As of: 16-Oct-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 39,805 1.40000 1.60000 1.40000 1.46764 39,805 39,805 T/N 0.000 0.000 0.000 0.000 0.000 0 0.000 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 39,805 0.000 0.000 0.000 0.000 39,805 39,805 less than 1 month (not incl. of O/N,T/N,call)1/ 5,400.000 1.470 1.500 1.480 1.483 10,630 24,485 1 month 2/ 0.000 0.000 0.000 0.000 0.000 3,890 6,300 2 month 3/ 0.000 0.000 0.000 0.000 0.000 19,790 14,890 3 month 4/ 400 1.730 1.730 1.730 1.730 11,765 3,335 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 5,800 0.000 0.000 0.000 0.000 49,010 49,010 Grand Total 45,605 1.40000 1.73000 1.40000 1.47175 88,815 88,815 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand