As of: 19-Feb-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 45,229 1.40000 1.51000 1.49000 1.46840 45,229 45,229 T/N 0 0.00000 0.00000 0.00000 0.00000 0 0 Call 0 0.00000 0.00000 0.00000 0.00000 1,000 1,000 Total 45,229 0.00000 0.00000 0.00000 0.00000 46,229 46,229 less than 1 month (not incl. of O/N,T/N,call)1/ 2,535 1.49500 1.50000 1.50000 1.49894 25,935 33,485 1 month 2/ 0 0.00000 0.00000 0.00000 0.00000 2,600 4,650 2 month 3/ 0 0.00000 0.00000 0.00000 0.00000 2,700 8,390 3 month 4/ 0 0.00000 0.00000 0.00000 0.00000 18,690 3,800 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 2,535 0.00000 0.00000 0.00000 0.00000 52,325 52,325 Grand Total 47,764 1.40000 1.51000 1.49000 1.47002 98,554 98,554 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand