As of: 22-Jan-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 45,871 1.40000 1.50000 1.48000 1.46991 45,871 45,871 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 47,371 0.00000 0.00000 0.00000 0.00000 47,871 47,871 less than 1 month (not incl. of O/N,T/N,call)1/ 5,150 1.49000 1.52000 1.52000 1.50573 21,850 28,900 1 month 2/ 0 0.00000 0.00000 0.00000 0.00000 2,900 1,550 2 month 3/ 1,000 1.53000 1.53000 1.53000 1.53000 4,200 12,340 3 month 4/ 0 0.00000 0.00000 0.00000 0.00000 17,240 3,800 6 month 5/ 0 0.00000 0.00000 0.00000 0.00000 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 6,150 0.00000 0.00000 0.00000 0.00000 46,590 46,590 Grand Total 53,521 1.40000 1.53000 1.48000 1.47588 94,461 94,461 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand