As of: 15-Jan-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 37,850 1.40000 1.51000 1.40000 1.46340 37,850 37,850 T/N 1,500 1.52000 1.52000 1.52000 1.52000 1,500 1,500 Call 0 0.00000 0.00000 0.00000 0.00000 0 0 Total 39,350 0.00000 0.00000 0.00000 0.00000 39,350 39,350 less than 1 month (not incl. of O/N,T/N,call)1/ 3,900 1.49000 1.52000 1.52000 1.50731 12,850 19,600 1 month 2/ 0 0.00000 0.00000 0.00000 0.00000 2,900 2,300 2 month 3/ 0 0.00000 0.00000 0.00000 0.00000 3,050 6,250 3 month 4/ 0 0.00000 0.00000 0.00000 0.00000 15,640 8,690 6 month 5/ 0 0.00000 0.00000 0.00000 0.00000 2,400 0 9 month 6/ 0 0.00000 0.00000 0.00000 0.00000 0 0 12 month 7/ 0 0.00000 0.00000 0.00000 0.00000 0 0 Total Term Transactions 3,900 0.00000 0.00000 0.00000 0.00000 36,840 36,840 Grand Total 43,250 1.40000 1.52000 1.40000 1.46932 76,190 76,190 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand