As of: 28-Feb-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 34,685 1.40000 1.51000 1.40000 1.46228 34,685 34,685 T/N 0 0.00000 0.00000 0.00000 0.00000 0 0 Call 0 0.00000 0.00000 0.00000 0.00000 0 0 Total 34,685 0.00000 0.00000 0.00000 0.00000 34,685 34,685 less than 1 month (not incl. of O/N,T/N,call)1/ 4,115 1.49000 1.49500 1.49000 1.49182 17,320 24,370 1 month 2/ 1,500 1.49500 1.49500 1.49500 1.49500 4,100 9,390 2 month 3/ 0 0.00000 0.00000 0.00000 0.00000 1,150 4,200 3 month 4/ 1,500 1.57000 1.59000 1.59000 1.58067 18,990 4,000 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 7,115 0.00000 0.00000 0.00000 0.00000 43,960 43,960 Grand Total 41,800 1.40000 1.59000 1.40000 1.47061 78,645 78,645 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand