As of: 24-Oct-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 36,565 1.40000 1.50000 1.48000 1.47050 36,565 36,565 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 36,565 0.000 0.000 0.000 0.000 36,565 36,565 less than 1 month (not incl. of O/N,T/N,call)1/ 3,300 1.490 1.530 1.500 1.500 12,440 32,895 1 month 2/ 0.000 0.000 0.000 0.000 0.000 5,690 7,500 2 month 3/ 0.000 0.000 0.000 0.000 0.000 19,790 9,825 3 month 4/ 0.000 0.000 0.000 0.000 0.000 13,765 4,400 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 3,300 0.000 0.000 0.000 0.000 54,620 54,620 Grand Total 39,865 1.40000 1.53000 1.48000 1.47294 91,185 91,185 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand