As of: 12-Nov-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 43,493 1.40000 1.50500 1.48000 1.46594 43,493 43,493 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 43,493 0.000 0.000 0.000 0.000 43,493 43,493 less than 1 month (not incl. of O/N,T/N,call)1/ 8,500 1.480 1.520 1.490 1.497 39,520 62,510 1 month 2/ 0.000 0.000 0.000 0.000 0.000 5,800 3,000 2 month 3/ 0.000 0.000 0.000 0.000 0.000 13,790 3,335 3 month 4/ 0.000 0.000 0.000 0.000 0.000 11,700 3,400 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 8,500 0.000 0.000 0.000 0.000 72,245 72,245 Grand Total 51,993 1.40000 1.52000 1.48000 1.47108 115,738 115,738 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand