As of: 28-Dec-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 41,704 1.65000 2.00000 1.75000 1.73784 41,704 41,704 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 41,704 0.000 0.000 0.000 0.000 41,704 41,704 less than 1 month (not incl. of O/N,T/N,call)1/ 1,850 1.730 1.770 1.730 1.741 12,350 18,450 1 month 2/ 1,650 1.740 1.740 1.740 1.740 3,350 4,750 2 month 3/ 0.000 0.000 0.000 0.000 0.000 5,900 9,000 3 month 4/ 4,300 1.835 1.870 1.863 1.860 18,000 7,400 6 month 5/ 0.000 0.000 0.000 0.000 0.000 0.000 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 7,800 0.000 0.000 0.000 0.000 39,600 39,600 Grand Total 49,504 1.65000 2.00000 1.75000 1.74865 81,304 81,304 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand