As of: 22-Feb-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 47,904 1.40000 1.49800 1.40000 1.46388 47,904 47,904 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 47,904 0.00000 0.00000 0.00000 0.00000 48,904 48,904 less than 1 month (not incl. of O/N,T/N,call)1/ 5,140 1.49000 1.50000 1.49000 1.49436 26,045 33,295 1 month 2/ 0 0.00000 0.00000 0.00000 0.00000 2,600 10,640 2 month 3/ 0 0.00000 0.00000 0.00000 0.00000 2,400 2,400 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 5,140 0.00000 0.00000 0.00000 0.00000 52,135 52,135 Grand Total 53,044 1.40000 1.50000 1.40000 1.46684 101,039 101,039 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand