As of: 26-Feb-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 69,038 1.40000 1.52000 1.40000 1.44852 69,038 69,038 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 69,038 0.00000 0.00000 0.00000 0.00000 70,038 70,038 less than 1 month (not incl. of O/N,T/N,call)1/ 5,500 1.49000 1.52500 1.49500 1.50055 25,540 34,290 1 month 2/ 0 0.00000 0.00000 0.00000 0.00000 2,600 7,890 2 month 3/ 0 0.00000 0.00000 0.00000 0.00000 1,150 4,200 3 month 4/ 0 0.00000 0.00000 0.00000 0.00000 18,690 2,000 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 5,500 0.00000 0.00000 0.00000 0.00000 50,380 50,380 Grand Total 74,538 1.40000 1.52500 1.40000 1.45236 120,418 120,418 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand