As of: 30-Jan-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 64,225 1.40000 1.51000 1.40000 1.46811 64,225 64,225 T/N 0 0.00000 0.00000 0.00000 0.00000 0 0 Call 0 0.00000 0.00000 0.00000 0.00000 1,000 1,000 Total 64,225 0.00000 0.00000 0.00000 0.00000 65,225 65,225 less than 1 month (not incl. of O/N,T/N,call)1/ 3,950 1.46000 1.49500 1.49500 1.48570 21,700 25,300 1 month 2/ 0 0.00000 0.00000 0.00000 0.00000 0 4,650 2 month 3/ 0 0.00000 0.00000 0.00000 0.00000 3,700 10,640 3 month 4/ 0 0.00000 0.00000 0.00000 0.00000 18,990 4,200 6 month 5/ 0 0.00000 0.00000 0.00000 0.00000 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 3,950 0.00000 0.00000 0.00000 0.00000 46,790 46,790 Grand Total 68,175 1.40000 1.51000 1.40000 1.46913 112,015 112,015 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand