As of: 24-Jan-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 47,402 1.40000 1.51000 1.40000 1.46686 47,402 47,402 T/N 1,000 1.51000 1.51000 1.51000 1.51000 0 0 Call 0 0.00000 0.00000 0.00000 0.00000 1,000 1,000 Total 48,402 0.00000 0.00000 0.00000 0.00000 48,402 48,402 less than 1 month (not incl. of O/N,T/N,call)1/ 300 1.49500 1.49500 1.49500 1.49500 19,150 25,850 1 month 2/ 0 0.00000 0.00000 0.00000 0.00000 2,900 3,250 2 month 3/ 0 0.00000 0.00000 0.00000 0.00000 4,200 12,340 3 month 4/ 0 0.00000 0.00000 0.00000 0.00000 17,190 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 300 0.00000 0.00000 0.00000 0.00000 43,840 43,840 Grand Total 48,702 1.40000 1.51000 1.40000 1.46792 92,242 92,242 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand