As of: 2-Mar-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 43,425 1.40000 1.50000 1.40000 1.46715 43,425 43,425 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 43,425 0.00000 0.00000 0.00000 0.00000 43,425 43,425 less than 1 month (not incl. of O/N,T/N,call)1/ 7,740 1.45000 1.49500 1.49500 1.48889 19,560 28,010 1 month 2/ 2,750 1.46000 1.48000 1.48000 1.47127 6,850 10,240 2 month 3/ 500 1.56000 1.56000 1.56000 1.56000 1,650 4,700 3 month 4/ 0 0.00000 0.00000 0.00000 0.00000 18,490 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 10,990 0.00000 0.00000 0.00000 0.00000 48,950 48,950 Grand Total 54,415 1.40000 1.56000 1.40000 1.47131 92,375 92,375 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand