As of: 28-Nov-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 46,795 1.40000 1.51000 1.40000 1.46861 46,795 46,795 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 46,795 0.000 0.000 0.000 0.000 46,795 46,795 less than 1 month (not incl. of O/N,T/N,call)1/ 5,000 1.480 1.500 1.490 1.486 38,020 51,710 1 month 2/ 0.000 0.000 0.000 0.000 0.000 6,500 3,035 2 month 3/ 150 1.690 1.690 1.690 1.690 3,705 5,815 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 5,150 0.000 0.000 0.000 0.000 63,260 63,260 Grand Total 51,945 1.40000 1.69000 1.40000 1.47092 110,055 110,055 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand