As of: 16-Mar-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 60,411 1.40000 1.49800 1.40000 1.47059 60,411 60,411 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 60,411 0.00000 0.00000 0.00000 0.00000 60,911 60,911 less than 1 month (not incl. of O/N,T/N,call)1/ 3,960 1.48000 1.50000 1.49000 1.49146 16,535 31,425 1 month 2/ 0 0.00000 0.00000 0.00000 0.00000 4,250 1,200 2 month 3/ 0 0.00000 0.00000 0.00000 0.00000 2,650 6,500 3 month 4/ 500 1.57000 1.57000 1.57000 1.57000 20,190 4,500 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 4,460 0.00000 0.00000 0.00000 0.00000 45,625 45,625 Grand Total 64,871 1.40000 1.57000 1.49000 1.47263 106,536 106,536 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand