As of: 27-Feb-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 64,224 1.40000 1.51000 1.40000 1.46403 64,224 64,224 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 64,224 0.00000 0.00000 0.00000 0.00000 65,224 65,224 less than 1 month (not incl. of O/N,T/N,call)1/ 3,005 1.49000 1.52000 1.52000 1.50417 20,955 28,905 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/ 500 1.58000 1.58000 1.58000 1.58000 18,390 2,500 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 3,505 0.00000 0.00000 0.00000 0.00000 45,495 45,495 Grand Total 67,729 1.40000 1.58000 1.40000 1.46667 110,719 110,719 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand