As of: 17-Jan-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 32,959 1.40000 1.51000 1.48000 1.46825 32,959 32,959 T/N 2,000 1.51000 1.52000 1.52000 1.51750 2,000 2,000 Call 0 0.00000 0.00000 0.00000 0.00000 0 0 Total 34,959 0.00000 0.00000 0.00000 0.00000 34,959 34,959 less than 1 month (not incl. of O/N,T/N,call)1/ 5,230 1.47000 1.50000 1.48000 1.48743 17,750 24,500 1 month 2/ 0 0.00000 0.00000 0.00000 0.00000 2,900 2,300 2 month 3/ 150 1.53000 1.53000 1.53000 1.53000 3,200 6,700 3 month 4/ 0 0.00000 0.00000 0.00000 0.00000 15,640 8,390 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 5,380 0.00000 0.00000 0.00000 0.00000 41,890 41,890 Grand Total 40,339 1.40000 1.53000 1.48000 1.47341 76,849 76,849 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand