As of: 10-Oct-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 42,368 1.40000 1.50000 1.40000 1.46961 42,368 42,368 T/N 0 0.000 0.000 0.000 0.000 1,000.000 1,000.000 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 42,368 0.000 0.000 0.000 0.000 43,368 43,368 less than 1 month (not incl. of O/N,T/N,call)1/ 1,800 1.490 1.520 n.a. 1.505 14,060 23,365 1 month 2/ 0.000 0.000 0.000 0.000 0.000 3,890 9,300 2 month 3/ 0 0.000 0.000 0.000 0.000 20,240 16,890 3 month 4/ 0.000 0.000 0.000 0.000 0.000 9,765 1,335 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 1,800 0.000 0.000 0.000 0.000 50,890 50,890 Grand Total 44,168 1.40000 1.52000 1.40000 1.47105 94,258 94,258 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand