As of: 15-Mar-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 64,684 1.40000 1.50000 1.40000 1.46440 64,684 64,684 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 64,684 0.00000 0.00000 0.00000 0.00000 65,184 65,184 less than 1 month (not incl. of O/N,T/N,call)1/ 3,830 1.49000 1.50000 1.49500 1.49504 16,085 30,975 1 month 2/ 0 0.00000 0.00000 0.00000 0.00000 4,250 500 2 month 3/ 300 1.54000 1.54000 1.54000 1.54000 2,650 7,200 3 month 4/ 0 0.00000 0.00000 0.00000 0.00000 19,690 4,000 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 4,130 0.00000 0.00000 0.00000 0.00000 44,675 44,675 Grand Total 68,814 1.40000 1.54000 1.40000 1.46643 109,859 109,859 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand