As of: 29-Nov-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 44,185 1.40000 1.50500 1.40000 1.46441 44,185 44,185 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 44,185 0.000 0.000 0.000 0.000 44,185 44,185 less than 1 month (not incl. of O/N,T/N,call)1/ 11,000 1.490 1.530 1.530 1.521 45,180 56,370 1 month 2/ 0.000 0.000 0.000 0.000 0.000 6,500 3,035 2 month 3/ 1,100 1.710 1.715 1.710 1.710 4,805 6,915 3 month 4/ 600 1.613 1.613 1.613 1.613 11,700 3,300 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 12,700 0.000 0.000 0.000 0.000 69,620 69,620 Grand Total 56,885 1.40000 1.71500 1.40000 1.48169 113,805 113,805 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand