As of: 18-Jan-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 40,092 1.40000 1.50000 1.48000 1.46311 40,092 40,092 T/N 1,500 1.52000 1.52000 1.52000 1.52000 2,000 2,000 Call 0 0.00000 0.00000 0.00000 0.00000 0 0 Total 41,592 0.00000 0.00000 0.00000 0.00000 42,092 42,092 less than 1 month (not incl. of O/N,T/N,call)1/ 6,100 1.48000 1.52000 n.a. 1.49754 21,850 28,600 1 month 2/ 0 0.00000 0.00000 0.00000 0.00000 2,900 2,600 2 month 3/ 0 0.00000 0.00000 0.00000 0.00000 3,200 6,400 3 month 4/ 700 1.59000 1.59000 1.59000 1.59000 16,340 9,090 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 6,800 0.00000 0.00000 0.00000 0.00000 46,690 46,690 Grand Total 48,392 1.40000 1.59000 1.48000 1.47105 88,782 88,782 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand