As of: 05-Feb-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 60,538 1.40000 1.49800 1.40000 1.46957 60,538 60,538 T/N 0 0.00000 0.00000 0.00000 0.00000 0 0 Call 0 0.00000 0.00000 0.00000 0.00000 1,500 1,500 Total 60,538 0.00000 0.00000 0.00000 0.00000 62,038 62,038 less than 1 month (not incl. of O/N,T/N,call)1/ 5,120 1.48500 1.50000 1.49500 1.49254 19,010 24,560 1 month 2/ 0 0.00000 0.00000 0.00000 0.00000 2,600 4,300 2 month 3/ 0 0.00000 0.00000 0.00000 0.00000 2,700 11,140 3 month 4/ 0 0.00000 0.00000 0.00000 0.00000 18,990 3,700 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 5,120 0.00000 0.00000 0.00000 0.00000 45,700 45,700 Grand Total 65,658 1.40000 1.50000 1.40000 1.47136 107,738 107,738 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand