As of: 27-Nov-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 48,480 1.40000 1.51000 1.48000 1.46609 48,480 48,480 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 0.000 0.000 Total 48,480 0.000 0.000 0.000 0.000 48,480 48,480 less than 1 month (not incl. of O/N,T/N,call)1/ 1,600 1.495 1.520 1.495 1.504 39,620 53,310 1 month 2/ 0.000 0.000 0.000 0.000 0.000 6,500 2,635 2 month 3/ 265.0 1.700 1.700 1.700 1.700 3,555 6,065 3 month 4/ 0.000 0.000 0.000 0.000 0.000 13,600 2,700 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 1,865 0.000 0.000 0.000 0.000 64,710 64,710 Grand Total 50,345 1.40000 1.70000 1.48000 1.46854 113,190 113,190 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand