As of: 01-Feb-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 55,940 1.40000 1.50000 1.40000 1.46746 55,940 55,940 T/N 0 0.00000 0.00000 0.00000 0.00000 0 0 Call 1,500 1.48000 1.48000 1.48000 1.48000 1,500 1,500 Total 57,440 0.00000 0.00000 0.00000 0.00000 57,440 57,440 less than 1 month (not incl. of O/N,T/N,call)1/ 13,640 1.45000 1.50000 1.49500 1.48931 21,560 24,160 1 month 2/ 0 0.00000 0.00000 0.00000 0.00000 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 13,640 0.00000 0.00000 0.00000 0.00000 48,250 48,250 Grand Total 71,080 1.40000 1.50000 1.49000 1.47192 105,690 105,690 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand