As of: 12-Dec-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 47,595 1.40000 1.50000 1.48000 1.46841 47,595 47,595 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 47,595 0.000 0.000 0.000 0.000 47,595 47,595 less than 1 month (not incl. of O/N,T/N,call)1/ 3,500 1.495 1.500 1.495 1.497 21,620 26,155 1 month 2/ 0.000 0.000 0.000 0.000 0.000 3,200 2,000 2 month 3/ 0.000 0.000 0.000 0.000 0.000 2,200 6,100 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 3,500 0.000 0.000 0.000 0.000 37,555 37,555 Grand Total 51,095 1.40000 1.50000 1.48000 1.47038 85,150 85,150 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand