40000 1.46949 91,634 91,634 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand