As of: 29-Jan-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 59,060 1.40000 1.51000 1.40000 1.47036 59,060 59,060 T/N 0 0.00000 0.00000 0.00000 0.00000 1,000 1,000 Call 0 0.00000 0.00000 0.00000 0.00000 1,000 1,000 Total 59,060 0.00000 0.00000 0.00000 0.00000 61,060 61,060 less than 1 month (not incl. of O/N,T/N,call)1/ 4,000 1.49500 1.52000 1.49500 1.50625 18,250 21,850 1 month 2/ 0 0.00000 0.00000 0.00000 0.00000 0 3,850 2 month 3/ 0 0.00000 0.00000 0.00000 0.00000 3,700 11,440 3 month 4/ 1,800 1.57000 1.58500 1.57000 1.57333 18,990 4,200 6 month 5/ 2,000 1.75000 1.75000 1.75000 1.75000 2,400 2,000 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 7,800 0.00000 0.00000 0.00000 0.00000 43,340 43,340 Grand Total 66,860 1.40000 1.75000 1.40000 1.48364 104,400 104,400 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand