As of: 26-Nov-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 39,300 1.40000 1.50500 1.40000 1.46335 39,300 39,300 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 0 0.000 Total 39,300 0.000 0.000 0.000 0.000 39,300 39,300 less than 1 month (not incl. of O/N,T/N,call)1/ 2,600 1.480 1.530 1.490 1.497 42,610 58,000 1 month 2/ 0 0.000 0.000 0.000 0.000 6,500 2,935 2 month 3/ 0.000 0.000 0.000 0.000 0.000 5,290 4,400 3 month 4/ 2,000.000 1.613 1.613 1.613 1.613 13,600 4,100 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 4,600 0.000 0.000 0.000 0.000 69,435 69,435 Grand Total 43,900 1.40000 1.61267 1.40000 1.47212 108,735 108,735 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand