As of: 23-Jan-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 50,484 1.40000 1.50000 1.48000 1.46847 50,484 50,484 T/N 0 0.00000 0.00000 0.00000 0.00000 1,500 1,500 Call 1,000 1.48000 1.48000 1.48000 1.48000 1,000 1,000 Total 51,484 0.00000 0.00000 0.00000 0.00000 52,984 52,984 less than 1 month (not incl. of O/N,T/N,call)1/ 3,000 1.48500 1.50000 1.48500 1.49167 20,600 27,650 1 month 2/ 0 0.00000 0.00000 0.00000 0.00000 2,900 2,350 2 month 3/ 0 0.00000 0.00000 0.00000 0.00000 4,200 13,240 3 month 4/ 300 1.59500 1.59500 1.59500 1.59500 17,540 2,400 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 3,300 0.00000 0.00000 0.00000 0.00000 45,640 45,640 Grand Total 54,784 1.40000 1.59500 1.48000 1.47064 98,624 98,624 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand