As of: 14-Nov-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 44,625 1.40000 1.51000 1.48000 1.47028 44,625 44,625 T/N 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Call 1,000 1.480 1.480 1.480 1.480 1,000 1,000.000 Total 45,625 0.000 0.000 0.000 0.000 45,625 45,625 less than 1 month (not incl. of O/N,T/N,call)1/ 31,130 1.480 1.540 1.500 1.512 33,630 52,520 1 month 2/ 0.000 0.000 0.000 0.000 0.000 4,000 2,000 2 month 3/ 0.000 0.000 0.000 0.000 0.000 10,790 4,135 3 month 4/ 0.000 0.000 0.000 0.000 0.000 11,400 2,600 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 31,130 0.000 0.000 0.000 0.000 61,255 61,255 Grand Total 76,755 1.40000 1.54000 1.48000 1.48715 106,880 106,880 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand