As of: 05-Nov-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 51,081 1.40000 1.51000 1.40000 1.45971 51,081 51,081 T/N 0.000 0.000 0.000 0.000 0.000 3,000 3,000.000 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 51,081 0.000 0.000 0.000 0.000 54,081 54,081 less than 1 month (not incl. of O/N,T/N,call)1/ 8,500 1.520 1.530 1.530 1.526 25,520 47,120 1 month 2/ 0.000 0.000 0.000 0.000 0.000 5,800 8,390 2 month 3/ 0.000 0.000 0.000 0.000 0.000 19,290 3,335 3 month 4/ 0.000 0.000 0.000 0.000 0.000 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 8,500 0.000 0.000 0.000 0.000 64,245 64,245 Grand Total 59,581 1.40000 1.53000 1.40000 1.46919 118,326 118,326 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand