As of: 22-Nov-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 35,954 1.40000 1.50000 1.40000 1.46311 35,954 35,954 T/N 0.000 0.000 0.000 0.000 0.000 3,000 3,000.000 Call 0.000 0.000 0.000 0.000 0.000 1,000 1,000.000 Total 35,954 0.000 0.000 0.000 0.000 39,954 39,954 less than 1 month (not incl. of O/N,T/N,call)1/ 1,800 1.505 1.540 1.505 1.511 41,060 59,950 1 month 2/ 0.000 0.000 0.000 0.000 0.000 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 1,800 0.000 0.000 0.000 0.000 68,185 68,185 Grand Total 37,754 1.40000 1.54000 1.40000 1.46539 108,139 108,139 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand