As of: 31-Jan-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 37,635 1.40000 1.51000 1.40000 1.45954 37,635 37,635 T/N 0 0.00000 0.00000 0.00000 0.00000 0 0 Call 0 0.00000 0.00000 0.00000 0.00000 0 0 Total 37,635 0.00000 0.00000 0.00000 0.00000 37,635 37,635 less than 1 month (not incl. of O/N,T/N,call)1/ 1,470 1.48000 1.49000 1.49000 1.48524 13,090 15,690 1 month 2/ 2,600 1.52917 1.52917 1.52917 1.52917 2,600 7,250 2 month 3/ 0 0.00000 0.00000 0.00000 0.00000 2,700 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 4,070 0.00000 0.00000 0.00000 0.00000 39,780 39,780 Grand Total 41,705 1.40000 1.52917 1.40000 1.46479 77,415 77,415 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand