As of: 16-Feb-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 47,340 1.40000 1.50500 1.40000 1.47216 47,340 47,340 T/N 0 0.00000 0.00000 0.00000 0.00000 0 0 Call 1,000 1.48000 1.48000 1.48000 1.48000 1,000 1,000 Total 48,340 0.00000 0.00000 0.00000 0.00000 48,340 48,340 less than 1 month (not incl. of O/N,T/N,call)1/ 2,600 1.49500 1.50000 1.49500 1.49615 26,500 34,050 1 month 2/ 0 0.00000 0.00000 0.00000 0.00000 2,600 2,750 2 month 3/ 0 0.00000 0.00000 0.00000 0.00000 2,700 9,090 3 month 4/ 0 0.00000 0.00000 0.00000 0.00000 18,690 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 2,600 0.00000 0.00000 0.00000 0.00000 52,890 52,890 Grand Total 50,940 1.40000 1.50500 1.40000 1.47353 101,230 101,230 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand