As of: 21-Nov-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 48,192 1.40000 1.50500 1.40000 1.46013 48,192 48,192 T/N 3,000 1.510 1.510 1.510 1.510 0.000 0.000 Call 0.000 0.000 0.000 0.000 0.000 1,000 1,000.000 Total 51,192 0.000 0.000 0.000 0.000 49,192 49,192 less than 1 month (not incl. of O/N,T/N,call)1/ 10,300 1.480 1.520 1.495 1.498 44,560 63,450 1 month 2/ 300 1.560 1.560 1.560 1.560 4,800 800 2 month 3/ 0.000 0.000 0.000 0.000 0.000 9,290 5,335 3 month 4/ 0.000 0.000 0.000 0.000 0.000 11,600 2,100 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 10,600 0.000 0.000 0.000 0.000 71,685 71,685 Grand Total 61,792 1.40000 1.56000 1.40000 1.46931 120,877 120,877 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand