As of: 14-Feb-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 49,910 1.40000 1.50000 1.49000 1.47626 49,910 49,910 T/N 2,000 1.50000 1.50000 1.50000 1.50000 0 0 Call 0 0.00000 0.00000 0.00000 0.00000 0 0 Total 51,910 0.00000 0.00000 0.00000 0.00000 49,910 49,910 less than 1 month (not incl. of O/N,T/N,call)1/ 13,470 1.46000 1.50000 1.49500 1.49075 19,970 28,020 1 month 2/ 0 0.00000 0.00000 0.00000 0.00000 2,600 1,450 2 month 3/ 0 0.00000 0.00000 0.00000 0.00000 2,700 10,390 3 month 4/ 0 0.00000 0.00000 0.00000 0.00000 19,190 5,000 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 13,470 0.00000 0.00000 0.00000 0.00000 46,860 46,860 Grand Total 65,380 1.40000 1.50000 1.49000 1.47997 96,770 96,770 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand