As of: 24-Dec-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 63,441 1.65000 1.76000 1.65000 1.71669 63,441 63,441 T/N 3,000 1.750 1.755 1.755 1.754 0.000 0.000 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 66,441 0.000 0.000 0.000 0.000 63,441 63,441 less than 1 month (not incl. of O/N,T/N,call)1/ 0.000 0.000 0.000 0.000 0.000 18,320 22,355 1 month 2/ 0.000 0.000 0.000 0.000 0.000 1,700 3,415 2 month 3/ 1,700 1.827 1.840 1.827 1.830 3,900 9,085 3 month 4/ 800 1.870 1.870 1.870 1.870 12,600 2,100 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 2,500 0.000 0.000 0.000 0.000 36,955 36,955 Grand Total 68,941 1.65000 1.87000 1.65000 1.72290 100,396 100,396 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand