As of: 19-Oct-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 41,237 1.40000 1.50000 1.48000 1.46508 41,237 41,237 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 41,237 0.000 0.000 0.000 0.000 41,237 41,237 less than 1 month (not incl. of O/N,T/N,call)1/ 1,000 1.500 1.500 1.500 1.500 11,680 26,535 1 month 2/ 400 1.470 1.470 1.470 1.470 5,690 7,100 2 month 3/ 0.000 0.000 0.000 0.000 0.000 19,790 14,890 3 month 4/ 1,200 1.850 1.850 1.850 1.850 13,765 5,335 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 2,600 0.000 0.000 0.000 0.000 53,860 53,860 Grand Total 43,837 1.40000 1.85000 1.48000 1.47646 95,097 95,097 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand