As of: 06-Dec-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 45,234 1.40000 1.51000 1.48000 1.47246 45,234 45,234 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 45,234 0.000 0.000 0.000 0.000 45,234 45,234 less than 1 month (not incl. of O/N,T/N,call)1/ 1,300 1.490 1.500 1.500 1.498 34,470 40,905 1 month 2/ 0.000 0.000 0.000 0.000 0.000 3,200 1,100 2 month 3/ 0.000 0.000 0.000 0.000 0.000 3,700 7,100 3 month 4/ 0.000 0.000 0.000 0.000 0.000 9,600 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 1,300 0.000 0.000 0.000 0.000 52,405 52,405 Grand Total 46,534 1.40000 1.51000 1.48000 1.47316 97,639 97,639 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand