As of: 25-Jan-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 42,873 1.40000 1.51000 1.48000 1.46898 42,873 42,873 T/N 1,500 1.51000 1.51000 1.51000 1.51000 1,000 1,000 Call 0 0.00000 0.00000 0.00000 0.00000 1,000 1,000 Total 44,373 0.00000 0.00000 0.00000 0.00000 44,873 44,873 less than 1 month (not incl. of O/N,T/N,call)1/ 4,370 1.49500 1.52000 1.50000 1.50538 18,220 24,920 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 4,370 0.00000 0.00000 0.00000 0.00000 42,910 42,910 Grand Total 48,743 1.40000 1.52000 1.48000 1.47351 87,783 87,783 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand