As of: 11-Oct-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 42,027 1.40000 1.50000 1.40000 1.47077 42,027 42,027 T/N 1,000 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 43,027 0.000 0.000 0.000 0.000 42,027 42,027 less than 1 month (not incl. of O/N,T/N,call)1/ 4,000 1.495 1.500 1.500 1.499 12,310 21,615 1 month 2/ 0.000 0.000 0.000 0.000 0.000 3,890 9,800 2 month 3/ 0.000 0.000 0.000 0.000 0.000 20,240 16,390 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 4,000 0.000 0.000 0.000 0.000 49,140 49,140 Grand Total 47,027 1.40000 1.50000 1.40000 1.47355 91,167 91,167 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand