As of: 06-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 O/N 43,732 1.40000 1.50000 1.40000 1.45748 43,732 43,732 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 43,732 0.000 0.000 0.000 0.000 43,732 43,732 less than 1 month (not incl. of O/N,T/N,call)1/ 3,700 1.510 1.525 1.525 1.518 28,220 52,320 1 month 2/ 0.000 0.000 0.000 0.000 0.000 5,800 5,890 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 3,700 0.000 0.000 0.000 0.000 66,945 66,945 Grand Total 47,432 1.40000 1.52500 1.40000 1.46221 110,677 110,677 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand