As of: 11-Dec-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 57,594 1.40000 1.50000 1.40000 1.46209 57,594 57,594 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 57,594 0.000 0.000 0.000 0.000 57,594 57,594 less than 1 month (not incl. of O/N,T/N,call)1/ 6,600 1.495 1.520 1.500 1.501 19,620 26,155 1 month 2/ 0.000 0.000 0.000 0.000 0.000 3,200 1,600 2 month 3/ 500 1.630 1.630 1.630 1.630 4,200 6,500 3 month 4/ 0.000 0.000 0.000 0.000 0.000 10,100 3,300 6 month 5/ 0.000 0.000 0.000 0.000 0.000 435 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 7,100 0.000 0.000 0.000 0.000 37,555 37,555 Grand Total 64,694 1.40000 1.63000 1.40000 1.46733 95,149 95,149 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand