As of: 19-Jan-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 44,456 1.40000 1.51000 1.40000 1.45525 44,456 44,456 T/N 2,000 1.51000 1.52000 1.52000 1.51750 1,500 1,500 Call 0 0.00000 0.00000 0.00000 0.00000 0 0 Total 46,456 0.00000 0.00000 0.00000 0.00000 45,956 45,956 less than 1 month (not incl. of O/N,T/N,call)1/ 5,650 1.49000 1.52000 1.49000 1.49788 21,180 28,230 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 3,200 6,400 3 month 4/ 900 1.58000 1.59000 1.59000 1.58556 17,240 9,990 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 6,550 0.00000 0.00000 0.00000 0.00000 46,920 46,920 Grand Total 53,006 1.40000 1.59000 1.40000 1.46435 92,876 92,876 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand