As of: 09-Nov-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 38,221 1.40000 1.50500 1.40000 1.46209 38,221 38,221 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 38,221 0.000 0.000 0.000 0.000 38,221 38,221 less than 1 month (not incl. of O/N,T/N,call)1/ 2,600 1.495 1.510 1.495 1.498 34,520 57,910 1 month 2/ 0.000 0.000 0.000 0.000 0.000 5,800 3,600 2 month 3/ 0.000 0.000 0.000 0.000 0.000 14,790 1,335 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 1,435 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 68,245 68,245 Grand Total 40,821 1.40000 1.51000 1.40000 1.46441 106,466 106,466 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand