As of: 19-Nov-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 44,147 1.40000 1.50500 1.40000 1.47281 44,147 44,147 T/N 150 1.500 1.500 1.500 1.500 0.000 0.000 Call 0.000 0.000 0.000 0.000 0.000 1,000 1,000.000 Total 44,297 0.000 0.000 0.000 0.000 45,147 45,147 less than 1 month (not incl. of O/N,T/N,call)1/ 3,500 1.495 1.530 1.530 1.515 39,170 59,160 1 month 2/ 0.000 0.000 0.000 0.000 0.000 4,500 500 2 month 3/ 0.000 0.000 0.000 0.000 0.000 10,390 5,335 3 month 4/ 0.000 0.000 0.000 0.000 0.000 10,900 1,400 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 3,500 0.000 0.000 0.000 0.000 66,395 66,395 Grand Total 47,797 1.40000 1.53000 1.40000 1.47598 111,542 111,542 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand