As of: 08-Feb-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 54,272 1.40000 1.49800 1.40000 1.46490 54,272 54,272 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 54,272 0.00000 0.00000 0.00000 0.00000 55,772 55,772 less than 1 month (not incl. of O/N,T/N,call)1/ 13,200 1.48000 1.50000 1.49500 1.49176 31,610 37,660 1 month 2/ 0 0.00000 0.00000 0.00000 0.00000 2,600 3,800 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 13,200 0.00000 0.00000 0.00000 0.00000 58,300 58,300 Grand Total 67,472 1.40000 1.50000 1.40000 1.47016 114,072 114,072 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand