As of: 31-Oct-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 39,877 1.40000 1.51000 1.50000 1.48231 39,877 39,877 T/N 0.000 0.000 0.000 0.000 0.000 1,000 1,000.000 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 39,877 0.000 0.000 0.000 0.000 40,877 40,877 less than 1 month (not incl. of O/N,T/N,call)1/ 5,740 1.460 1.520 1.520 1.493 9,740 22,840 1 month 2/ 0.000 0.000 0.000 0.000 0.000 5,800 15,290 2 month 3/ 0.000 0.000 0.000 0.000 0.000 19,290 4,935 3 month 4/ 1,400 1.612 1.612 1.612 1.612 11,700 5,400 6 month 5/ 0.000 0.000 0.000 0.000 0.000 1,935 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 7,140 0.000 0.000 0.000 0.000 48,465 48,465 Grand Total 47,017 1.40000 1.61198 1.50000 1.48745 89,342 89,342 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand