As of: 19-Dec-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 49,895 1.65000 1.76000 1.65000 1.71167 49,895 49,895 T/N 0.000 0.000 0.000 0.000 0.000 500 500.000 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 49,895 0.000 0.000 0.000 0.000 50,395 50,395 less than 1 month (not incl. of O/N,T/N,call)1/ 11,030 1.730 1.750 1.750 1.744 11,030 15,065 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 11,030 0.000 0.000 0.000 0.000 27,465 27,465 Grand Total 60,925 1.65000 1.76000 1.75000 1.71753 77,860 77,860 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand