As of: 12-Mar-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 55,127 1.40000 1.50000 1.40000 1.45715 55,127 55,127 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 55,127 0.00000 0.00000 0.00000 0.00000 55,627 55,627 less than 1 month (not incl. of O/N,T/N,call)1/ 2,870 1.48000 1.49500 1.49500 1.49056 9,445 24,335 1 month 2/ 0 0.00000 0.00000 0.00000 0.00000 4,250 500 2 month 3/ 0 0.00000 0.00000 0.00000 0.00000 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 2,870 0.00000 0.00000 0.00000 0.00000 36,735 36,735 Grand Total 57,997 1.40000 1.50000 1.40000 1.45881 92,362 92,362 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand