As of: 09-Mar-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 61,360 1.40000 1.50000 1.40000 1.47074 61,360 61,360 T/N 0 0.00000 0.00000 0.00000 0.00000 0 0 Call 0 0.00000 0.00000 0.00000 0.00000 500 500 Total 61,360 0.00000 0.00000 0.00000 0.00000 61,860 61,860 less than 1 month (not incl. of O/N,T/N,call)1/ 1,635 1.49000 1.50000 1.49000 1.49419 10,865 25,755 1 month 2/ 0 0.00000 0.00000 0.00000 0.00000 4,250 500 2 month 3/ 700 1.54000 1.54000 1.54000 1.54000 2,350 6,900 3 month 4/ 0 0.00000 0.00000 0.00000 0.00000 18,690 3,000 6 month 5/ 0 0.00000 0.00000 0.00000 0.00000 2,000 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 2,335 0.00000 0.00000 0.00000 0.00000 38,155 38,155 Grand Total 63,695 1.40000 1.54000 1.40000 1.47210 100,015 100,015 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand