As of: 17-Dec-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 57,635 1.40000 1.50000 1.40000 1.45776 57,635 57,635 T/N 500 1.505 1.505 1.505 1.505 1,000 1,000.000 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 58,135 0.000 0.000 0.000 0.000 58,635 58,635 less than 1 month (not incl. of O/N,T/N,call)1/ 1,000 1.480 1.480 1.480 1.480 21,420 25,455 1 month 2/ 0.000 0.000 0.000 0.000 0.000 2,700 4,000 2 month 3/ 0.000 0.000 0.000 0.000 0.000 2,200 5,800 3 month 4/ 0.000 0.000 0.000 0.000 0.000 11,100 2,600 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 1,000 0.000 0.000 0.000 0.000 37,855 37,855 Grand Total 59,135 1.40000 1.50500 1.40000 1.45853 96,490 96,490 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand