As of: 15-Nov-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 45,098 1.40000 1.51000 1.48000 1.46993 45,098 45,098 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 1,000 1,000.000 Total 45,098 0.000 0.000 0.000 0.000 46,098 46,098 less than 1 month (not incl. of O/N,T/N,call)1/ 7,640 1.460 1.520 1.480 1.481 38,770 57,160 1 month 2/ 500 1.560 1.560 1.560 1.560 4,500 2,500 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 10,900 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 8,140 0.000 0.000 0.000 0.000 66,395 66,395 Grand Total 53,238 1.40000 1.56000 1.48000 1.47236 112,493 112,493 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand