As of: 26-Jan-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 58,298 1.40000 1.51000 1.40000 1.46331 58,298 58,298 T/N 1,000 1.51000 1.51000 1.51000 1.51000 1,500 1,500 Call 0 0.00000 0.00000 0.00000 0.00000 1,000 1,000 Total 59,298 0.00000 0.00000 0.00000 0.00000 60,798 60,798 less than 1 month (not incl. of O/N,T/N,call)1/ 3,930 1.49000 1.50000 1.49000 1.49382 17,650 24,350 1 month 2/ 0 0.00000 0.00000 0.00000 0.00000 2,900 3,750 2 month 3/ 0 0.00000 0.00000 0.00000 0.00000 4,200 11,840 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 3,930 0.00000 0.00000 0.00000 0.00000 42,340 42,340 Grand Total 63,228 1.40000 1.51000 1.40000 1.46594 103,138 103,138 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand